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The three regimes of a training point

ProofAdvanced⏱ 30 minClassical MLsvmkktsupport vectorsclassification of points

Problem

From the soft-margin KKT conditions, derive the complete classification of training points by their multiplier: αi=0\alpha_i = 0, 0<αi<C0<\alpha_i<C, αi=C\alpha_i = C. Give the margin value and slack in each case.

Write a complete argument. Every inequality you use should be one you could state precisely.

Solution

Opening this before you have a real attempt on paper is the fastest way to feel like you understand something you cannot reproduce.

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