The dual derivation assumed the data was perfectly linearly separable — an assumption that fails for essentially all real data, and that even when it holds, makes the classifier dangerously sensitive to a single outlier dragging the whole boundary around. This note relaxes that assumption with soft margins, then closes the topic's optimisation thread by sketching SMO, the coordinate-ascent-style algorithm that actually solves the resulting dual problem in practice (and that underlies
sklearn.svm.SVC's solver).In this lesson
- Learning objectives
- Motivating slack: outliers and non-separable data
- The soft-margin formulation
- The SMO algorithm
- Worked example
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