∂
x
T
a
∂
x
=
∂
a
T
x
∂
x
=
a
\frac{\partial \mathbf{x}^{T} \mathbf{a}}{\partial \mathbf{x}}=\frac{\partial \mathbf{a}^{T} \mathbf{x}}{\partial \mathbf{x}}=\mathbf{a}
∂x∂xTa=∂x∂aTx=a
∂
x
T
B
x
∂
x
=
(
B
+
B
T
)
x
\frac{\partial \mathbf{x}^{T} \mathbf{B} \mathbf{x}}{\partial \mathbf{x}}=\left(\mathbf{B}+\mathbf{B}^{T}\right) \mathbf{x}
∂x∂xTBx=(B+BT)x
例子(最小二乘):
d
f
d
b
=
d
(
y
−
X
b
)
T
(
y
−
X
b
)
d
b
=
d
(
y
T
y
−
2
b
T
X
T
y
+
b
T
X
T
X
b
)
d
b
=
−
2
X
T
y
+
2
X
T
X
b
\frac{d f}{d b}=\frac{d(y-X b)^{T}(y-X b)}{d b}=\frac{d\left(y^{T} y-2 b^{T} X^{T} y+b^{T} X^{T} X b\right)}{d b}=-2 X^{T} y+2 X^{T} X b
dbdf=dbd(y−Xb)T(y−Xb)=dbd(yTy−2bTXTy+bTXTXb)=−2XTy+2XTXb
向量求导的二个公式
最新推荐文章于 2021-01-25 13:19:53 发布