Mathematics, 30.03.2020 19:39 bonnysvalentine
Let us show convergence of this algorithm. Let w∗ be the ultimate solution, and let rho = minj yj (w∗ ) T xj . 1. Show that (w(k) ) T w∗ ≥ krho. 2. Show kw(k)k 2 2 ≤ kR2 for R = maxj kxjk2, by proving that kw(k)k 2 2 ≤ kw(k−1)k 2 2 + kxjk 2 2 . 3. Using 1. and 2., prove that (w(k) ) T w∗ kw(k)k2 ≥ √ k rho R (15) Show that this further impl
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Let us show convergence of this algorithm. Let w∗ be the ultimate solution, and let rho = minj yj (w...
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