Post on 22-Aug-2015
πΉ π₯ π¦
π¦β = argmaxπ¦ πΉ(π₯, π¦;π)
β
πΉ(π₯, π¦;π)
Ξ¦( )Ξ¦( )
Ξ( )
Ξ( )
{π1, β¦ , ππ}
X = π₯1, β¦ , π₯π
β’ ππ π₯π‘ = argminπππ₯π‘ β ππ
β’ π£π = (π₯π‘ β ππ)π₯π‘:ππ π₯π‘ =ππ
β’ π£π β2
3
x
v1 v2 v3 v4
v5
1
4
2
5
β
β‘
β’
ππ£πππ π₯π‘ = 0,β¦ , 0, (π₯π‘βππ), 0, β¦ , 0
β’
β’
β
π·
π«π΅
πΉπ = πΈπ₯~π’π ππ(π₯)ππ(π₯)π
πΎ π₯, π§ = ππ(π₯)ππΉπβ1ππ(π§)
πΉπ = πΈπ₯~π’π ππ(π₯)ππ(π₯)π
πΎ π₯, π§ = ππ(π₯)ππΉπβ1ππ(π§)
πΉπβ1 = πΏπ
ππΏπ
ππππ£(π₯π‘) = πΏπ π(π₯π‘)
π’π
π’π(π₯) = π€ππ’π(π₯)π
π=1
π’π π₯ =1
(2π)π·/2 Ξ£π1/2 exp β
1
2(π₯ β ππ)β²Ξ£π
β1(π₯ β ππ) β
π = π€π , ππ , Ξ£π , π = 1β¦π
Ξ£π = ππππ(ππ2)
β π€π , ππ ππ
πΎπ‘(π) π₯π‘ π
ππ€ π₯π‘ =πΎπ‘(1)
π€1, β¦ ,πΎπ‘(π)
π€πππππ£ π₯π‘ = [0,β¦ , 0, 1, 0, β¦ , 0]
β
ππ π₯π‘ = πΎπ‘ 1
π1 π€1π₯π‘ β π1 , β¦ ,
πΎπ‘ 1
π1 π€ππ₯π‘ β ππ ππ£πππ π₯π‘ = 0,β¦ , (π₯π‘βππ), β¦ , 0
β
ππ π₯π‘ = πΎπ‘ 1
2π€1
π₯π‘βπ12
π12β 1 ,β¦ ,
πΎπ‘ π
2π€π
π₯π‘βππ2
ππ2β 1
β
β ππ ππ β ππ«π΅
ππ£πππ π₯ = 0,β¦ , (π₯ β ππ), β¦ , 0
π€πππ£πππ(π₯)
β
πππ£ π₯π‘ = β¦ ,πΎπ‘ π
ππ π€ππ₯π‘ β ππ ,
πΎπ‘ π
2π€π
π₯π‘ β ππ2
ππ2β 1 ,β¦
π€ππππ£(π₯)
πππ£ π₯π‘ = β¦ ,πΎπ‘ π
ππ π€ππ₯π‘ β ππ ,
πΎπ‘ π
2π€π
π₯π‘ β ππ2
ππ2β 1 ,β¦
π€ππππ£(π₯)
β
β
π = π€π , ππ , Ξ£π , π = 1β¦π
X = π₯1, β¦ , π₯πβ’ π₯π‘:
β’ πΎπ‘ π =π€ππ’π π₯π‘
π€ππ’π π₯π‘ππ=1
β’ ππ += β¦ ,πΎπ‘ π
ππ π€ππ₯π‘ β ππ , β¦
ππ += β¦ ,πΎπ‘ π
2π€π
π₯π‘βππ2
ππ2 β 1 ,β¦
β’ β2
β’
β’
β’
β’
β’
β’
β’
β’
β
β
β
πΉ
π¦β = argmaxπ¦ πΉ(π₯, π¦;π)
Ξ¦(π₯) β π π Ξ(π¦) β π π
π β π
πΉ(π₯, π¦;π)
Ξ¦( )Ξ¦( )
Ξ( )
Ξ( )
π€π¦ π = π
πΉ π₯, π¦ = π€π¦πΞ¦ π₯
β’ π = π€1 , β¦ , π€π π Γ π π
β’ Ξ(π¦) Ξ π¦ = [0, β¦ , 0, 1, 0, β¦ , 0]π
πΉ π₯, π¦;π = [ Ξ¦ π₯ π ] π Ξ(π¦)
π β π:
πΉ π₯, π¦;π = [ Ξ¦ π₯ π ] π Ξ(π¦)
π π Γ π
β’ πΉ π₯, π¦;π = β| ππΞ¦ π₯ β Ξ π¦ |2
β’ πΉ π₯, π¦;π = β| Ξ¦ π₯ βπΞ π¦ |2
β
U π π = πππ
β’ π π Γ π
β’ π π Γ π
πΉ π₯, π¦;π = Ξ¦ π₯ ππΞ(π¦)
πΉ π₯, π¦; π, π = πΞ¦ π₯ππΞ π¦ = Ξ¦β² π₯ πΞβ² π¦
Ξ¦β² π₯ = πΞ¦ π₯ Ξβ² π¦ = πΞ π¦
β π
β
π βͺ π, π
β’ Ξ¨ π₯, π¦ = Ξ¦ π₯ β Ξ π¦ ππ
β’ π€ ππ π
πΉ π₯, π¦;π = Ξ¦ π₯ ππΞ π¦ = π€πΞ¨ π₯, π¦
β
β
Ξ = [Ξ 1 ,β¦ , Ξ π π Γ π
πΉ π₯, . ;π = Ξπ(Ξ¦ π₯ ππ)
β
Ξ¦(π₯) π§ = ππΞ¦ π₯ Ξππ§
π Ξ
Ξ = [Ξ 1 ,β¦ , Ξ π π Γ π
πΉ π₯, . ;π = Ξπ(Ξ¦ π₯ ππ)
β
β’
Ξ¦(π₯) π§ = π(ππΞ¦ π₯ ) Ξππ§
π Ξ
Ξ = [Ξ 1 ,β¦ , Ξ π π Γ π
πΉ π₯, . ;π = Ξπ(Ξ¦ π₯ ππ)
β
β’
β’
β
Ξ¦(π₯) π§ = π(ππΞ¦ π₯ ) Ξππ§
π Ξ
π― π
argmaxπ1
π πΉ(π₯π , π¦ππ
π=1;π)
π
πΉ π₯, π¦;π = β| ππΞ¦ π₯ β Ξ π¦ |2 πΉ π₯, π¦;π = β| Ξ¦ π₯ βπΞ π¦ |2
β
πΉ π₯, π¦; π, π = β| πΞ¦ π₯ β πΞ π¦ |2
β
π― π
β π₯, π¦;π = maxπ Ξ π¦, π¦π β πΉ π₯, π¦;π + πΉ π₯, π¦π;π
Ξ π¦, π¦π π¦ π¦πβ’ π¦ = π¦π π¦ β π¦π
β’
β arg maxπ1
π β(π₯π , π¦πππ=1 ;π)
π
π― π
β π₯, π¦;π = max 0, Ξ π¦, π¦π β πΉ π₯, π¦;π + πΉ π₯, π¦π;πππ=1
π― π
β π₯, π¦;π = max 0, Ξ π¦, π¦π β πΉ π₯, π¦;π + πΉ π₯, π¦π;πππ=1
π¦ = , π₯+ = , π₯β =
πΉ π₯+, π¦;π > πΉ π₯β, π¦;π
π― π
Ξ π¦+, π¦β β πΉ π₯, π¦+;π + πΉ π₯, π¦β;π = Ξ π¦+, π¦β β π₯ππ π¦+ β π¦β
β
π π―
arg maxπ,Ξ1
π β(π₯π , π¦ππ
π=1;π, Ξ) +
π
2Ξ β Ξπππππ
2
β
β’ Ξ = Ξπππππ π
β’ Ξ π
β
β’
β
β’
β
β
β
β