Active-set sensitivity of hinge-loss minimization

ID: active-set-sensitivity-of-hinge-loss-minimization

With fixed positive quadratic regularization, if all reference hinge margins are nonzero, the one-dimensional minimizer has local formula . The active hinge set is verified using continuity of this explicit candidate, then strong convexity identifies it as the optimizer. Its exact Euclidean Lipschitz modulus is .

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