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diff --git a/paper/sections/appendix.tex b/paper/sections/appendix.tex index 57658b4..2f0162e 100644 --- a/paper/sections/appendix.tex +++ b/paper/sections/appendix.tex @@ -7,50 +7,6 @@ \end{multline*} \end{comment} -\subsection{Upper-bound for $\|\nabla \mathcal{L}(\theta^*)\|_\infty$} - -The gradient of $\mathcal{L}$ (as a function of $\theta$) is given by: -\begin{multline*} - \nabla \mathcal{L}(\theta) = - \frac{1}{|\mathcal{T}|}\sum_{t\in \mathcal{T}}x^t\bigg[ - x_i^{t+1}\frac{f'}{f}(\inprod{\theta_i}{x^t})\\ - - (1-x_i^{t+1})\frac{f'}{1-f}(\inprod{\theta_i}{x^t})\bigg] -\end{multline*} - -Let us focus on one coordinate of the gradient, the partial derivative $\partial_j -\mathcal{L}(\theta)$ with respect to the $j$-th coordinate. Writing -$\partial_j\mathcal{L}(\theta) -= \frac{1}{|\mathcal{T}|}\sum_{t\in\mathcal{T}} Y_t$ and since -$\E[x_i^{t+1}|x^t]= f(\inprod{\theta_i}{x^t})$, we have that $\E[Y_{t+1}|Y_t] -= 0$. Hence $Z_t = \sum_{k=1}^t Y_k$ is a martingale. - -Let us assume that we can bound $\frac{f'}{f}(\theta_i\cdot x^t)$ and -$\frac{f'}{1-f}(\theta_i\cdot x^t)$ almost surely and in absolute value by -$\frac{1}{\eta}$. It is easy to verify that this will be true if for all -$(i,j)\in E$, $\delta\leq p_{i,j}\leq 1-\delta$ in the Voter model and when -$p_{i,j}\leq 1-\delta$ in the Independent Cascade model. - -Under the assumption of the previous paragraph, we have almost surely -$|Z_{t+1}-Z_t|\leq \frac{1}{\eta}$ and we can apply Azuma's inequality to the -martingale $Z_t$: -\begin{displaymath} - \P\big[|Z_{\mathcal{T}}|\geq \lambda\big]\leq - 2\exp\left(\frac{-\lambda^2\eta}{2n}\right) -\end{displaymath} - -Applying a union bound to have the previous inequality hold for all coordinates -of $\nabla\mathcal{L}(\theta)$ implies the following bound: -\begin{align*} - \P\big[\|\nabla\mathcal{L}(\theta)\|_{\infty}\geq \lambda \big] - &\leq 2m\exp\left(\frac{-\lambda^2n\eta}{2}\right)\\ - &= 2\exp\left(\frac{-\lambda^2n\eta}{2}+\log m\right) -\end{align*} - -Choosing $\lambda\defeq 2\sqrt{\frac{\log m}{\eta n^{1-\delta}}}$ concludes the -proof of Lemma~\ref{lem:icc_lambda_upper_bound}. - - - \subsection{Proposition~\ref{prop:irrepresentability}} In the words and notation of Theorem 9.1 in \cite{vandegeer:2009}: |
