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Foundations of Data Science

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Exercise 10.18 Repeat the above exercise but instead <strong>of</strong> adding edges to form cliques,<br />

use each block to form a G(100,p) graph. For how small a p can you recover the blocks?<br />

What if you add G(1,000,q) to the graph for some small value <strong>of</strong> q.<br />

Exercise 10.19 Construct an n × m matrix A where each <strong>of</strong> the m columns is a 0-1<br />

indicator vector with approximately 1/4 entries being 1. Then B = AA T is a symmetric<br />

matrix that can be viewed as the adjacency matrix <strong>of</strong> an n vertex graph. Some edges will<br />

have weight greater than one. The graph consists <strong>of</strong> a number <strong>of</strong> possibly over lapping<br />

cliques. Your task given B is to find the cliques by the following technique <strong>of</strong> finding a<br />

0-1 vector in the column space <strong>of</strong> B by the following linear program for finding b and x.<br />

subject to<br />

b = argmin||b|| 1<br />

Bx = b<br />

b 1 = 1<br />

Then subtract bb T from B and repeat.<br />

0 ≤ b i ≤ 1 2 ≤ i ≤ n<br />

Exercise 10.20 Construct an example <strong>of</strong> a matrix A satisfying the following conditions<br />

1. The columns <strong>of</strong> A are 0-1 vectors where the support <strong>of</strong> no two columns overlap by<br />

50% or more.<br />

2. No column’s support is totally within the support <strong>of</strong> another column.<br />

3. The minimum 1-norm vector in the column space <strong>of</strong> A is not a 0-1 vector.<br />

Exercise 10.21 Let M = L+R where L is a low rank matrix corrupted by a sparse noise<br />

matrix R. Why can we not recover L from M if R is low rank or if L is sparse?<br />

Exercise 10.22<br />

1. Suppose for a univariate convex function f and a finite interval D, |f ′′ (x)| ≤ δ|f ′ (x)|<br />

for every x. Then, what is a good step size to choose for gradient descent? Derive a<br />

bound on the number <strong>of</strong> steps needed to get an approximate minimum <strong>of</strong> f in terms<br />

<strong>of</strong> as few parameters as possible.<br />

2. Generalize the statement and pro<strong>of</strong> to convex functions <strong>of</strong> d variables.<br />

Exercise 10.23 Prove that the maximum <strong>of</strong> a convex function over a polytope is attained<br />

at one <strong>of</strong> its vertices.<br />

Exercise 10.24 Prove Lemma 10.11.<br />

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