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raccourcis clavier

Usually, the margin-based bound for SVM rely on the fact that we minimise Hinge loss.

definition

The γ\gamma-ramp loss is given by the following:

Φγ(t)={0if tγ1tγif 0<t<γ1if t0\Phi_\gamma(t) = \begin{cases} 0 & \text{if } t \geq \gamma \\ 1 - \frac{t}{\gamma} & \text{if } 0 < t < \gamma \\ 1 & \text{if } t \leq 0 \end{cases}

In relation with Hinge loss:

lramp(w,(x,y))=min{1,lhinge(w,(x,y))}=min{1,max{0,1yw,x}}\mathcal{l}^{\text{ramp}}(\textbf{w}, (\textbf{x},y)) = \min \{1, \mathcal{l}^{\text{hinge}}(\textbf{w}, (\textbf{x},y))\} = \min \{1, \max\{0, 1 - y \langle w, x \rangle\}\}

Note that we use Hinge loss for SVM is due to the fact that ramp-loss is a non-convex functions, meaning it is more computationally efficient to minimise Hinge loss in comparison to ramp loss