数学工具--几何

几何

点到直线的距离

求一点$x^{\ast }$到直线$w^{T}x+b=0$的距离等价于求：
$$\begin{array}{rl}\underset{x}{\min }& \frac{1}{2}||x-x^{\ast }|{|}_2^2\\ s.t.& w^{T}x+b=0\end{array}$$

通过拉格朗日乘子法：
$$\begin{array}{rl}L(x,\lambda )& =\frac{1}{2}||x-x^{\ast }|{|}_2^2+\lambda (w^{T}x+b)\\ & =\frac{1}{2}(x-x^{\ast }{)}^T(x-x^{\ast })+\lambda (w^{T}x+b)\end{array}$$
求解拉格朗日函数：
$$\{\begin{array}{c}\frac{\partial L}{\partial x}=x-x^{\ast }+\lambda w=0\\ \frac{\partial L}{\partial \lambda }=w^{T}x+b=0\end{array}$$
$$\begin{array}{rl}\Rightarrow x& =x^{\ast }-\lambda w\\ w^T& (x^{\ast }-\lambda w)+b=w^T{x}^{\ast }-\lambda ||w|{|}_2^2+b=0\end{array}$$
$$\Rightarrow \lambda =\frac{w^T{x}^{\ast }+b}{||w|{|}_2^2}$$
$$||x^{\ast }-x|{|}_2=||\lambda w|{|}_2=|\lambda |||w|{|}_2=\frac{|w^T{x}^{\ast }+b|}{||w|{|}_2}$$