Foundations of Data Science
Lagrange multipliers are a mathematical tool used in optimization problems to find the local maxima and minima of a function subject to equality constraints. This technique transforms a constrained optimization problem into an unconstrained one by introducing new variables, known as Lagrange multipliers, that account for the constraints during the optimization process. This method is particularly significant in various machine learning algorithms, including Support Vector Machines, where it helps find the optimal hyperplane that separates different classes of data while satisfying margin constraints.
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