Hypothesis |
$$ h_\theta(x) = \begin{cases} 1 & \text{if} \ \theta^Tx \geq 0 \\ 0 & \text{otherwise} \end{cases} $$ |
Cost Function |
$$ J(\theta) = C\sum_{i=1}^m y^{(i)} \ \text{cost}_1(\theta^Tx^{(i)}) + (1 - y^{(i)}) \ \text{cost}_0(\theta^Tx^{(i)}) + \dfrac{1}{2}\sum_{j=1}^n \theta^2_j $$ where $$ C = \text{regularization parameter} = \frac{1}{\lambda} $$ |
Algorithms |
Use libsvm and choose parameters - Larger \(C\) gives higher variance
Other (non-linear) kernels have extra parameters - Gaussian: larger \(\sigma^2\) gives higher bias
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