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(note that this problem is different from this one, since the latter considers primal's Lagrangian)

Hi,

I am trying to figure out the SVM's dual problem. The primal problem is

$${\displaystyle {\text{minimize }}{\frac {1}{n}}\sum _{i=1}^{n}\zeta _{i}+\lambda \|w\|^{2}}\\ {\displaystyle {\text{subject to }}y_{i}(w\cdot x_{i}-b)\geq 1-\zeta _{i}\,{\text{ and }}\,\zeta _{i}\geq 0,\,{\text{for all }}i,} $$

and the dual problem is defined as $$ {\displaystyle {\text{maximize}}\,\,f(c_{1}\ldots c_{n})=\sum _{i=1}^{n}c_{i}-{\frac {1}{2}}\sum _{i=1}^{n}\sum _{j=1}^{n}y_{i}c_{i}(x_{i}\cdot x_{j})y_{j}c_{j},}\\ {\displaystyle {\text{subject to }}\sum _{i=1}^{n}c_{i}y_{i}=0,\,{\text{and }}0\leq c_{i}\leq {\frac {1}{2n\lambda }}\;{\text{for all }}i.} $$ I understand how the hyperplane can be derived, and according to Wikipedia enter image description here

However, I find it difficult to understand how to find $b$ in practice. How can I find an instance on the margin's boundary?

Can somebody provide an explanation for finding the offset?

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  • $\begingroup$ In practice, shouldn't the points on the boundary correspond to the optimal solution of the optimization problem, and hence be the only points for which $\alpha_i > 0$ ? $\endgroup$ Commented Jun 28, 2018 at 16:15

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