Skip to content

Instantly share code, notes, and snippets.

@lirenlin

lirenlin/ｓｌａｍ.md

Last active December 18, 2018 13:59
Show Gist options
  • Save lirenlin/e99d0c83c462f3437bc171c4045784e2 to your computer and use it in GitHub Desktop.
Save lirenlin/e99d0c83c462f3437bc171c4045784e2 to your computer and use it in GitHub Desktop.
Download ZIP
方差，　协方差，　信息矩阵，　Jａｃｏｂｉａｎ矩阵，　Hessian矩阵
Raw
ｓｌａｍ.md

Jａｃｏｂｉａｎ矩阵　用于一阶梯度下降法
Hessian矩阵，　用于二阶牛顿法
高斯牛顿法，　使用JTJ作为牛顿法中二阶Hessian矩阵的近似，　从而省略了计算Ｈ的过程
http://jacoxu.com/jacobian%E7%9F%A9%E9%98%B5%E5%92%8Chessian%E7%9F%A9%E9%98%B5/

Hessian是对称矩阵 jacobian, Hassian and gradient　关系
https://blog.csdn.net/DSbatigol/article/details/12558891

covariance,协方差：
image

variance, 方差：　二阶矩
一个随机变量的方差描述的是它的离散程度，也就是该变量离其期望值的距离
image

期望：　一阶矩 https://zh.wikipedia.org/wiki/%E5%8D%8F%E6%96%B9%E5%B7%AE

Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment