Why use two slack variables in the support vector regression formulation?

manpreet Best Answer 3 years ago

I am learning support vector regression but cannot fully understand the rational of the slack variable tricks in its formulation. The original optimization problem for SVR is as follows:

min{C∑Ni=1Lϵ(yi,w0+wTxi)+12||w||2}min{C∑i=1NLϵ(yi,w0+wTxi)+12||w||2}

where Lϵ(yi,w0+wTxi)=max{0,∣∣