Provide a value for
lambda, and produce the fitted lagrange
values. Provide values for
x, and get fitted function values or
1 2 3
the value of the regularization parameter. Note that
type of prediction, with default
This implementation of the SVM uses a parameterization that is slightly
different but equivalent to the usual (Vapnik) SVM. Here
The Lagrange multipliers are related via
αstar = alpha/lambda, where
alphastar is the usual multiplier, and
alpha our multiplier. Note that if
observation is right of the elbow;
alpha=1, left of the elbow;
0<alpha<1 on the elbow. The latter two cases are all support
In each case, the desired prediction.
The paper http://www-stat.stanford.edu/~hastie/Papers/svmpath.pdf, as well as the talk http://www-stat.stanford.edu/~hastie/TALKS/svmpathtalk.pdf.
1 2 3 4 5 6
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.