Bregman projection
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Given a convex body $K$ and a point $y$ outside the convex body (in the ambient space), the Bregman projection of $y$ , with respect to the regularizer $R$ , is defined as $x=rm{argmin}{B_{R}left(omega, yright):omega in K}$ where, $B_{R}left(omega, yright)=Rleft(omegaright)+Rleft(yright)-nabla Rleft(yright)'left(omega-yright)$ Then how can I show the following $[nabla R(x) − nabla R(y)]' (omega − x) >0$ Please give me some hint.
self-learning divergence
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edited Jan 7 at 9:17
Bernard
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