lin-0202

16.2 Projection is not repair

With positive edge weights \(W_x\), a scalar model can always return the weighted projection

\[ r_x^* \in \arg \min _{\mathbf1^\top r=0} \left\lVert W_x^{1/2}(\ell _x-B_x^\top r)\right\rVert ^2. \]

The residual \(h_x=\ell _x-B_x^\top r_x^*\) is the weighted cycle component. Better optimization can reduce estimation error inside the gradient subspace; it cannot eliminate a population component outside that subspace. Reward-model fit and reward representability are therefore different questions.