Machine Learning Algorithms - Second Edition

SVMs with scikit-learn

To allow the model to have a more flexible separating hyperplane, all scikit-learn implementations are based on a simple variant that includes so-called slack variables ζ_i in the function to minimize (sometimes called C-Support Vector Machines):

In this case, the constraints become the following:

The introduction of slack variables allows us to create a flexible margin so that some vectors belonging to a class can also be found in the opposite part of the hyperspace and can be included in the model training. The strength ...