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### 2014-9-12 | |
#### **lazy update** | |
+ This is an solution used to deal with the issue mentioned in **2014-8-28**. | |
+ It is described in this paper: *Efficient Online and Batch Learning Using Forward Backward Splitting, Section 6. Efficient Implementation in High Dimensions*. | |
+ This solution is quite simple. Here I describe it in a few lines. | |
First let's see what's our problem to solve. Typically, the cost function to be minimized could be summarized as $loss + regularization$. If I consider the cost function of only one example $\vec x$, which is true in SGD method, the cost function will be: $ J = l(\vec x) + \lambda r(\vec w)$.In SGD method, we need to compute the gradient w.r.t every component of $\vec w$ (denoted by $w_j$), and perform an update of $w_j\leftarrow w_j-\eta\frac{\partial{J}}{\partial{\vec w_j}} $, where $\frac{\partial{J}}{\partial{\vec w_j}} =\frac{\partial l(\vec x)}{\partial w_j} + \lambda \frac{\partial r(\vec w)}{\partial w_j} $ | |
The first term $\frac{\partial l(\vec x)}{\partial w_ |
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Proof of Problem2 in Week 1 | |
===================== | |
Proof: Let A ⊂ (X, T ). Then $A = \bar A$ iff A is closed. | |
The proof consists of three parts: | |
+ Part 1: proving for any A, $A \subseteq \bar A$ | |
+ Part 2: proving **Problem 3**: Given a topological space (X, T), a set A ⊂ X is open if and only if every point x ∈ A has an open neighborhood contained in A. | |
+ Part 3: Using the proved proposition of Part 2 to complete the rest of the proof. | |
Part 1 |
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Prediction,Learning,and Games | |
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+ Idea from P14: Would it be possible to select some weight vectors which have smaller loss function values when training Algorithm 2, and average those weight vectors $w$ *in some manner to be designed* so as to obtain a more accurate/better weight vector $w$? | |
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