Quote:
Originally Posted by udaykamath
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.