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Old 05-16-2013, 04:32 PM
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htlin htlin is offline
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Join Date: Aug 2009
Location: Taipei, Taiwan
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Default Re: Pocket Algorithm and Proof of convergence

Quote:
Originally Posted by udaykamath View Post
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
The following paper studies algorithms for the perceptron model from an optimization perspective:

http://www.csie.ntu.edu.tw/~htlin/pa...ijcnn07rcd.pdf

To understand the pocket algorithm, including variants that practically work better than the naive one introduced in the book, a good starting point is its original paper:

http://dx.doi.org/10.1109/72.80230

Hope this helps.
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