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@@ -13,11 +13,12 @@ derivatives as well as when we analyze various properties (like second
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derivatives) of the chosen cost functions. Vectors are always written
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as boldfaced lower case letters and matrices as upper case boldfaced
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letters. You will find useful the notes from week 35 on derivatives of vectors and matrices.
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See also the textbook of Faisal at al, chapter 5 and in particular sections 5.3-5.5 at URL:"https://github.com/CompPhysics/MachineLearning/blob/master/doc/Textbooks/MathMLbook.pdf"
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Show that
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!bt
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\[
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\frac{\partial (\bm{b}^T\bm{a})}{\partial \bm{a}} = \bm{b},
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\frac{\partial (\bm{a}^T\bm{x})}{\partial \bm{x}} = \bm{a}^T,
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\]
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!et
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and
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@@ -37,7 +38,8 @@ and finally find the second derivative of this function with respect to the vect
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The second derivative of the mean squared error is then proportional to the so-called Hessian matrix $\bm{H}=\bm{X}^T\bm{X}$.
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_Hint_: In these exercises it is always useful to write out with summation indices the various quantities.
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_Hint_: In these exercises it is always useful to write out with summation indices the various quantities. Take also a look at the weekly slides from week 35 and the various examples included there.
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As an example, consider the function
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!bt
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