Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2020/ii/paper-4/30j/i/solution

The empirical risk is
For ,
so is a convex function. Each signed margin is an affine function of , and composition with an affine function preserves convexity. Equivalently,
is a positive semidefinite matrix. Therefore is convex.

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