= Solution
This is a normalized <perceptron algorithm>. Because $\|Z_i\|_2=1$, an update on a misclassified point obeys
$$
\begin{aligned}
\|\gamma^{(m+1)}-\widehat\gamma\|_2^2
&=\|\gamma^{(m)}-\widehat\gamma+Y_iZ_i\|_2^2\\
&=\|\gamma^{(m)}-\widehat\gamma\|_2^2+1
+2Y_iZ_i^T\gamma^{(m)}-2Y_iZ_i^T\widehat\gamma\\
&\leq\|\gamma^{(m)}-\widehat\gamma\|_2^2+1+0-2\\
&=\|\gamma^{(m)}-\widehat\gamma\|_2^2-1.
\end{aligned}
$$
Here the two inequalities use the update condition $Y_iZ_i^T\gamma^{(m)}\leq0$ and the assumed unit margin $Y_iZ_i^T\widehat\gamma\geq1$. A squared distance cannot become negative, so there can be at most $\|\gamma^{(0)}-\widehat\gamma\|_2^2$ updates. The algorithm then returns a vector that correctly separates every training point. The estimate $\widehat\gamma$ is the comparison vector for the proof; without an additional uniqueness condition the returned separator need not equal that particular vector.
Back to article page