Clarity and consistency
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@@ -525,27 +525,27 @@ Importantly, we must save the calculation of $\tau$ for the backward derivation,
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Firstly, for the true population, we calculate the derivatives.
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\[
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\dfrac{\partial \hat{F}_1(\hat{F}_0^{-1}(\alpha))}{\partial f_{\theta}(x_i)} =
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\frac{\partial \sum_{x_j \in \mathcal{B}_1} (\sigma_1(f_{\theta}(x_j) - \tau))}{\partial f_{\theta}(x_i)}
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\dfrac{\partial \hat{F}_1(\hat{F}_0^{-1}(\alpha))}{\partial f_{\theta}(\mathbf{x}_i)} =
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\frac{\partial \sum_{\mathbf{x}_j \in \mathcal{B}_1} (\sigma_1(f_{\theta}(\mathbf{x}_j) - \tau))}{\partial f_{\theta}(\mathbf{x}_i)}
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\]
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\[
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= \frac{\partial \left(\sum_{x_j \in \mathcal{B}_1 ; j \neq i} \frac{1}{|\mathcal{B}_1|}(\sigma_1(f_{\theta}(x_j) - \tau)) + \frac{1}{|\mathcal{B}_1|}\sigma_1(f_{\theta}(x_i) - \tau)\right)}{\partial f_{\theta}(x_i)}
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= \frac{\partial \left(\sum_{\mathbf{x}_j \in \mathcal{B}_1 ; j \neq i} \frac{1}{|\mathcal{B}_1|}(\sigma_1(f_{\theta}(\mathbf{x}_j) - \tau)) + \frac{1}{|\mathcal{B}_1|}\sigma_1(f_{\theta}(\mathbf{x}_i) - \tau)\right)}{\partial f_{\theta}(\mathbf{x}_i)}
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\]
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\[
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= \frac{1}{|\mathcal{B}_1|}\sigma_1'(f_{\theta}(x_i) - \tau)
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= \frac{1}{|\mathcal{B}_1|}\sigma_1'(f_{\theta}(\mathbf{x}_i) - \tau)
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\]
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Now, for the false population. As stated in the roll framework equation above (TODO LINK) we must first compute the derivation w.r.t the threshold $\tau = \hat{F}_{0}^{-1}(\alpha)$:
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Now, for the false population. As stated in the roll framework equation above (TODO LINK) we must first compute the derivative w.r.t the threshold $\tau = \hat{F}_{0}^{-1}(\alpha)$:
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\[
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\frac{\partial \hat{F}_1(\hat{F}_0^{-1}(\alpha))}{\partial \hat{F}_0^{-1}(\alpha)} = \frac{\partial \sum_{x_j \in \mathcal{B}_1} (\sigma_1(f_{\theta}(x_j) - \tau))}{\partial \tau}
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\frac{\partial \hat{F}_1(\hat{F}_0^{-1}(\alpha))}{\partial \hat{F}_0^{-1}(\alpha)} = \frac{\partial \sum_{\mathbf{x}_j \in \mathcal{B}_1} (\sigma_1(f_{\theta}(\mathbf{x}_j) - \tau))}{\partial \tau}
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\]
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\[
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= -\frac{1}{|\mathcal{B}_1|}\sum_{x_i \in \mathcal{B}_1}\sigma_1'(f_{\theta}(x_i) - \tau)
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= -\frac{1}{|\mathcal{B}_1|}\sum_{\mathbf{x}_i \in \mathcal{B}_1}\sigma_1'(f_{\theta}(\mathbf{x}_i) - \tau)
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\]
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At this point, we must calculate the derivative of the threshold w.r.t each score from the false population.
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@@ -558,56 +558,56 @@ In order to derive this, we can utilize our earlier computation, along with the
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f'(x) = \frac{1}{f^{-1}'(f(x))}
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\]
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This equation shows the relationship between a function's derivative and it's inverse. It shows that we may use the derivative of the
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This equation shows the relationship between a function's derivative and its inverse. It shows that we may use the derivative of the
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inverse function. However, in order to do this, we must first define what is the inverse we are looking for.
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As a reminder we are trying to calculate $\frac{\partial \hat{F}_0^{-1}(\alpha ; X_0)}{\partial f_\theta(\mathbf{x}_i)}$. That is, we have a fuction that takes $\alpha, \mathbf{X}_0$ as parameters and calculates
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our threshold $\tau$. We are trying to calculate the derivative of this function w.r.t $x_i$.
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As a reminder we are trying to calculate $\frac{\partial \hat{F}_0^{-1}(\alpha ; \mathcal{B}_0)}{\partial f_\theta(\mathbf{x}_i)}$. That is, we have a function that takes $\alpha, \mathcal{B}_0$ as parameters and calculates
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our threshold $\tau$. We are trying to calculate the derivative of this function w.r.t $\mathbf{x}_i$.
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Therefor, we must inverse the function in order to calculate $x_i$ given $\alpha, \tau$ and all $X_0 \backslash \{x_i\}$.
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Therefore, we must invert the function in order to calculate $\mathbf{x}_i$ given $\alpha, \tau$ and all $\mathcal{B}_0 \backslash \{\mathbf{x}_i\}$.
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This inverse equation is given by:
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\[
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\sigma^{-1}\left( |\mathcal{B}_0|\cdot\alpha - \sum_{x_j \in \mathcal{B}_0 ; j \neq i}\sigma(\tau - f_{\theta}(\mathbf{x}_j))\right) + \tau
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\sigma^{-1}\left( |\mathcal{B}_0|\cdot\alpha - \sum_{\mathbf{x}_j \in \mathcal{B}_0 ; j \neq i}\sigma(\tau - f_{\theta}(\mathbf{x}_j))\right) + \tau
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\]
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This is the inverse function given, and so we must calculate:
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Applying the inverse derivative rule to this inverse:
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\[
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\frac{\partial \hat{F}_0^{-1}(\alpha ; X_0)}{\partial f_\theta(\mathbf{x}_i)} = \frac{1}{\frac{\partial \sigma^{-1}\left( |\mathcal{B}_0|\cdot \alpha - \sum_{x_j \in \mathcal{B}_0 ; j \neq i}\sigma(\tau - f_{\theta}(x_j))\right) + \tau}{\partial \tau}}
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\frac{\partial \hat{F}_0^{-1}(\alpha ; \mathcal{B}_0)}{\partial f_\theta(\mathbf{x}_i)} = \frac{1}{\frac{\partial \sigma^{-1}\left( |\mathcal{B}_0|\cdot \alpha - \sum_{\mathbf{x}_j \in \mathcal{B}_0 ; j \neq i}\sigma(\tau - f_{\theta}(\mathbf{x}_j))\right) + \tau}{\partial \tau}}
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\]
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Applying the chain rule:
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\[
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= \frac{1}{\sigma^{-1}'\left( |\mathcal{B}_0|\cdot \alpha - \sum_{x_j \in \mathcal{B}_0 ; j \neq i}\sigma(\tau - f_{\theta}(x_j))\right)\cdot\left( \sum_{x_j \in \mathcal{B}_0 ; j \neq i}\sigma'(\tau - f_{\theta}(\mathbf{x}_j))\right) + 1}
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= \frac{1}{\sigma^{-1}'\left( |\mathcal{B}_0|\cdot \alpha - \sum_{\mathbf{x}_j \in \mathcal{B}_0 ; j \neq i}\sigma(\tau - f_{\theta}(\mathbf{x}_j))\right)\cdot\left( \sum_{\mathbf{x}_j \in \mathcal{B}_0 ; j \neq i}\sigma'(\tau - f_{\theta}(\mathbf{x}_j))\right) + 1}
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\]
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Remembering the calculation of $\alpha$ we get:
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\[
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\alpha = \sum_{x_i \in \mathcal{B}_0}\sigma(\tau - f_{\theta}(x_j)) \Rightarrow
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\alpha = \sum_{\mathbf{x}_j \in \mathcal{B}_0}\sigma(\tau - f_{\theta}(\mathbf{x}_j)) \Rightarrow
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\]
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\[
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|\mathcal{B}_0|\cdot \alpha - \sum_{x_j \in \mathcal{B}_0 ; j \neq i}\sigma(\tau - f_{\theta}(x_j)) = \sigma(\tau - f_{\theta}(x_i))
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|\mathcal{B}_0|\cdot \alpha - \sum_{\mathbf{x}_j \in \mathcal{B}_0 ; j \neq i}\sigma(\tau - f_{\theta}(\mathbf{x}_j)) = \sigma(\tau - f_{\theta}(\mathbf{x}_i))
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\]
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Therefor, our derivative to calculate from before is equal to:
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Therefore, our derivative to calculate from before is equal to:
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\[
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\frac{\partial \hat{F}_0^{-1}(\alpha ; X_0)}{\partial f_\theta(\mathbf{x}_i)} = \frac{1}{\sigma^{-1}'\left( \sigma(\tau - f_{\theta}(x_i) \right)\cdot\left( \sum_{x_j \in \mathcal{B}_0 ; j \neq i}\sigma'(\tau - f_{\theta}(\mathbf{x}_j))\right) \right) + 1 }
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\frac{\partial \hat{F}_0^{-1}(\alpha ; \mathcal{B}_0)}{\partial f_\theta(\mathbf{x}_i)} = \frac{1}{\sigma^{-1}'\left( \sigma(\tau - f_{\theta}(\mathbf{x}_i)) \right)\cdot\left( \sum_{\mathbf{x}_j \in \mathcal{B}_0 ; j \neq i}\sigma'(\tau - f_{\theta}(\mathbf{x}_j))\right) + 1 }
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\]
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And remembering our chain rule, we note that $\frac{1}{\sigma^{-1}'(\sigma(\tau - f_{\theta}(x_i)))} = \sigma'(\tau - f_{\theta}(x_i))$
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Recalling the inverse derivative identity $\frac{1}{(f^{-1})'(f(x))} = f'(x)$, we note that $\frac{1}{\sigma^{-1}'(\sigma(\tau - f_{\theta}(\mathbf{x}_i)))} = \sigma'(\tau - f_{\theta}(\mathbf{x}_i))$.
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And so:
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Therefore:
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\[
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\frac{\partial \hat{F}_0^{-1}(\alpha ; X_0)}{\partial f_\theta(\mathbf{x}_i)} = \frac{\sigma'(\tau - f_{\theta}(x_i))}{\left( \sum_{x_j \in \mathcal{B}_0 ; j \neq i}\sigma'(\tau - f_{\theta}(\mathbf{x}_j))\right) + 1}
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\frac{\partial \hat{F}_0^{-1}(\alpha ; \mathcal{B}_0)}{\partial f_\theta(\mathbf{x}_i)} = \frac{\sigma'(\tau - f_{\theta}(\mathbf{x}_i))}{\left( \sum_{\mathbf{x}_j \in \mathcal{B}_0 ; j \neq i}\sigma'(\tau - f_{\theta}(\mathbf{x}_j))\right) + 1}
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\]
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Which we can plug back into the ROLL derivation framework.
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