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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