Answered step by step
Verified Expert Solution
Link Copied!

Question

1 Approved Answer

solve part B only 2. In the gradient descent (2), for distance between a and a(*), we used the 2-norm, which can be replaced by

solve part B only

image text in transcribed
2. In the gradient descent (2), for distance between a and a(*), we used the 2-norm, which can be replaced by other norms to obtain variants of the gradient descent algorithm. (a) Prove that (2) is equivalent to (k+1) = arg min (Vf(a(*) ), x - x )), subject to x - 2 2 5axlVf(z(*))|2. (3) IER" ( Hint: Use Cauchy-Schwartz inequality.) (b) We may replace the 2-norm in (3) by 1-norm, i.e., x(*+1) = arg min (Vf(a(*) ), x - 2*)), subject to |x - x)|1 5 axlVf(a(*))|x. (4) ER" Give an explicit expression of a(*+1) in (4). (Hint: Use the inequality (x, y) | - Ixlloollyll with equality attained if x = c . sign(y) or y = C . eimax(2) for some c E R. Here sign(.) takes the sign of each entry of a vector, and imax(2) = arg max, Ijl.)

Step by Step Solution

There are 3 Steps involved in it

Step: 1

blur-text-image

Get Instant Access to Expert-Tailored Solutions

See step-by-step solutions with expert insights and AI powered tools for academic success

Step: 2

blur-text-image

Step: 3

blur-text-image

Ace Your Homework with AI

Get the answers you need in no time with our AI-driven, step-by-step assistance

Get Started

Recommended Textbook for

Finite Mathematics and Its Applications

Authors: Larry J. Goldstein, David I. Schneider, Martha J. Siegel, Steven Hair

12th edition

978-0134768588, 9780134437767, 134768582, 134437764, 978-0134768632

More Books

Students also viewed these Mathematics questions