Question: 11.5 Huber loss. Derive the primal and dual optimization problem used to solve the SVR problem with the Huber loss: Lc(i) = ( 1 2

11.5 Huber loss. Derive the primal and dual optimization problem used to solve the SVR problem with the Huber loss:

Lc(i) =

(

1 2 2 i ; if jij  c ci ???? 1 2 c2; otherwise

;

where i = w  (xi) + b ???? yi.

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