Hi,
I have a question in Exercise 7:
Why should the gap between primal and dual objectives reach 0 (or a value close to zero)?
I understand we want to minimize the primal objective (using the parameter \(w \in \mathcal{R}^D\)) and maximize the dual objective (using the parameter \(\alpha \in \mathcal{R}^N\)), and that the two parameters are related via the equation \(w = \frac{1}{\lambda}X^TY\alpha\).
But what is the relation between primal and dual objectives in terms of magnitude? (i.e. why should they converge to the same value?).
Ex7 - Primal and Dual Objectives
Hi,
I have a question in Exercise 7:
Why should the gap between primal and dual objectives reach 0 (or a value close to zero)?
I understand we want to minimize the primal objective (using the parameter \(w \in \mathcal{R}^D\)) and maximize the dual objective (using the parameter \(\alpha \in \mathcal{R}^N\)), and that the two parameters are related via the equation \(w = \frac{1}{\lambda}X^TY\alpha\).
But what is the relation between primal and dual objectives in terms of magnitude? (i.e. why should they converge to the same value?).
Thank you!
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