SVM, Dual SVM, Non-linear SVM
Linear SVM Idea We want to find a hyper-plane $w^\top x + b = 0$ that maximizes the margin. Set up We first show that the vector $w$ is orthogonal to this hyper-plane. Let $x_1$, $x_2$ be any element on the hyper-plane. So we have $w^\top x_1 + b = 0$ and $w^\top x_2 + b = 0$. Then $w^\top (x_1 - x_2) = 0$, which implies $w$ is orthogonal to the hyper-plane....