I'm currently studying from Andrew Ng's Stanford handouts here (I'm at part 8). Now from what I gathered from before, all the time our goal was to minimize ||w||^2 so that we can maximize the margin. However, now as he's writing about the regularization, he's saying:
The parameter C controls the relative weighting between the twin goals of making the ||w||^2 large (which we saw earlier makes the margin small) and of ensuring that most examples have functional margin at least 1.
Why would making the margin small be currently a "goal"?