Optimization and Machine Learning // @Wharton Statistics and Data Science // "I just love math"
Dec 11, 2023 • 14 tweets • 6 min read
Next formalization is the "gradient inequality" for smooth convex functions.
The proof (next tweet) is a few sentences of English.
My lean4 proof (below) is roughly 350 lines of code.
1/n
The proof in English is short. It is a consequence of the simple convex analysis fact:
If f is a convex function such that f(0) = 0 and f(y)>= o(y), then f(y) \geq 0 globally.
Dec 2, 2023 • 9 tweets • 2 min read
I proved a super simple helper lemma.
In English the proof is 1 line.
In lean4, it took me around 50 lines of code. 1/n
The proof took me around 5 hours (lol).
Any help shortening would be appreciated.
2/n
Aug 29, 2023 • 4 tweets • 2 min read
Cool technique. Reminds me of the the Cramer-Chernoff method, which applies a Markov type inequality and optimizes to find the "best" parameter....