/Columbia-IEOR-4525-SVM

Solving the Soft Margin Support Vector Machine by scipy.optimize

Primary LanguagePython

Solving Soft Margin Support Vector Machine

We formulate the Soft Margin Support Vector Machine Optimization Problem as an restricted quadratic Optimization problem which could be solved by the quadprog() function in the scipy Package. The Optimization problem is formulated for the well known 'Wine data'.