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magdon · #2 07-30-2014, 08:39 AM

There are 3 cases:

$y_n\textbf{w}^T\textbf{x}_n>1$ in which case $E(\mathbf{x}_n)=0$ , which is differentiable.

$y_n\textbf{w}^T\textbf{x}_n<1$ in which case $E(\mathbf{x}_n)=1-y_n\textbf{w}^T\textbf{x}_n$ , which is differentiable.

$y_n\textbf{w}^T\textbf{x}_n=1$ in which case $E(\mathbf{x}_n)=0$ , but is not differentiable because the derivative is 0 or not depending on whether $y_n\textbf{w}^T\textbf{x}_n$ approaches 1 from above or below.

Quote:

Originally Posted by BojanVujatovic

I have questions about this problem. What I get after analyzing $E_n(\textbf{w})$ is the following:

$E_n(\textbf{w}) = \begin{cases} 0, &\text{sign}(\textbf{w}^T\textbf{x}_n)=y_n \Leftrightarrow y_n\textbf{w}^T\textbf{x}_n \geq 0 \\ |y_n - \textbf{w}^T\textbf{x}_n|=1 - y_n\textbf{w}^T\textbf{x}_n, & \text{sign}(\textbf{w}^T\textbf{x}_n) \neq y_n \Leftrightarrow y_n\textbf{w}^T\textbf{x}_n < 0 \end{cases}$

The last line follows because:
$1\cdot|y_n - \textbf{w}^T\textbf{x}_n| = |y_n||y_n-\textbf{w}^T\textbf{x}_n| = |1 - y_n\textbf{w}^T\textbf{x}_n|=1 - y_n\textbf{w}^T\textbf{x}_n$ (since $y_n\textbf{w}^T\textbf{x}_n < 0$ )

From this, I cannot see how $E_n(\textbf{w})$ is not continuous at $\textbf{w}^T\textbf{x}_n = y_n$ . Instead I find that it is not continuous nor differentiable for $\textbf{w}$ 's such that $\textbf{w}^T\textbf{x}_n = 0$ .

Any help would be greatly appreciated.