Md. Asif Uddin
I.2.X05

Absorbing the bias, and what it costs

proof▲▲△

The proof in I.2.B03 assumed the bias had been absorbed by appending a constant 11 to every input. Prove the two formulations are equivalent, then show that absorption changes RR — and quantify the effect on the mistake bound.

Hint

Appending a coordinate changes the norm of every input. Compute the new RR.

Solution

Step 1 — the construction. Define augmented vectors

x~=[x1]Rd+1,w~=[wb]Rd+1\tilde{\vec{x}} = \begin{bmatrix}\vec{x} \\ 1\end{bmatrix} \in \R^{d+1}, \qquad \tilde{\vec{w}} = \begin{bmatrix}\vec{w} \\ b\end{bmatrix} \in \R^{d+1}

Step 2 — the scores agree. By the definition of the inner product,

w~,x~=j=1dwjxj+b1=w,x+b\langle \tilde{\vec{w}}, \tilde{\vec{x}}\rangle = \sum_{j=1}^{d} w_j x_j + b \cdot 1 = \langle \vec{w},\vec{x}\rangle + b

Identical for every x\vec{x}, so the two models classify identically and have the same decision boundary in Rd\R^d. \blacksquare

Step 3 — the updates agree. The augmented update is w~w~+yx~\tilde{\vec{w}} \leftarrow \tilde{\vec{w}} + y\tilde{\vec{x}}. Reading off its components: the first dd give ww+yx\vec{w} \leftarrow \vec{w} + y\vec{x}, and the last gives bb+y1=b+yb \leftarrow b + y\cdot 1 = b + y. Exactly Definition 7. So the two runs are the same run, step for step.

Step 4 — what it costs. The norm grows:

x~=x2+1\lVert\tilde{\vec{x}}\rVert = \sqrt{\lVert\vec{x}\rVert^2 + 1}

so the radius becomes R~=R2+1\tilde{R} = \sqrt{R^2 + 1}, and the bound becomes

kR2+1γ~2k \le \frac{R^2 + 1}{\tilde\gamma^{\,2}}

Step 5 — quantify. For the data of I.2.B02, R=2R = 2 so R~=5=2.2361\tilde R = \sqrt5 = 2.2361, and R2+1=5R^2 + 1 = 5 against R2=4R^2 = 4: the numerator rises by 25%25\%. For data scaled so that R=10R = 10, the rise is 101/100101/100, or 1%1\%. The penalty is severe only when the data lies close to the origin, because then the appended 11 is comparable to the data’s own scale.

The practical reading. This is the same phenomenon as feature scaling. The constant feature has magnitude 11 regardless of the units the other features are measured in, so if the inputs are in millimetres the bias feature is negligible and if they are normalised to unit variance it is not. A bound that changes when you change units is telling you the units matter — and here they do.

Why the theorem is stated in the absorbed form anyway. With bb separate, Step 2 of I.2.B03 acquires a bb-update term that must be bounded separately, and the proof becomes two interleaved inductions instead of one. Absorption buys a clean proof at the price of a slightly looser constant, which is the usual trade and worth naming as such rather than hiding.

Draws on