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Hard-margin vs soft-margin SVM — what's the difference?

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Answer

  • Hard-margin SVM finds the hyperplane that separates classes with the largest margin — only works when classes are linearly separable, otherwise there is no feasible solution.
  • Soft-margin adds slack variables ξi\xi_{i} ≥ 0 that let some points violate the margin (xi in the margin, xi > 1 misclassified) and penalizes them via C * sum xi.
  • C is a regularization knob: large C → few violations, high variance; small C → many violations, high bias.
  • Almost every real SVM is soft-margin.
Check yourself — multiple choice
  • Hard-margin is always used in practice
  • Soft-margin allows margin violations penalized by C — the only realistic option for noisy / overlapping data
  • Both are identical when C = 0
  • Hard-margin uses kernels; soft-margin doesn't

Soft-margin = slack variables + C penalty. Hard-margin only works for perfectly separable data.

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