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Old 05-16-2013, 02:39 PM
udaykamath udaykamath is offline
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Join Date: Jan 2013
Posts: 9
Default 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
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