Pocket Algorithm and Proof of convergence
Prof Yaser
Can you suggest paper(s) which refer to pocket algorithm has better convergence or more optimality ?
Having validation set independent and verified at each iteration and keeping the best iteration seems to have some property of convergence as increasing weights below/above changes the dynamics. But i wanted to know if someone has already done some rigorous analysis on that.
Thanks a ton!
Uday Kamath
PhD Candidate
