AI engineering glossary · Calculus optimisation
What is duality?
Duality (also called Lagrangian duality): The principle of pairing an optimisation problem, the primal, with a related problem, the dual, whose solution bounds the primal one. For convex problems under mild conditions the two optimal values coincide, and the dual is sometimes easier to solve, as in kernel SVMs.
Duality: an example
The dual of a support vector machine expresses training in terms of one multiplier per training example, allowing the kernel trick.
Related terms
More Calculus optimisation terms
- Euler's number
- Exponential function
- Feasible region
- Finite difference
- First-order condition
- Flat minimum
- Forward-mode automatic differentiation
- Function
Where you learn it
Duality is part of the AI Engineering Program, which teaches it with notes, a hands-on lab and an exam. The first lesson is free.