Sunday, March 18, 2018

SVM Loss Functions, Gradients and Hessians

Two popular loss functions used in the primal SVM formulation are: (a) Squared Loss and (b) Hinge Loss. The following note(s) show how the first and second derivatives of these losses are computed based on the assumptions of the model - a.k.a. linear model (with or without bias). Clearly, these can be extended to the non-linear kernel, however, those are left as an exercise for the reader.

Squared Loss and its first and second derivatives.

Hinge Loss and its first and second derivatives

Baby arugula and spinach salad

Baby arugula and spinach salad tossed with olive oil, pear balsamic vinegar,
dried cranberries, chopped walnuts, and dried apricots.