fo da gradientjeffp/teaching/foda/lnotes/foda... · 2020. 10. 14. · continuation f if fer angie...
TRANSCRIPT
Fo DA.
Gradient
L I 5° Descent
C functions )
A domain sara"
Goat minimum
f ;yzd→lR
¥h¥÷.minfk##nerd ¥÷gspa
Mdm.de ,smack. . . .ae )
F = arsmiy f Cd )examples at Rd Maki )
flat SSECH.gl ,Ma) - It Cgi - airs )
?
Properties & Petn of Functions-
Local Neighborhood for
. . . " ⇒ an sofa .ie .tk small
value r 20.
-
loaalmiimm of f ! a point AEIRD
so for all p E Brca )
He aIfi:c.se/Fi:Iasf C p ) a for )aximum
"
fcp ) ap # a
glohalmi-nmm.ae/Rdso ftp.fk )
maximumfor all PER
fcp )EfG ) all pelted
f
" ÷:?÷./÷÷!strict -5 global minimumnot
strict
king
continuation f if fer angieRd
F sufficiently small 820 I radius ro
so p E Broca) has Ifk) - fcp)/ ES
v:*ftp.lcfcqfcpl?
continuous not continuous
t¥ -
saddlepoint.ae/Rd so in Brca )
↳ Gtx'
somep.EU/fCp)7fCAsome p ,
'Pa
'
ftp.lcfk )
inflection but no path from p ,to Pe without passingPoint through a or some p
'
s .t . ftp. ) Cfb )
Most AEIRD are regolarpointssit . F p , p
'
E Brca )
I. so fcp ) > fca ) > fcp ' )
and a not saddle point
÷÷÷÷÷:maximum
- i
.÷÷i¥:÷iµ°
[email protected]( x) 4=0 P 2 f IRA
Ip,qCo) - 8 f is convex
lIgCd)§fq, ,
lp.gl ) - P if Hashtagscon psgmbiratoo. lp.gl 's ) -
Ptf¥?!÷?g!÷#⇐,
lp.gl 2) lp.co ( - D flap -14 - Ng ) EA Kitty
fitted - I is conies ifFor all pegE Rd and all d c- Coil ]
f- ( dptcl - d) g) I dflp ) c- G . d) ffg)
" t.int " "
propertiesofcoauexEuncfvfhcn-fcd-gcaandf.gg
convex → h convex
-
hCG - max Ifla ,gH} thenf.gconuex-shhco.nu#Aug local minimum ef convex f is
bf also a globs) minimum
Gradients d dimension
- d differential if Tuf always
directional derivatives definedf differentiable
function f : IR d- IR
using"
direction"
u END u - lo . .ua.
. . 0dBHull - I
$mabla$
fu f = Inigo fkthY¢ ith cord
U = fei, ez . . . ed ) Ei I ( o
,0
,on
. .
,0,1
,a
,- . . O )
DEAD = Oeifcx ) = fca )
gradient Of ← 8¥ e. t ¥ .eu. - =L If.dz?i.i-iod#)vfiRd-s1pd
Exampte a- ( x, g. E) EIR
?e- 2.71
. . .
flx , g. E) = 3×2 - 2g3 - zxeZA - Az 93
Of
Tx= Gx - Zet ¥= - Gg
? Its - zxezBf= ( Gx - Zet
,-6g '
,-2×5 )
Offs,
-2, 1) = ( 18 - 2e
,-24
,
- be )
§ as← steer::'t
-
recover directorial derivative
Do flat Afca,
u )
which director u is Tuft ) largest ?
→ u= DfH Of Call