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PART|I Signal Processing, Modelling and Related Mathematical Tools
SVMs can thus be solved as linear problems in a high-dimensional
space that correspond to non-linear problems in the original feature
space.
Problem (2.7) can be solved using off-the-shelf quadratic opti-
misation tools. Note, however, that the underlying computational
complexity is at least quadratic in the number of training examples,
which can often be a serious limitation for most speech processing
applications.
After solving (2.7), the resulting SVM solution takes the form of
ˆy(x) =sign
n
i=1
y
i
α
i
k(x
i
, x ) +b
(2.8)
where most α
i
are zero except those corresponding to examples in