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| author | Thibaut Horel <thibaut.horel@gmail.com> | 2015-02-06 15:53:05 -0500 |
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| committer | Thibaut Horel <thibaut.horel@gmail.com> | 2015-02-06 15:53:05 -0500 |
| commit | 876f236d8582b2b249d13b76768003b7252ec889 (patch) | |
| tree | 3a4ffc51b2c624b4ceff0f2b93cc0592b0f0adeb /paper | |
| parent | 0ff14f56819acfc7be77f9237e18417d465b2266 (diff) | |
| download | cascades-876f236d8582b2b249d13b76768003b7252ec889.tar.gz | |
Compression
Diffstat (limited to 'paper')
| -rw-r--r-- | paper/sections/results.tex | 8 |
1 files changed, 4 insertions, 4 deletions
diff --git a/paper/sections/results.tex b/paper/sections/results.tex index 25f540a..86f4c32 100644 --- a/paper/sections/results.tex +++ b/paper/sections/results.tex @@ -296,16 +296,16 @@ In our case we have: \bigg[x_i^{t+1}\frac{f''f-f'^2}{f^2}(\inprod{\theta^*}{x^t})\\ -(1-x_i^{t+1})\frac{f''(1-f) + f'^2}{(1-f)^2}(\inprod{\theta^*}{x^t})\bigg] \end{multline*} -It is interesting to observe that the Hessian of $\mathcal{L}$ can be seen as +Observe that the Hessian of $\mathcal{L}$ can be seen as a re-weighted Gram matrix of the observations. In other words, the restricted eigenvalue condition expresses that the observed set of active nodes are not too collinear with each other. -In the specific case of ``logistic cascades'' (where $f$ is the logistic +In the specific case of ``logistic cascades'' (when $f$ is the logistic function), the Hessian simplifies to $\nabla^2\mathcal{L}(\theta^*) = \frac{1}{|\mathcal{T}|}XX^T$ where $X$ is the design matrix $[x^1 \ldots -x^\mathcal{|T|}]$. The restricted eigenvalue condition is equivalent in this -case to the assumption made in the Lasso analysis of \cite{bickel:2009}. +x^\mathcal{|T|}]$. The (RE) condition is then equivalent +to the assumption made in the Lasso analysis of \cite{bickel:2009}. \paragraph{(RE) with high probability} |
