scikit-learn: High / low value for C in SVM I'm playing with scikit-learn. Looking into the user guide and documentation they say:


  A low C makes the decision surface smooth, while a high C aims at classifying all training examples correctly.


The default value is 1.0, which is used by most of the examples. I also found the value C=100.

What is meant by "low" and high for C?
The loss function in SVM consists of both Classification error and Margin error.

Now C is constant that attaches itself to the classification error as given below:

SVM_Error = C*Classfication Error + Margin Error


So, the high value of C means that classification error will be more than the marginal error and therefore model will focus on classifying all the data points accurately. Conversely, if the low value of C means that marginal error will be more than the classification error and therefore model will focus creating the larger margin for the hyperplane