How to simulate the given optimization problem related to SVM in MATLAB ?

1 次查看(过去 30 天)
Hello all, I am trying to optimize the following problem in MATLAB. It is related to multiclass classification using SVM. There are total 16 classes (𝓁 is from 1 to 16).
where is a column vector of dimension , is also a column vector of dimension , is matrix of dimension , is row vector of and is the Gaussian radial basis function, where is the variance.
The main moto in this optmization problem is to obtain the value of α for 16 different 𝓁 i.e., I have to obtain .
With the help from Torsten (Level 9 MVP) and Matt J (Level 10 MVP), I had understood how to solve the function inside two summation.
My query is for 16 different b each of dimension , how to solve this optimization problem.
Any help in this regard will be highly appreciated.
  4 个评论
Catalytic
Catalytic 2023-3-22
编辑:Catalytic 2023-3-22
So is this approach correct ?
Probably. But why not just try it, rather than waiting hours and hours for other people to weight in? You could have verified by now whether it works.
Torsten
Torsten 2023-3-23
编辑:Torsten 2023-3-23
The code above is not for l=1, but a general code for arbitrary dimension of alpha.
You only need to fill in the correct values for K, b and C instead of the phantasy values used here:
K=rand(3);
K=K*K.';
b=rand(3,1)-0.5;
C=5;

请先登录,再进行评论。

回答(0 个)

类别

Help CenterFile Exchange 中查找有关 Get Started with Optimization Toolbox 的更多信息

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by