Past exam of the mathematics course of the University of Cambridge 2018 iii Paper 218 2 b Solution Created 2026-10-03 Updated 2026-10-05
Fix and use the unnormalized sum convention for the penalty. The linear soft-margin support vector machine solvesEliminating the slack variables of a support vector machine gives , where and the maximum is the hinge loss. The classifier uses the sign of and its support-vector-machine decision boundary is .
For clarity about dual support vectors and margin degeneracy, let be the multipliers of the margin constraints. The Karush-Kuhn-Tucker conditions giveThe dual support vectors are those with . A coefficient strictly between and puts a point exactly on its margin boundary; a point with positive slack has . A zero coefficient implies zero slack and signed margin at least one. Geometrically one often counts all points with as support vectors. At a degeneracy, equality can occur with , so the two descriptions need not coincide. Either convention supports the bound in the following part when stated consistently.