基本函数导数公式
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由于里面包含了大量必要的数学公式,都是用LaTex格式编写的,所以:
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如果使用浏览器在线观看的话,可以使用Chrome浏览器,加这个Math展示控件
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也可以clone全部内容到本地,然后用VSCode浏览,但VSCode中需要安装能读取Markdown格式的扩展,比如Markdown Preview Enhanced.
这篇文章呢更多的是一些可能要用到的数学公式的推导,是一种理论基础,感兴趣的同学可以仔细瞅瞅,想直接上手的同学也可以直接跳过这一篇~
下面进入正题!站稳了别趴下!
- y = c y=c y=c
(1)
y
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y'=0 \tag 1
y′=0(1)
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y
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a
y=x^a
y=xa
(2) y ′ = a x a − 1 y'=ax^{a-1} \tag 2 y′=axa−1(2)
- y = l o g a x y=log_ax y=logax
(3)
y
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1
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y'=\frac{1}{x}log_ae=\frac{1}{xlna} \tag 3
y′=x1logae=xlna1(3)
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因
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(因为log_ae=\frac{1}{log_ea}=\frac{1}{lna})
(因为logae=logea1=lna1)
- y = l n x y=lnx y=lnx
(4) y ′ = 1 x y'=\frac{1}{x} \tag4 y′=x1(4)
- y = a x y=a^x y=ax
(5) y ′ = a x l n a y'=a^xlna \tag5 y′=axlna(5)
- y = e x y=e^x y=ex
(6) y ′ = e x y'=e^x \tag6 y′=ex(6)
- y = e − x y=e^{-x} y=e−x
(7) y ′ = − e − x y'=-e^{-x} \tag7 y′=−e−x(7)
- 正弦函数 y = s i n ( x ) y=sin(x) y=sin(x)
(8) y ′ = c o s ( x ) y'=cos(x) \tag 8 y′=cos(x)(8)
- 余弦函数 y = c o s ( x ) y=cos(x) y=cos(x)
(9) y ′ = − s i n ( x ) y'=-sin(x) \tag 9 y′=−sin(x)(9)
- 正切函数 y = t g ( x ) y=tg(x) y=tg(x)
(10) y ′ = s e c 2 ( x ) = 1 c o s 2 x y'=sec^2(x)=\frac{1}{cos^2x} \tag{10} y′=sec2(x)=cos2x1(10)
- 余切函数 y = c t g ( x ) y=ctg(x) y=ctg(x)
(11) y ′ = − c s c 2 ( x ) y'=-csc^2(x) \tag{11} y′=−csc2(x)(11)
- 反正弦函数 y = a r c s i n ( x ) y=arcsin(x) y=arcsin(x)
(12) y ′ = 1 1 − x 2 y'=\frac{1}{\sqrt{1-x^2}} \tag{12} y′=1−x21(12)
- 反余弦函数 y = a r c c o s ( x ) y=arccos(x) y=arccos(x)
(13) y ′ = − 1 1 − x 2 y'=-\frac{1}{\sqrt{1-x^2}} \tag{13} y′=−1−x21(13)
- 反正切函数 y = a r c t a n ( x ) y=arctan(x) y=arctan(x)
(14) y ′ = 1 1 + x 2 y'=\frac{1}{1+x^2} \tag{14} y′=1+x21(14)
- 反余切函数 y = a r c c t g ( x ) y=arcctg(x) y=arcctg(x)
(15) y ′ = − 1 1 + x 2 y'=-\frac{1}{1+x^2} \tag{15} y′=−1+x21(15)
- 双曲正弦函数 y = s i n h ( x ) = ( e x − e − x ) / 2 y=sinh(x)=(e^x-e^{-x})/2 y=sinh(x)=(ex−e−x)/2
(16) y ′ = c o s h ( x ) y'=cosh(x) \tag{16} y′=cosh(x)(16)
- 双曲余弦函数 y = c o s h ( x ) = ( e x + e − x ) / 2 y=cosh(x)=(e^x+e^{-x})/2 y=cosh(x)=(ex+e−x)/2
(17) y ′ = s i n h ( x ) y'=sinh(x) \tag{17} y′=sinh(x)(17)
- 双曲正切函数 y = t a n h ( x ) = ( e x − e − x ) / ( e x + e − x ) y=tanh(x)=(e^x-e^{-x})/(e^x+e^{-x}) y=tanh(x)=(ex−e−x)/(ex+e−x)
(18) y ′ = s e c h 2 ( x ) = 1 − t a n h 2 ( x ) y'=sech^2(x)=1-tanh^2(x) \tag{18} y′=sech2(x)=1−tanh2(x)(18)
- 双曲余切函数 y = c o t h ( x ) = ( e x + e − x ) / ( e x − e − x ) y=coth(x)=(e^x+e^{-x})/(e^x-e^{-x}) y=coth(x)=(ex+e−x)/(ex−e−x)
(19) y ′ = − c s c h 2 ( x ) y'=-csch^2(x) \tag{19} y′=−csch2(x)(19)
- 双曲正割函数 y = s e c h ( x ) = 2 / ( e x + e − x ) y=sech(x)=2/(e^x+e^{-x}) y=sech(x)=2/(ex+e−x)
(20) y ′ = − s e c h ( x ) ∗ t a n h ( x ) y'=-sech(x)*tanh(x) \tag{20} y′=−sech(x)∗tanh(x)(20)
- 双曲余割函数 y = c s c h ( x ) = 2 / ( e x − e − x ) y=csch(x)=2/(e^x-e^{-x}) y=csch(x)=2/(ex−e−x)
(21) y ′ = − c s c h ( x ) ∗ c o t h ( x ) y'=-csch(x)*coth(x) \tag{21} y′=−csch(x)∗coth(x)(21)
导数四则运算
- (30) [ u ( x ) + v ( x ) ] ’ = u ’ ( x ) + v ’ ( x ) [u(x) + v(x)]’ = u’(x) + v’(x) \tag{30} [u(x)+v(x)]’=u’(x)+v’(x)(30)
- (31) [ u ( x ) − v ( x ) ] ’ = u ’ ( x ) − v ’ ( x ) [u(x) - v(x)]’ = u’(x) - v’(x) \tag{31} [u(x)−v(x)]’=u’(x)−v’(x)(31)
- (32) [ u ( x ) ∗ v ( x ) ] ’ = u ’ ( x ) ∗ v ( x ) + v ’ ( x ) ∗ u ( x ) [u(x)*v(x)]’ = u’(x)*v(x) + v’(x)*u(x) \tag{32} [u(x)∗v(x)]’=u’(x)∗v(x)+v’(x)∗u(x)(32)
- (33) [ u ( x ) v ( x ) ] ′ = u ′ ( x ) v ( x ) − v ′ ( x ) u ( x ) v 2 ( x ) [\frac{u(x)}{v(x)}]'=\frac{u'(x)v(x)-v'(x)u(x)}{v^2(x)} \tag{33} [v(x)u(x)]′=v2(x)u′(x)v(x)−v′(x)u(x)(33)
偏导数
- 如 Z = f ( x , y ) Z=f(x,y) Z=f(x,y)
则Z对x的偏导可以理解为当y是个常数时,Z单独对x求导:
(40) Z x ′ = f x ′ ( x , y ) = ∂ Z ∂ x Z'_x=f'_x(x,y)=\frac{\partial{Z}}{\partial{x}} \tag{40} Zx′=fx′(x,y)=∂x∂Z(40)
则Z对y的偏导可以理解为当x是个常数时,Z单独对y求导:
(41) Z y ′ = f y ′ ( x , y ) = ∂ Z ∂ y Z'_y=f'_y(x,y)=\frac{\partial{Z}}{\partial{y}} \tag{41} Zy′=fy′(x,y)=∂y∂Z(41)
在二元函数中,偏导的何意义,就是对任意的 y = y 0 y=y_0 y=y0的取值,在二元函数曲面上做一个 y = y 0 y=y_0 y=y0切片,得到 Z = f ( x , y 0 ) Z = f(x, y_0) Z=f(x,y0)的曲线,这条曲线的一阶导数就是Z对x的偏导。对 x = x 0 x=x_0 x=x0同样,就是Z对y的偏导。
复合函数求导(链式法则)
- 如果 y = f ( u ) , u = g ( x ) y=f(u), u=g(x) y=f(u),u=g(x) 则
(50) y x ′ = f ′ ( u ) ⋅ u ′ ( x ) = y u ′ ⋅ u x ′ = d y d u ⋅ d u d x y'_x = f'(u) \cdot u'(x) = y'_u \cdot u'_x=\frac{dy}{du} \cdot \frac{du}{dx} \tag{50} yx′=f′(u)⋅u′(x)=yu′⋅ux′=dudy⋅dxdu(50)
- 如果 y = f ( u ) , u = g ( v ) , v = h ( x ) y=f(u),u=g(v),v=h(x) y=f(u),u=g(v),v=h(x) 则
(51) d y d x = f ′ ( u ) ⋅ g ′ ( v ) ⋅ h ′ ( x ) = d y d u ⋅ d u d v ⋅ d v d x \frac{dy}{dx}=f'(u) \cdot g'(v) \cdot h'(x)=\frac{dy}{du} \cdot \frac{du}{dv} \cdot \frac{dv}{dx} \tag{51} dxdy=f′(u)⋅g′(v)⋅h′(x)=dudy⋅dvdu⋅dxdv(51)
- 如
Z
=
f
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U
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Z=f(U,V)
Z=f(U,V),通过中间变量
U
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U = g(x,y), V=h(x,y)
U=g(x,y),V=h(x,y)成为x,y的复合函数
Z
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f
[
g
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x
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y
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Z=f[g(x,y),h(x,y)]
Z=f[g(x,y),h(x,y)]
则
(52) ∂ Z ∂ x = ∂ Z ∂ U ⋅ ∂ U ∂ x + ∂ Z ∂ V ⋅ ∂ V ∂ x \frac{\partial{Z}}{\partial{x}}=\frac{\partial{Z}}{\partial{U}} \cdot \frac{\partial{U}}{\partial{x}} + \frac{\partial{Z}}{\partial{V}} \cdot \frac{\partial{V}}{\partial{x}} \tag{52} ∂x∂Z=∂U∂Z⋅∂x∂U+∂V∂Z⋅∂x∂V(52)
∂ Z ∂ y = ∂ Z ∂ U ∗ ∂ U ∂ y + ∂ Z ∂ V ∗ ∂ V ∂ y \frac{\partial{Z}}{\partial{y}}=\frac{\partial{Z}}{\partial{U}} * \frac{\partial{U}}{\partial{y}} + \frac{\partial{Z}}{\partial{V}} * \frac{\partial{V}}{\partial{y}} ∂y∂Z=∂U∂Z∗∂y∂U+∂V∂Z∗∂y∂V
矩阵求导
如
A
,
B
,
X
A,B,X
A,B,X都是矩阵,
则
(60) B ∂ ( A X ) ∂ X = A T B B\frac{\partial{(AX)}}{\partial{X}} = A^TB \tag{60} B∂X∂(AX)=ATB(60)
(61) B ∂ ( X A ) ∂ X = B A T B\frac{\partial{(XA)}}{\partial{X}} = BA^T \tag{61} B∂X∂(XA)=BAT(61)
(62) ∂ ( X T A ) ∂ X = ∂ ( A T X ) ∂ X = A \frac{\partial{(X^TA)}}{\partial{X}} = \frac{\partial{(A^TX)}}{\partial{X}}=A \tag{62} ∂X∂(XTA)=∂X∂(ATX)=A(62)
(63) ∂ ( A T X B ) ∂ X = A B T \frac{\partial{(A^TXB)}}{\partial{X}} = AB^T \tag{63} ∂X∂(ATXB)=ABT(63)
(64) ∂ ( A T X T B ) ∂ X = B A T , d X T A X d X = ( A + A T ) X \frac{\partial{(A^TX^TB)}}{\partial{X}} = BA^T, {dX^TAX \over dX} = (A+A^T)X \tag{64} ∂X∂(ATXTB)=BAT,dXdXTAX=(A+AT)X(64)
(65) d X T d X = I , d X d X T = I , d X T X d X = 2 X {dX^T \over dX} = I, {dX \over dX^T} = I, {dX^TX \over dX}=2X\tag{65} dXdXT=I,dXTdX=I,dXdXTX=2X(65)
d u d X T = ( d u T d X ) T {du \over dX^T} = ({du^T \over dX})^T dXTdu=(dXduT)T
(66) d u T v d x = d u T d x v + d v T d x u T , d u v T d x = d u d x v T + u d v T d x {du^Tv \over dx} = {du^T \over dx}v + {dv^T \over dx}u^T, {duv^T \over dx} = {du \over dx}v^T + u{dv^T \over dx} \tag{66} dxduTv=dxduTv+dxdvTuT,dxduvT=dxduvT+udxdvT(66)
(67) d A B d X = d A d X B + A d B d X {dAB \over dX} = {dA \over dX}B + A{dB \over dX} \tag{67} dXdAB=dXdAB+AdXdB(67)
(68) d u T X v d x = u v T , d u T X T X u d X = 2 X u u T {du^TXv \over dx}=uv^T, {du^TX^TXu \over dX}=2Xuu^T \tag{68} dxduTXv=uvT,dXduTXTXu=2XuuT(68)
(69) d [ ( X u − v ) T ( X u − v ) ] d X = 2 ( X u − v ) u T {d[(Xu-v)^T(Xu-v)] \over dX}=2(Xu-v)u^T \tag{69} dXd[(Xu−v)T(Xu−v)]=2(Xu−v)uT(69)
激活函数求导
sigmoid函数: A = 1 1 + e − Z A = \frac{1}{1+e^{-Z}} A=1+e−Z1
利用公式33,令: u = 1 , v = 1 + e − Z u=1,v=1+e^{-Z} u=1,v=1+e−Z 则
(70)
A
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A'_z = \frac{u'v-v'u}{v^2}=\frac{0-(1+e^{-z})'}{(1+e^{-z})^2} \tag{70}
Az′=v2u′v−v′u=(1+e−z)20−(1+e−z)′(70)
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=\frac{e^{-z}}{(1+e^{-z})^2} =\frac{1+e^{-z}-1}{(1+e^{-z})^2}
=(1+e−z)2e−z=(1+e−z)21+e−z−1
=
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=\frac{1}{1+e^{-z}}-(\frac{1}{1+e^{-z}})^2
=1+e−z1−(1+e−z1)2
=
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2
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=A-A^2=A(1-A)
=A−A2=A(1−A)
tanh函数: A = e Z − e − Z e Z + e − Z A=\frac{e^{Z}-e^{-Z}}{e^{Z}+e^{-Z}} A=eZ+e−ZeZ−e−Z
利用公式23,令: u = e Z − e − Z , v = e Z + e − Z u={e^{Z}-e^{-Z}},v=e^{Z}+e^{-Z} u=eZ−e−Z,v=eZ+e−Z 则
(71)
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A'_Z=\frac{u'v-v'u}{v^2} \tag{71}
AZ′=v2u′v−v′u(71)
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=\frac{(e^{Z}-e^{-Z})'(e^{Z}+e^{-Z})-(e^{Z}+e^{-Z})'(e^{Z}-e^{-Z})}{(e^{Z}+e^{-Z})^2}
=(eZ+e−Z)2(eZ−e−Z)′(eZ+e−Z)−(eZ+e−Z)′(eZ−e−Z)
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=\frac{(e^{Z}+e^{-Z})(e^{Z}+e^{-Z})-(e^{Z}-e^{-Z})(e^{Z}-e^{-Z})}{(e^{Z}+e^{-Z})^2}
=(eZ+e−Z)2(eZ+e−Z)(eZ+e−Z)−(eZ−e−Z)(eZ−e−Z)
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=\frac{(e^{Z}+e^{-Z})^2-(e^{Z}-e^{-Z})^2}{(e^{Z}+e^{-Z})^2}
=(eZ+e−Z)2(eZ+e−Z)2−(eZ−e−Z)2
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=1-(\frac{(e^{Z}-e^{-Z}}{e^{Z}+e^{-Z}})^2=1-A^2
=1−(eZ+e−Z(eZ−e−Z)2=1−A2
反向传播四大公式推导
著名的反向传播四大公式是:
(80)
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\delta^{L} = \nabla_{a}C \odot \sigma_{'}(Z^L) \tag{80}
δL=∇aC⊙σ′(ZL)(80)
(81)
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\delta^{l} = ((W^{l + 1})^T\delta^{l+1})\odot\sigma_{'}(Z^l) \tag{81}
δl=((Wl+1)Tδl+1)⊙σ′(Zl)(81)
(82)
∂
C
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l
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\frac{\partial{C}}{\partial{b_j^l}} = \delta_j^l \tag{82}
∂bjl∂C=δjl(82)
(83)
∂
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a
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−
1
δ
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\frac{\partial{C}}{\partial{w_{jk}^{l}}} = a_k^{l-1}\delta_j^l \tag{83}
∂wjkl∂C=akl−1δjl(83)
下面我们用一个简单的两个神经元的全连接神经网络来直观解释一下这四个公式,
每个结点的输入输出标记如图上所示,使用MSE作为计算loss的函数,那么可以得到这张计算图中的计算过公式如下所示:
e
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e_{01} = \frac{1}{2}(y-a_1^3)^2
e01=21(y−a13)2
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a_1^3 = sigmoid(z_1^3)
a13=sigmoid(z13)
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z_1^3 = (w_{11}^2 \cdot a_1^2 + w_{12}^2 \cdot a_2^2 + b_1^3)
z13=(w112⋅a12+w122⋅a22+b13)
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a_1^2 = sigmoid(z_1^2)
a12=sigmoid(z12)
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z_1^2 = (w_{11}^1 \cdot a_1^1 + w_{12}^1 \cdot a_2^1 + b_1^2)
z12=(w111⋅a11+w121⋅a21+b12)
我们按照反向传播中梯度下降的原理来对损失求梯度,计算过程如下:
∂ e o 1 ∂ w 11 2 = ∂ e o 1 ∂ a 1 3 ∂ a 1 3 ∂ z 1 3 ∂ z 1 3 ∂ w 11 2 = ∂ e o 1 ∂ a 1 3 ∂ a 1 3 ∂ z 1 3 a 1 2 \frac{\partial{e_{o1}}}{\partial{w_{11}^2}} = \frac{\partial{e_{o1}}}{\partial{a_{1}^3}}\frac{\partial{a_{1}^3}}{\partial{z_{1}^3}}\frac{\partial{z_{1}^3}}{\partial{w_{11}^2}}=\frac{\partial{e_{o1}}}{\partial{a_{1}^3}}\frac{\partial{a_{1}^3}}{\partial{z_{1}^3}}a_{1}^2 ∂w112∂eo1=∂a13∂eo1∂z13∂a13∂w112∂z13=∂a13∂eo1∂z13∂a13a12
∂ e o 1 ∂ w 12 2 = ∂ e o 1 ∂ a 1 3 ∂ a 1 3 ∂ z 1 3 ∂ z 1 3 ∂ w 12 2 = ∂ e o 1 ∂ a 1 3 ∂ a 1 3 ∂ z 1 3 a 2 2 \frac{\partial{e_{o1}}}{\partial{w_{12}^2}} = \frac{\partial{e_{o1}}}{\partial{a_{1}^3}}\frac{\partial{a_{1}^3}}{\partial{z_{1}^3}}\frac{\partial{z_{1}^3}}{\partial{w_{12}^2}}=\frac{\partial{e_{o1}}}{\partial{a_{1}^3}}\frac{\partial{a_{1}^3}}{\partial{z_{1}^3}}a_{2}^2 ∂w122∂eo1=∂a13∂eo1∂z13∂a13∂w122∂z13=∂a13∂eo1∂z13∂a13a22
∂ e o 1 ∂ w 11 1 = ∂ e o 1 ∂ a 1 3 ∂ a 1 3 ∂ z 1 3 ∂ z 1 3 ∂ a 1 2 ∂ a 1 2 ∂ z 1 2 ∂ z 1 2 ∂ w 11 1 = ∂ e o 1 ∂ a 1 3 ∂ a 1 3 ∂ z 1 3 ∂ z 1 3 ∂ a 1 2 ∂ a 1 2 ∂ z 1 2 a 1 1 \frac{\partial{e_{o1}}}{\partial{w_{11}^1}} = \frac{\partial{e_{o1}}}{\partial{a_{1}^3}}\frac{\partial{a_{1}^3}}{\partial{z_{1}^3}}\frac{\partial{z_{1}^3}}{\partial{a_{1}^2}}\frac{\partial{a_{1}^2}}{\partial{z_{1}^2}}\frac{\partial{z_{1}^2}}{\partial{w_{11}^1}} = \frac{\partial{e_{o1}}}{\partial{a_{1}^3}}\frac{\partial{a_{1}^3}}{\partial{z_{1}^3}}\frac{\partial{z_{1}^3}}{\partial{a_{1}^2}}\frac{\partial{a_{1}^2}}{\partial{z_{1}^2}}a_1^1 ∂w111∂eo1=∂a13∂eo1∂z13∂a13∂a12∂z13∂z12∂a12∂w111∂z12=∂a13∂eo1∂z13∂a13∂a12∂z13∂z12∂a12a11
= ∂ e o 1 ∂ a 1 3 ∂ a 1 3 ∂ z 1 3 w 11 2 ∂ a 1 2 ∂ z 1 2 a 1 1 =\frac{\partial{e_{o1}}}{\partial{a_{1}^3}}\frac{\partial{a_{1}^3}}{\partial{z_{1}^3}}w_{11}^2\frac{\partial{a_{1}^2}}{\partial{z_{1}^2}}a_1^1 =∂a13∂eo1∂z13∂a13w112∂z12∂a12a11
∂ e o 1 ∂ w 12 1 = ∂ e o 1 ∂ a 1 3 ∂ a 1 3 ∂ z 1 3 ∂ z 1 3 ∂ a 2 2 ∂ a 2 2 ∂ z 1 2 ∂ z 1 2 ∂ w 12 1 = ∂ e o 1 ∂ a 1 3 ∂ a 1 3 ∂ z 1 3 ∂ z 1 3 ∂ a 2 2 ∂ a 2 2 ∂ z 1 2 a 2 2 \frac{\partial{e_{o1}}}{\partial{w_{12}^1}} = \frac{\partial{e_{o1}}}{\partial{a_{1}^3}}\frac{\partial{a_{1}^3}}{\partial{z_{1}^3}}\frac{\partial{z_{1}^3}}{\partial{a_{2}^2}}\frac{\partial{a_{2}^2}}{\partial{z_{1}^2}}\frac{\partial{z_{1}^2}}{\partial{w_{12}^1}} = \frac{\partial{e_{o1}}}{\partial{a_{1}^3}}\frac{\partial{a_{1}^3}}{\partial{z_{1}^3}}\frac{\partial{z_{1}^3}}{\partial{a_{2}^2}}\frac{\partial{a_{2}^2}}{\partial{z_{1}^2}}a_2^2 ∂w121∂eo1=∂a13∂eo1∂z13∂a13∂a22∂z13∂z12∂a22∂w121∂z12=∂a13∂eo1∂z13∂a13∂a22∂z13∂z12∂a22a22
= ∂ e o 1 ∂ a 1 3 ∂ a 1 3 ∂ z 1 3 w 12 2 ∂ a 2 2 ∂ z 1 2 a 2 2 =\frac{\partial{e_{o1}}}{\partial{a_{1}^3}}\frac{\partial{a_{1}^3}}{\partial{z_{1}^3}}w_{12}^2\frac{\partial{a_{2}^2}}{\partial{z_{1}^2}}a_2^2 =∂a13∂eo1∂z13∂a13w122∂z12∂a22a22
上述式中,
∂
a
∂
z
\frac{\partial{a}}{\partial{z}}
∂z∂a是激活函数的导数,即
σ
′
(
z
)
\sigma^{'}(z)
σ′(z)项。观察到在求偏导数过程中有共同项
∂
e
o
1
∂
a
1
3
∂
a
1
3
∂
z
1
3
\frac{\partial{e_{o1}}}{\partial{a_{1}^3}}\frac{\partial{a_{1}^3}}{\partial{z_{1}^3}}
∂a13∂eo1∂z13∂a13,采用
δ
\delta
δ符号记录,用矩阵形式表示,
即:
δ L = [ ∂ e o 1 ∂ a i L ∂ a i L ∂ z i L ] = ∇ a C ⊙ σ ′ ( Z L ) \delta^L = [\frac{\partial{e_{o1}}}{\partial{a_{i}^L}}\frac{\partial{a_{i}^L}}{\partial{z_{i}^L}}] = \nabla_{a}C\odot\sigma^{'}(Z^L) δL=[∂aiL∂eo1∂ziL∂aiL]=∇aC⊙σ′(ZL)
上述式中, [ a i ] [a_i] [ai]表示一个元素是a的矩阵, ∇ a C \nabla_{a}C ∇aC表示将损失 C C C对 a a a求梯度, ⊙ \odot ⊙表示矩阵element wise的乘积(也就是矩阵对应位置的元素相乘)。
从上面的推导过程中,我们可以得出 δ \delta δ矩阵的递推公式:
δ L − 1 = ( W L ) T [ ∂ e o 1 ∂ a i L ∂ a i L ∂ z i L ] ⊙ σ ′ ( Z L − 1 ) \delta^{L-1} = (W^L)^T[\frac{\partial{e_{o1}}}{\partial{a_{i}^L}}\frac{\partial{a_{i}^L}}{\partial{z_{i}^L}}]\odot\sigma^{'}(Z^{L - 1}) δL−1=(WL)T[∂aiL∂eo1∂ziL∂aiL]⊙σ′(ZL−1)
所以在反向传播过程中只需要逐层利用上一层的 δ l \delta^l δl进行递推即可。
相对而言,这是一个非常直观的结果,这份推导过程也是不严谨的。下面,我们会从比较严格的数学定义角度进行推导,首先要补充一些定义。
标量对矩阵导数的定义
假定 y y y是一个标量, X X X是一个 N × M N \times M N×M大小的矩阵,有 y = f ( X ) y=f(X) y=f(X), f ( ) f() f()是一个函数。我们来看 d f df df应该如何计算。
首先给出定义:
d f = ∑ j M ∑ i N ∂ f ∂ x i j d x i j df = \sum_j^M\sum_i^N \frac{\partial{f}}{\partial{x_{ij}}}dx_{ij} df=j∑Mi∑N∂xij∂fdxij
下面我们引入矩阵迹的概念,所谓矩阵的迹,就是矩阵对角线元素之和。也就是说:
t r ( X ) = ∑ i x i i tr(X) = \sum_i x_{ii} tr(X)=i∑xii
引入迹的概念后,我们来看上面的梯度计算是不是可以用迹来表达呢?
(90) ∂ f ∂ X = ( ∂ f ∂ x 11 ∂ f ∂ x 12 … ∂ f ∂ x 1 M ∂ f ∂ x 21 ∂ f ∂ x 22 … ∂ f ∂ x 2 M ⋮ ⋮ ⋱ ⋮ ∂ f ∂ x N 1 ∂ f ∂ x N 2 … ∂ f ∂ x N M ) \frac{\partial{f}}{\partial{X}} = \begin{pmatrix} \frac{\partial{f}}{\partial{x_{11}}} & \frac{\partial{f}}{\partial{x_{12}}} & \dots & \frac{\partial{f}}{\partial{x_{1M}}} \\ \frac{\partial{f}}{\partial{x_{21}}} & \frac{\partial{f}}{\partial{x_{22}}} & \dots & \frac{\partial{f}}{\partial{x_{2M}}} \\ \vdots & \vdots & \ddots & \vdots \\ \frac{\partial{f}}{\partial{x_{N1}}} & \frac{\partial{f}}{\partial{x_{N2}}} & \dots & \frac{\partial{f}}{\partial{x_{NM}}} \end{pmatrix} \tag{90} ∂X∂f=⎝⎜⎜⎜⎜⎛∂x11∂f∂x21∂f⋮∂xN1∂f∂x12∂f∂x22∂f⋮∂xN2∂f……⋱…∂x1M∂f∂x2M∂f⋮∂xNM∂f⎠⎟⎟⎟⎟⎞(90)
(91) d X = ( d x 11 d x 12 … d x 1 M d x 21 d x 22 … d x 2 M ⋮ ⋮ ⋱ ⋮ d x N 1 d x N 2 … d x N M ) dX = \begin{pmatrix} dx_{11} & d{x_{12}} & \dots & d{x_{1M}} \\ d{x_{21}} & d{x_{22}} & \dots & d{x_{2M}} \\ \vdots & \vdots & \ddots & \vdots \\ d{x_{N1}} & d{x_{N2}} & \dots & d{x_{NM}} \end{pmatrix} \tag{91} dX=⎝⎜⎜⎜⎛dx11dx21⋮dxN1dx12dx22⋮dxN2……⋱…dx1Mdx2M⋮dxNM⎠⎟⎟⎟⎞(91)
我们来看矩阵 ( 90 ) (90) (90)的转置和矩阵 ( 91 ) (91) (91)乘积的对角线元素
( ( ∂ f ∂ X ) T d X ) j j = ∑ i N ∂ f ∂ x i j d x i j ((\frac{\partial f}{\partial X})^T dX)_{jj}=\sum_i^N \frac{\partial f}{\partial x_{ij}} dx_{ij} ((∂X∂f)TdX)jj=i∑N∂xij∂fdxij
因此,
(92) t r ( ( ∂ f ∂ X ) T d X ) = ∑ j M ∑ i N ∂ f ∂ x i j d x i j = d f = t r ( d f ) tr({(\frac{\partial{f}}{\partial{X}})}^TdX) = \sum_j^M\sum_i^N\frac{\partial{f}}{\partial{x_{ij}}}dx_{ij} = df = tr(df) \tag{92} tr((∂X∂f)TdX)=j∑Mi∑N∂xij∂fdxij=df=tr(df)(92)
上式的最后一个等号是因为 d f df df是一个标量,标量的迹就等于其本身。
矩阵迹和导数的部分性质
这里将会给出部分矩阵的迹和导数的性质,作为后面推导过程的参考。性子急的同学可以姑且默认这是一些结论。
(93)
d
(
X
+
Y
)
=
d
X
+
d
Y
d(X + Y) = dX + dY \tag{93}
d(X+Y)=dX+dY(93)
(94)
d
(
X
Y
)
=
(
d
X
)
Y
+
X
(
d
Y
)
d(XY) = (dX)Y + X(dY)\tag{94}
d(XY)=(dX)Y+X(dY)(94)
(95)
d
X
T
=
(
d
X
)
T
dX^T = {(dX)}^T \tag{95}
dXT=(dX)T(95)
(96)
d
(
t
r
(
X
)
)
=
t
r
(
d
X
)
d(tr(X)) = tr(dX) \tag{96}
d(tr(X))=tr(dX)(96)
(97)
d
(
X
⊙
Y
)
=
d
X
⊙
Y
+
X
⊙
d
Y
d(X \odot Y) = dX \odot Y + X \odot dY \tag{97}
d(X⊙Y)=dX⊙Y+X⊙dY(97)
(98)
d
(
f
(
X
)
)
=
f
′
(
X
)
⊙
d
X
d(f(X)) = f^{'}(X) \odot dX \tag{98}
d(f(X))=f′(X)⊙dX(98)
(99)
t
r
(
X
Y
)
=
t
r
(
Y
X
)
tr(XY) = tr(YX) \tag{99}
tr(XY)=tr(YX)(99)
(100)
t
r
(
A
T
(
B
⊙
C
)
)
=
t
r
(
(
A
⊙
B
)
T
C
)
tr(A^T (B \odot C)) = tr((A \odot B)^T C) \tag{100}
tr(AT(B⊙C))=tr((A⊙B)TC)(100)
以上各性质的证明方法类似,我们选取式(94)作为证明的示例:
Z = X Y Z = XY Z=XY
则Z中的任意一项是
z
i
j
=
∑
k
x
i
k
y
k
j
z_{ij} = \sum_k x_{ik}y_{kj}
zij=k∑xikykj
d
z
i
j
=
∑
k
d
(
x
i
k
y
k
j
)
dz_{ij} = \sum_k d(x_{ik}y_{kj})
dzij=k∑d(xikykj)
=
∑
k
(
d
x
i
k
)
y
k
j
+
∑
k
x
i
k
(
d
y
k
j
)
= \sum_k (dx_{ik}) y_{kj} + \sum_k x_{ik} (dy_{kj})
=k∑(dxik)ykj+k∑xik(dykj)
=
d
X
i
j
⋅
Y
i
j
+
X
i
j
⋅
d
Y
i
j
=dX_{ij} \cdot Y_{ij} + X_{ij} \cdot dY_{ij}
=dXij⋅Yij+Xij⋅dYij
从上式可见,
d
Z
dZ
dZ的每一项和
(
d
X
)
Y
+
X
(
d
Y
)
(dX)Y + X(dY)
(dX)Y+X(dY)的每一项都是相等的。因此,可以得出式(94)成立。
神经网络有关公式证明:
-
首先,来看一个通用情况,已知 f = A T X B f = A^TXB f=ATXB, A , B A,B A,B是常矢量,希望得到 ∂ f ∂ X \frac{\partial{f}}{\partial{X}} ∂X∂f,推导过程如下
根据式(94),
d f = d ( A T X B ) = d ( A T X ) B + A T X ( d B ) = d ( A T X ) B + 0 = d ( A T ) X B + A T d X B = A T d X B df = d(A^TXB) = d(A^TX)B + A^TX(dB) = d(A^TX)B + 0 = d(A^T)XB+A^TdXB = A^TdXB df=d(ATXB)=d(ATX)B+ATX(dB)=d(ATX)B+0=d(AT)XB+ATdXB=ATdXB
由于 d f df df是一个标量,标量的迹等于本身,同时利用公式(99):
d f = t r ( d f ) = t r ( A T d X B ) = t r ( B A T d X ) df = tr(df) = tr(A^TdXB) = tr(BA^TdX) df=tr(df)=tr(ATdXB)=tr(BATdX)
由于公式(92):
t r ( d f ) = t r ( ( ∂ f ∂ X ) T d X ) tr(df) = tr({(\frac{\partial{f}}{\partial{X}})}^TdX) tr(df)=tr((∂X∂f)TdX)
可以得到:
( ∂ f ∂ X ) T = B A T (\frac{\partial{f}}{\partial{X}})^T = BA^T (∂X∂f)T=BAT
(101) ∂ f ∂ X = A B T \frac{\partial{f}}{\partial{X}} = AB^T \tag{101} ∂X∂f=ABT(101) -
我们来看全连接层的情况:
Y = W X + B Y = WX + B Y=WX+B
取全连接层其中一个元素
y = w X + b y = wX + b y=wX+b
这里的 w w w是权重矩阵的一行,尺寸是 1 × M 1 \times M 1×M,X是一个大小为 M × 1 M \times 1 M×1的矢量,y是一个标量,若添加一个大小是1的单位阵,上式整体保持不变:
y = ( w T ) T X I + b y = (w^T)^TXI + b y=(wT)TXI+b
利用式(92),可以得到
∂ y ∂ X = I T w T = w T \frac{\partial{y}}{\partial{X}} = I^Tw^T = w^T ∂X∂y=ITwT=wT
因此在误差传递的四大公式中,在根据上层传递回来的误差 δ \delta δ继续传递的过程中,利用链式法则,有
δ L − 1 = ( W L ) T δ L ⊙ σ ′ ( Z L − 1 ) \delta^{L-1} = (W^L)^T \delta^L \odot \sigma^{'}(Z^{L - 1}) δL−1=(WL)TδL⊙σ′(ZL−1)
同理,若将 y = w X + b y=wX+b y=wX+b视作:
y = I w X + b y = IwX + b y=IwX+b
那么利用式(92),可以得到:
∂ y ∂ w = X T \frac{\partial{y}}{\partial{w}} = X^T ∂w∂y=XT
-
使用softmax和交叉熵来计算损失的情况下:
l = − Y T l o g ( s o f t m a x ( Z ) ) l = - Y^Tlog(softmax(Z)) l=−YTlog(softmax(Z))
式中, y y y是数据的标签, Z Z Z是网络预测的输出, y y y和 Z Z Z的维度是 N × 1 N \times 1 N×1。经过softmax处理作为概率。希望能够得到 ∂ l ∂ Z \frac{\partial{l}}{\partial{Z}} ∂Z∂l,下面是推导的过程:
s o f t m a x ( Z ) = e x p ( Z ) 1 T e x p ( Z ) softmax(Z) = \frac{exp(Z)}{\boldsymbol{1}^Texp(Z)} softmax(Z)=1Texp(Z)exp(Z)
其中, 1 \boldsymbol{1} 1是一个维度是 N × 1 N \times 1 N×1的全1向量。将softmax表达式代入损失函数中,有
(102) d l = − Y T d ( l o g ( s o f t m a x ( Z ) ) ) = − Y T d ( l o g e x p ( Z ) 1 T e x p ( Z ) ) = − Y T d Z + Y T 1 d ( l o g ( 1 T e x p ( Z ) ) ) dl = -Y^T d(log(softmax(Z)))\\ = -Y^T d (log\frac{exp(Z)}{\boldsymbol{1}^Texp(Z)}) \\ = -Y^T dZ + Y^T \boldsymbol{1}d(log(\boldsymbol{1}^Texp(Z))) \tag{102} dl=−YTd(log(softmax(Z)))=−YTd(log1Texp(Z)exp(Z))=−YTdZ+YT1d(log(1Texp(Z)))(102)
下面来化简式(102)的后半部分,利用式(98):
d ( l o g ( 1 T e x p ( Z ) ) ) = l o g ′ ( 1 T e x p ( Z ) ) ⊙ d Z = 1 T ( e x p ( Z ) ⊙ d Z ) 1 T e x p ( Z ) d(log(\boldsymbol{1}^Texp(Z))) = log^{'}(\boldsymbol{1}^Texp(Z)) \odot dZ = \frac{\boldsymbol{1}^T(exp(Z)\odot dZ)}{\boldsymbol{1}^Texp(Z)} d(log(1Texp(Z)))=log′(1Texp(Z))⊙dZ=1Texp(Z)1T(exp(Z)⊙dZ)
利用式(100),可以得到
t r ( Y T 1 1 T ( e x p ( Z ) ⊙ d Z ) 1 T e x p ( Z ) ) = t r ( Y T 1 ( 1 ⊙ ( e x p ( Z ) ) T d Z ) 1 T e x p ( Z ) ) tr(Y^T \boldsymbol{1}\frac{\boldsymbol{1}^T(exp(Z)\odot dZ)}{\boldsymbol{1}^Texp(Z)}) = tr(Y^T \boldsymbol{1}\frac{(\boldsymbol{1} \odot (exp(Z))^T dZ)}{\boldsymbol{1}^Texp(Z)}) tr(YT11Texp(Z)1T(exp(Z)⊙dZ))=tr(YT11Texp(Z)(1⊙(exp(Z))TdZ))
(103) = t r ( Y T 1 e x p ( Z ) T d Z 1 T e x p ( Z ) ) = t r ( Y T 1 s o f t m a x ( Z ) T d Z ) = tr(Y^T \boldsymbol{1}\frac{exp(Z)^T dZ}{\boldsymbol{1}^Texp(Z)}) = tr(Y^T \boldsymbol{1} softmax(Z)^TdZ) \tag{103} =tr(YT11Texp(Z)exp(Z)TdZ)=tr(YT1softmax(Z)TdZ)(103)将式(103)代入式(102)并两边取迹,可以得到:
d l = t r ( d l ) = t r ( − y T d Z + y T 1 s o f t m a x ( Z ) T d Z ) = t r ( ( ∂ l ∂ Z ) T d Z ) dl = tr(dl) = tr(-y^T dZ + y^T\boldsymbol{1}softmax(Z)^TdZ) = tr((\frac{\partial{l}}{\partial{Z}})^TdZ) dl=tr(dl)=tr(−yTdZ+yT1softmax(Z)TdZ)=tr((∂Z∂l)TdZ)
在分类问题中,一个标签中只有一项会是1,所以 Y T 1 = 1 Y^T\boldsymbol{1} = 1 YT1=1,因此有
∂ l ∂ Z = s o f t m a x ( Z ) − Y \frac{\partial{l}}{\partial{Z}} = softmax(Z) - Y ∂Z∂l=softmax(Z)−Y
这也就是在损失函数中计算反向传播的误差的公式。
参考资料
矩阵求导术
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