Question: We have mainly focused on squared loss, but there are other interesting losses in machine learning. Consider the following loss function which we denote by

We have mainly focused on squared loss, but there are other interesting losses in machine learning. Consider the following loss function which we denote by \phi (z)= max(0,z). Let S be a training set (x1,y1),...,(xm,ym) where each xi in Rn and yi in {1,1}. Con- sider running stochastic gradient descent (SGD) to find a weight vector w that minimizes
m1 Pmi=1\phi (yi wT xi). Explain the explicit relationship between this algorithm and the Per- ceptron algorithm. Recall that for SGD, the update rule when the ith example is picked at random is
wnew = wold \eta \phi yiwT xi .

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