Dears, I need to implement the following objective function:
This objective function implements the SOFT-LABEL SVM, since my dataset don’t has labels. More information about the method can be found in
function [ w,b ] = optimization(X,P) [N,m] = size(X); hingeLoss = @(y,svm) max(0, 1 - y.*svm); svm_function = @(w,x,b) w*x + b; gama = 1; cvx_begin variables w(m,1) b obj1 = 0.5.*norm(w,2); obj2 = 0; for k=1:2, for j=1:N, obj2 = ... obj2 + ... gama.*P(j,k).*sum(hingeLoss((-1).^(k), svm_function(w,X(j,:),b))); end, end obj = obj1 + sum(obj2); minimize(obj) cvx_end end It's running, but the w vector has repeated values. I'm not sure if my code it's correct. Thanks!