Kernel support-vector coefficient from hinge activity
ID: kernel-support-vector-coefficient-from-hinge-activity
For the kernel support vector machine objective , assume , , and that the kernel matrix is invertible. The subdifferential optimality equation givesThus strict margins greater than one force zero coefficients, while misclassified observations have nonzero coefficients. Invertibility matters: a singular kernel matrix allows coefficient changes in its null space without changing the fitted function or objective.
New to topics? Read the docs here!