GPT Version |

4 |

Author |

Khallil Berrekkal |

Prompt |

F is a function from R^q-1 to R. Why is the following true? \begin{align} F_{w,{\bf c}^i}&({\bf R}^i(w))-F_{w,{\bf c}^i}({\bf R}^i(\tilde w)=\label{eq:difference in terms of gradient} \ & \int_{0}^{1}\langle \nabla F_{w,{\bf c}^i}\left(t({\bf R}^i(w) +(1-t){\bf R}^i(\tilde w)\right),{\bf R}^i(w)-{\bf R}^i(\tilde w)\rangle dt.\nonumber \end{align} |

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This equation is an application of the Mean Value Theorem (MVT) for a function of multiple variables. The MVT states that for a differentiable function, there exists a point between the two points of interest where the directional derivative of the function is equal to the difference in the function values at the two points.
Let's break down the given equation:
F_w,c^i(R^i(w)) and F_w,c^i(R^i(tilde_w)) are the function values at points R^i(w) and R^i(tilde_w), respectively.
The integral term represents the average of the directional derivative of the function F_w,c^i along the line segment connecting the points R^i(w) and R^i(tilde_w).
gradient F_w,c^i is the gradient of the function at a point in between R^i(w) and R^i(tilde_w), given by t(R^i(w) +(1-t)R^i(tilde_w)), where t is in the range [0, 1].
(gradient F_w,c^i(ยท), R^i(w) - R^i(tilde_w)) represents the directional derivative of the function in the direction of R^i(w) - R^i(tilde_w).
The equation states that the difference in function values at R^i(w) and R^i(tilde_w) can be expressed as the average of the directional derivative of the function along the line segment connecting these points.
This result follows from the Mean Value Theorem for multivariate functions, which generalizes the one-dimensional MVT. It asserts that there exists a point in the interior of the interval where the directional derivative of the function is equal to the difference in the function values at the endpoints, as expressed in the given equation.
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