Minimizing a quadratic objective function (w\(_i^2\)) subject to certain constraints where i= 1 to n, in SVM is known as primal formulation of linear SVMs.

Minimizing a quadratic objective function (w\(_i^2\)) subject to certain constraints where i= 1 to n, in SVM is known as primal formulation of linear SVMs. Correct Answer True

Minimizing a quadratic objective function (w\(_i^2\)) subject to certain constraints in SVM is known as primal formulation of linear SVMs. It is an SVM optimisation problem. It is a convex quadratic programming optimisation problem with n variables, where n is the number of features in the data set.

Related Questions

Suppose you have trained an SVM with linear decision boundary after training SVM, you correctly infer that your SVM model is under fitting. Which of the following is best option would you more likely to consider iterating SVM next time?