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authorStratis Ioannidis <stratis@stratis-Latitude-E6320.(none)>2012-11-03 19:15:26 -0700
committerStratis Ioannidis <stratis@stratis-Latitude-E6320.(none)>2012-11-03 19:15:26 -0700
commit981f1d7c5a9f46274ab0d651a28334d39044c209 (patch)
treeb3d83f98ae74923a054712de11a0b7c6877abfac
parent26b4fdbf4a3576335de5e1a81d91117c25b69e37 (diff)
parentd0ebf90c9590505f32c8d22a0f493e8c6276c969 (diff)
downloadrecommendation-981f1d7c5a9f46274ab0d651a28334d39044c209.tar.gz
Merge branch 'master' of ssh://74.95.195.229:1444/git/data_value
-rw-r--r--main.tex27
1 files changed, 17 insertions, 10 deletions
diff --git a/main.tex b/main.tex
index 4b28a4f..f7b17f4 100644
--- a/main.tex
+++ b/main.tex
@@ -430,15 +430,24 @@ i\leq |\mathcal{N}|} \lambda_i c_i \leq B$.
a critical point of the ratio
$F_\mathcal{N}(\lambda)/L_\mathcal{N}(\lambda)$. Such a critical point is
characterized by:
- \begin{displaymath}
+ \begin{equation}\label{eq:lhopital}
\frac{F_\mathcal{N}(\lambda)}{L_\mathcal{N}(\lambda)}
= \frac{\partial_i F_\mathcal{N}(\lambda)}{\partial_i
L_\mathcal{N}(\lambda)} \geq \frac{1}{2}
- \end{displaymath}
-
- The case of the faces of the hypercube can be dealt with by induction
- (TODO).
-
+ \end{equation}
+ Finally, if the minimum is attained on a face of the hypercube (a face is
+ defined as a subset of the hypercube where one of the variable is fixed to
+ 0 or 1), without loss of generality, we can assume that the minimum is
+ attained on the face where the $|\mathcal{N}|$-th variable has been fixed
+ to 0 or 1. Then, either the minimum is attained at a point interior to the
+ face or on a boundary of the face. In the first case, relation
+ \eqref{eq:lhopital} still characterizes the minimum for $i< |\mathcal{N}|$.
+ In the second case, by repeating the argument again by induction, we see
+ that all is left to do is to show that the bound holds for the vertices of
+ the cube (the faces of dimension 1). The vertices are exactly the binary
+ points, for which we know that both relaxations are equal to the value
+ function $V$. Hence, the ratio is equal to 1 on the vertices.
+
Let us start by computing the derivatives of $F_\mathcal{N}$ and
$L_\mathcal{N}$ with respect to the $i$-th component.
@@ -452,14 +461,13 @@ i\leq |\mathcal{N}|} \lambda_i c_i \leq B$.
i\in \mathcal{N}\setminus S \\
\end{aligned}\right.
\end{displaymath}
-
Hence:
\begin{multline*}
\partial_i F_\mathcal{N} =
\sum_{\substack{S\subseteq\mathcal{N}\\ i\in S}}
P_{\mathcal{N}\setminus\{i\}}^\lambda(S\setminus\{i\})V(S)\\
- \sum_{\substack{S\subseteq\mathcal{N}\\ i\in \mathcal{N}\setminus S}}
- P_{\mathcal{N}\setminus\{i\}}^\lambda(S)V(S)\\
+ P_{\mathcal{N}\setminus\{i\}}^\lambda(S)V(S)
\end{multline*}
Now, using that every $S$ such that $i\in S$ can be uniquely written as
@@ -469,9 +477,8 @@ i\leq |\mathcal{N}|} \lambda_i c_i \leq B$.
\sum_{\substack{S\subseteq\mathcal{N}\\ i\in\mathcal{N}\setminus S}}
P_{\mathcal{N}\setminus\{i\}}^\lambda(S)V(S\cup\{i\})\\
- \sum_{\substack{S\subseteq\mathcal{N}\\ i\in \mathcal{N}\setminus S}}
- P_{\mathcal{N}\setminus\{i\}}^\lambda(S)V(S)\\
+ P_{\mathcal{N}\setminus\{i\}}^\lambda(S)V(S)
\end{multline*}
-
Finally, by using the expression for the marginal contribution of $i$ to
$S$:
\begin{displaymath}