Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2021/iii/paper-205/1/b/solution

The scalar logistic loss is strictly convex because its second derivative is . If and are minimizers but , strict convexity of the loss as a function of the fitted vector and convexity of the L1 norm make the objective at their midpoint strictly smaller than the common minimum. This contradiction proves that
for every pair of solutions.

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