epfml / OptML_course

EPFL Course - Optimization for Machine Learning - CS-439
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Doubt on the solution for Exercise 28 in solution04.pdf #9

Open DungMinhDao opened 2 years ago

DungMinhDao commented 2 years ago

In the proof, I found that after dividing both sides by image we can only conclude that the left part is ≤ 0 (since there is no guarantee that it is ≥ 0 to conclude that it is indeed 0)

I found another approach on Mathematics Stack Exchange which seem to be clearer. The fact that the LHS ≤ 0 for all e_i can still be used to come to conclusion (as we can combine the e_i component to get z in the Stack Exchange proof). But my main point is that we can't conclude LHS = 0

adityavarre commented 2 years ago

You can guarantee that the left part is ≥ 0 by redoing the same calculations for $ y - x = - (\epsilon) e_i $. for some small $ \epsilon > 0 $. This was made clear in the exercise session; we will update the solutions to reflect the same.