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John Platt gave the pseduo-code of Sequential Minimal Optimization in his paper Sequential Minimal Optimization:A Fast Algorithm for Training Support Vector Machines, http://research.microsoft.com/pubs/69644/tr-98-14.pdf In the procedure examineExample(i2) , i2 is the result of the first choice heuristic, so the Lagrange multiplier for i2 is the first Lagrange multiplier described in section 2. However, after examineExample(i2) call takeStep(i1,i2), the Lagrange multiplier for i2 is updated in takeStep(i1,i2) using the formula for the second Lagrange multiplier described in section 2. Do I misunderstand something ? |
