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Lagrange Multiplier Example for Understanding Support Vector Machine || Lesson 76 | Machine Learning

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In this class, we discuss the Lagrange Multiplier Example for Understanding Support Vector Machine.
Lagrange Multiplier Example helps a lot for Understanding Support Vector Machine.
In our previous classes, we discussed optimization problems without constraints.
In linear regression and logistic regression, we are using optimization problems without constraints.
But in support vector machine the optimization problem that is defined is having constraints.
Here we understand an example of how to solve optimization problems with constraints.
Given the optimization problem and the constraints.
First, we have to convert our functions to the Lagrange function.
Optimization function minus alpha multiply condition function.
Here alpha we call it as Lagrange multiplier.
Differentiate Lagrange function with respect to variables and equate to zero.
The same way differentiates with respect to alpha and equates to zero.
Solve the equations and find the variable values.
This is how we solve the optimization problem with constraints.
Here we have only equality constraints.
If we have inequality constraints we use a method called Karush Kuhn Tucker.
We discuss this in our next class.
Link for playlists:
In this class, we discuss the Lagrange Multiplier Example for Understanding Support Vector Machine.
Lagrange Multiplier Example helps a lot for Understanding Support Vector Machine.
In our previous classes, we discussed optimization problems without constraints.
In linear regression and logistic regression, we are using optimization problems without constraints.
But in support vector machine the optimization problem that is defined is having constraints.
Here we understand an example of how to solve optimization problems with constraints.
Given the optimization problem and the constraints.
First, we have to convert our functions to the Lagrange function.
Optimization function minus alpha multiply condition function.
Here alpha we call it as Lagrange multiplier.
Differentiate Lagrange function with respect to variables and equate to zero.
The same way differentiates with respect to alpha and equates to zero.
Solve the equations and find the variable values.
This is how we solve the optimization problem with constraints.
Here we have only equality constraints.
If we have inequality constraints we use a method called Karush Kuhn Tucker.
We discuss this in our next class.
Link for playlists:
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