SVM using quadprog in R
This set of exercises has the student use a QP solver to solve an SVM in R. The suggested solver is the quadprog package. The quadratic problem is given as:
From the remark about the linear SVM, $K=XX'$, $K$ is a singular matrix usually, at most rank $p$ where $X$ is $ntimes p$. But the solver quadprog requires a positive definite matrix, not just PSD, in the place of $K$, as mentioned many places (and verified). Any ideas what the instructor had in mind?
r optimization svm quadratic-programming
asked Nov 13 '18 at 0:00
Hasse1987Hasse1987
1426
add a comment |
This set of exercises has the student use a QP solver to solve an SVM in R. The suggested solver is the quadprog package. The quadratic problem is given as:
From the remark about the linear SVM, $K=XX'$, $K$ is a singular matrix usually, at most rank $p$ where $X$ is $ntimes p$. But the solver quadprog requires a positive definite matrix, not just PSD, in the place of $K$, as mentioned many places (and verified). Any ideas what the instructor had in mind?
r optimization svm quadratic-programming
asked Nov 13 '18 at 0:00
Hasse1987Hasse1987
1426
Does this answer the question? stackoverflow.com/questions/33088363/…
– 42-
Nov 13 '18 at 7:29
add a comment |
This set of exercises has the student use a QP solver to solve an SVM in R. The suggested solver is the quadprog package. The quadratic problem is given as:
From the remark about the linear SVM, $K=XX'$, $K$ is a singular matrix usually, at most rank $p$ where $X$ is $ntimes p$. But the solver quadprog requires a positive definite matrix, not just PSD, in the place of $K$, as mentioned many places (and verified). Any ideas what the instructor had in mind?
r optimization svm quadratic-programming
asked Nov 13 '18 at 0:00
Hasse1987Hasse1987
1426
This set of exercises has the student use a QP solver to solve an SVM in R. The suggested solver is the quadprog package. The quadratic problem is given as:
From the remark about the linear SVM, $K=XX'$, $K$ is a singular matrix usually, at most rank $p$ where $X$ is $ntimes p$. But the solver quadprog requires a positive definite matrix, not just PSD, in the place of $K$, as mentioned many places (and verified). Any ideas what the instructor had in mind?
r optimization svm quadratic-programming
r optimization svm quadratic-programming
asked Nov 13 '18 at 0:00
Hasse1987Hasse1987
1426
asked Nov 13 '18 at 0:00
Hasse1987Hasse1987
1426
asked Nov 13 '18 at 0:00
Hasse1987Hasse1987
1426
asked Nov 13 '18 at 0:00
Hasse1987Hasse1987
1426
asked Nov 13 '18 at 0:00
Hasse1987Hasse1987
1426
1426
Does this answer the question? stackoverflow.com/questions/33088363/…
– 42-
Nov 13 '18 at 7:29
add a comment |
Does this answer the question? stackoverflow.com/questions/33088363/…
– 42-
Nov 13 '18 at 7:29
Does this answer the question? stackoverflow.com/questions/33088363/…
– 42-
Nov 13 '18 at 7:29
Does this answer the question? stackoverflow.com/questions/33088363/…
– 42-
Nov 13 '18 at 7:29
add a comment |
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Does this answer the question? stackoverflow.com/questions/33088363/…
– 42-
Nov 13 '18 at 7:29