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pattern_recognition.html
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<h1 class="mume-header" id="%E6%A8%A1%E5%BC%8F%E8%AF%86%E5%88%AB">模式识别</h1>
<p><img src="pattern_recognition/PR&ML.png" alt="模式识别与机器学习"></p>
<ul>
<li><a href="#%E6%A8%A1%E5%BC%8F%E8%AF%86%E5%88%AB">模式识别</a>
<ul>
<li><a href="#%E7%BA%BF%E6%80%A7%E5%88%A4%E5%88%AB%E5%87%BD%E6%95%B0%E5%9F%BA%E7%A1%80%E7%90%86%E8%AE%BA">线性判别函数基础理论</a>
<ul>
<li><a href="#%E4%B8%80%E7%A7%8D%E7%BA%BF%E6%80%A7%E5%88%A4%E5%88%AB%E5%87%BD%E6%95%B0%E7%9A%84%E5%8F%82%E6%95%B0%E8%AE%AD%E7%BB%83%E7%AE%97%E6%B3%95">一种线性判别函数的参数训练算法</a>
<ul>
<li><a href="#%E4%BF%AE%E6%AD%A3%E6%9D%83%E5%90%91%E9%87%8F%E7%9A%84%E5%87%A0%E4%BD%95%E6%84%8F%E4%B9%89">修正权向量的几何意义</a></li>
</ul>
</li>
</ul>
</li>
<li><a href="#%E5%AF%B9%E6%95%B0%E5%87%A0%E7%8E%87%E5%9B%9E%E5%BD%92logistic-regression">对数几率回归（Logistic Regression）</a>
<ul>
<li><a href="#%E5%9B%9E%E9%A1%BE%E7%BA%BF%E6%80%A7%E5%9B%9E%E5%BD%92">回顾线性回归</a></li>
<li><a href="#%E5%AF%B9%E6%95%B0%E5%87%A0%E7%8E%87%E5%9B%9E%E5%BD%92logistic-regression-1">对数几率回归（Logistic Regression）</a>
<ul>
<li><a href="#logistic%E5%9B%9E%E5%BD%92%E7%9A%84%E5%8F%82%E6%95%B0%E4%BC%B0%E8%AE%A1">Logistic回归的参数估计</a></li>
</ul>
</li>
<li><a href="#softmax">Softmax</a></li>
</ul>
</li>
<li><a href="#%E4%BB%8E%E6%84%9F%E7%9F%A5%E5%99%A8%E5%88%B0%E7%A5%9E%E7%BB%8F%E7%BD%91%E7%BB%9C">从感知器到神经网络</a>
<ul>
<li><a href="#%E6%84%9F%E7%9F%A5%E5%99%A8">感知器</a>
<ul>
<li><a href="#xor-problem">XOR problem</a></li>
</ul>
</li>
<li><a href="#%E5%A4%9A%E5%B1%82%E6%84%9F%E7%9F%A5%E6%9C%BAmlp">多层感知机(MLP)</a>
<ul>
<li><a href="#%E6%BF%80%E6%B4%BB%E5%87%BD%E6%95%B0">激活函数</a></li>
<li><a href="#%E6%8D%9F%E5%A4%B1%E5%87%BD%E6%95%B0loss-function">损失函数（Loss function)</a></li>
<li><a href="#%E8%AE%AD%E7%BB%83%E5%A4%9A%E5%B1%82%E6%84%9F%E7%9F%A5%E6%9C%BA%E5%90%8E%E5%90%91%E4%BC%A0%E6%92%ADbp">训练多层感知机：后向传播（BP）</a>
<ul>
<li><a href="#sigmoid-%E5%9D%87%E6%96%B9%E8%AF%AF%E5%B7%AE">Sigmoid + 均方误差</a></li>
<li><a href="#softmax-%E4%BA%A4%E5%8F%89%E7%86%B5">Softmax + 交叉熵</a></li>
</ul>
</li>
</ul>
</li>
<li><a href="#cnn">CNN</a></li>
<li><a href="#rnn">RNN</a></li>
</ul>
</li>
<li><a href="#%E6%94%AF%E6%8C%81%E5%90%91%E9%87%8F%E6%9C%BAsvm-support-vector-machine">支持向量机（SVM, Support Vector Machine）</a>
<ul>
<li><a href="#%E7%BA%BF%E6%80%A7svm">线性SVM</a>
<ul>
<li><a href="#%E7%82%B9%E5%88%B0%E8%B6%85%E5%B9%B3%E9%9D%A2%E7%9A%84%E8%B7%9D%E7%A6%BB">点到超平面的距离</a></li>
</ul>
</li>
</ul>
</li>
<li><a href="#%E5%A4%9A%E5%88%86%E7%B1%BB%E9%97%AE%E9%A2%98">多分类问题</a>
<ul>
<li><a href="#ovrone-vs-restomega_ibaromega_i%E4%BA%8C%E5%88%86%E7%B1%BB%E6%B3%95">OvR(One vs. Rest)：<span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><msub><mi>ω</mi><mi>i</mi></msub><mi mathvariant="normal">/</mi><mover accent="true"><msub><mi>ω</mi><mi>i</mi></msub><mo>ˉ</mo></mover></mrow><annotation encoding="application/x-tex">\omega_i/\bar{\omega_i}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mord"><span class="mord mathnormal" style="margin-right:0.03588em;">ω</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.31166399999999994em;"><span style="top:-2.5500000000000003em;margin-left:-0.03588em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight">i</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mord">/</span><span class="mord accent"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.56778em;"><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord mathnormal" style="margin-right:0.03588em;">ω</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.31166399999999994em;"><span style="top:-2.5500000000000003em;margin-left:-0.03588em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight">i</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span></span><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="accent-body" style="left:-0.25em;"><span class="mord">ˉ</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span></span></span>二分类法</a></li>
<li><a href="#ovoone-vs-oneomega_iomega_j%E4%BA%8C%E5%88%86%E7%B1%BB%E6%B3%95">OvO(One vs. One)：<span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><msub><mi>ω</mi><mi>i</mi></msub><mi mathvariant="normal">/</mi><msub><mi>ω</mi><mi>j</mi></msub></mrow><annotation encoding="application/x-tex">\omega_i/\omega_j</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1.036108em;vertical-align:-0.286108em;"></span><span class="mord"><span class="mord mathnormal" style="margin-right:0.03588em;">ω</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.31166399999999994em;"><span style="top:-2.5500000000000003em;margin-left:-0.03588em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight">i</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mord">/</span><span class="mord"><span class="mord mathnormal" style="margin-right:0.03588em;">ω</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.311664em;"><span style="top:-2.5500000000000003em;margin-left:-0.03588em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.05724em;">j</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.286108em;"><span></span></span></span></span></span></span></span></span></span>二分类法</a>
<ul>
<li><a href="#ovo%E7%9A%84%E4%B8%80%E7%A7%8D%E7%89%B9%E4%BE%8B%E7%9A%84%E7%AD%89%E4%BB%B7%E8%A1%A8%E8%BE%BE">OvO的一种特例的等价表达</a></li>
</ul>
</li>
<li><a href="#mvm">MvM()</a></li>
</ul>
</li>
<li><a href="#%E8%B4%9D%E5%8F%B6%E6%96%AF%E5%88%86%E7%B1%BB%E5%99%A8">贝叶斯分类器</a>
<ul>
<li><a href="#%E5%8F%82%E6%95%B0%E4%BC%B0%E8%AE%A1">参数估计</a>
<ul>
<li><a href="#%E6%9E%81%E5%A4%A7%E4%BC%BC%E7%84%B6%E4%BC%B0%E8%AE%A1">极大似然估计</a></li>
<li><a href="#%E8%B4%9D%E5%8F%B6%E6%96%AF%E4%BC%B0%E8%AE%A1">贝叶斯估计</a></li>
</ul>
</li>
</ul>
</li>
<li><a href="#%E5%86%B3%E7%AD%96%E6%A0%91">决策树</a></li>
<li><a href="#%E9%9B%86%E6%88%90%E5%AD%A6%E4%B9%A0">集成学习</a></li>
<li><a href="#boosting">Boosting</a></li>
<li><a href="#bagging%E4%B8%8E%E9%9A%8F%E6%9C%BA%E6%A3%AE%E6%9E%97">Bagging与随机森林</a></li>
</ul>
</li>
</ul>
<h2 class="mume-header" id="%E7%BA%BF%E6%80%A7%E5%88%A4%E5%88%AB%E5%87%BD%E6%95%B0%E5%9F%BA%E7%A1%80%E7%90%86%E8%AE%BA">线性判别函数基础理论</h2>
<p>线性判别函数是一个线性函数，可以将一类样本进行<strong>二分类</strong>。</p>
<p>线性判别函数可以将一系列样本划分为为<span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><msub><mi>ω</mi><mo>+</mo></msub></mrow><annotation encoding="application/x-tex">\omega_+</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.638891em;vertical-align:-0.208331em;"></span><span class="mord"><span class="mord mathnormal" style="margin-right:0.03588em;">ω</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.25833100000000003em;"><span style="top:-2.5500000000000003em;margin-left:-0.03588em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mbin mtight">+</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.208331em;"><span></span></span></span></span></span></span></span></span></span>和<span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><msub><mi>ω</mi><mo>−</mo></msub></mrow><annotation encoding="application/x-tex">\omega_-</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.638891em;vertical-align:-0.208331em;"></span><span class="mord"><span class="mord mathnormal" style="margin-right:0.03588em;">ω</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.25833100000000003em;"><span style="top:-2.5500000000000003em;margin-left:-0.03588em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mbin mtight">−</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.208331em;"><span></span></span></span></span></span></span></span></span></span>两类。记一个d维空间中<strong>模式向量</strong>（样本）为<span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><msub><mi mathvariant="bold-italic">x</mi><mi>i</mi></msub><mo>=</mo><mo stretchy="false">[</mo><msub><mi>x</mi><mrow><mi>i</mi><mn>1</mn></mrow></msub><mo separator="true">,</mo><msub><mi>x</mi><mrow><mi>i</mi><mn>2</mn></mrow></msub><mo separator="true">,</mo><mo>⋯</mo><mtext> </mtext><mo separator="true">,</mo><msub><mi>x</mi><mrow><mi>i</mi><mi>d</mi></mrow></msub><msup><mo stretchy="false">]</mo><mi>T</mi></msup></mrow><annotation encoding="application/x-tex">\boldsymbol{x}_i=[x_{i1},x_{i2},\cdots,x_{id}]^T</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.59444em;vertical-align:-0.15em;"></span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol">x</span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.31166399999999994em;"><span style="top:-2.5500000000000003em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight">i</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span></span><span class="base"><span class="strut" style="height:1.0913309999999998em;vertical-align:-0.25em;"></span><span class="mopen">[</span><span class="mord"><span class="mord mathnormal">x</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.31166399999999994em;"><span style="top:-2.5500000000000003em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">i</span><span class="mord mtight">1</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mord"><span class="mord mathnormal">x</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.31166399999999994em;"><span style="top:-2.5500000000000003em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">i</span><span class="mord mtight">2</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="minner">⋯</span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mord"><span class="mord mathnormal">x</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.33610799999999996em;"><span style="top:-2.5500000000000003em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">i</span><span class="mord mathnormal mtight">d</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mclose"><span class="mclose">]</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8413309999999999em;"><span style="top:-3.063em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.13889em;">T</span></span></span></span></span></span></span></span></span></span></span>，<strong>权向量</strong><span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi mathvariant="bold-italic">w</mi><mo>=</mo><mo stretchy="false">[</mo><msub><mi>w</mi><mn>1</mn></msub><mo separator="true">,</mo><msub><mi>w</mi><mn>2</mn></msub><mo separator="true">,</mo><mo>⋯</mo><mtext> </mtext><mo separator="true">,</mo><msub><mi>w</mi><mi>d</mi></msub><msup><mo stretchy="false">]</mo><mi>T</mi></msup></mrow><annotation encoding="application/x-tex">\boldsymbol{w}=[w_1,w_2,\cdots,w_d]^T</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.44444em;vertical-align:0em;"></span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.02778em;">w</span></span></span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span></span><span class="base"><span class="strut" style="height:1.0913309999999998em;vertical-align:-0.25em;"></span><span class="mopen">[</span><span class="mord"><span class="mord mathnormal" style="margin-right:0.02691em;">w</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.30110799999999993em;"><span style="top:-2.5500000000000003em;margin-left:-0.02691em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">1</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mord"><span class="mord mathnormal" style="margin-right:0.02691em;">w</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.30110799999999993em;"><span style="top:-2.5500000000000003em;margin-left:-0.02691em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">2</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="minner">⋯</span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mord"><span class="mord mathnormal" style="margin-right:0.02691em;">w</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.33610799999999996em;"><span style="top:-2.5500000000000003em;margin-left:-0.02691em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight">d</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mclose"><span class="mclose">]</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8413309999999999em;"><span style="top:-3.063em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.13889em;">T</span></span></span></span></span></span></span></span></span></span></span>，有线性判别函数<span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi>d</mi><mo stretchy="false">(</mo><msub><mi mathvariant="bold-italic">x</mi><mi>i</mi></msub><mo stretchy="false">)</mo><mo>=</mo><msub><mi>w</mi><mn>1</mn></msub><msub><mi>x</mi><mrow><mi>i</mi><mn>1</mn></mrow></msub><mo>+</mo><msub><mi>w</mi><mn>2</mn></msub><msub><mi>x</mi><mrow><mi>i</mi><mn>2</mn></mrow></msub><mo>+</mo><mo>⋯</mo><mo>+</mo><msub><mi>w</mi><mi>d</mi></msub><msub><mi>x</mi><mrow><mi>i</mi><mi>d</mi></mrow></msub><mo>+</mo><mi>b</mi></mrow><annotation encoding="application/x-tex">d(\boldsymbol{x}_i)=w_1x_{i1} + w_2x_{i2} + \cdots +w_dx_{id} + b</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mord mathnormal">d</span><span class="mopen">(</span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol">x</span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.31166399999999994em;"><span style="top:-2.5500000000000003em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight">i</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mclose">)</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span></span><span class="base"><span class="strut" style="height:0.73333em;vertical-align:-0.15em;"></span><span class="mord"><span class="mord mathnormal" style="margin-right:0.02691em;">w</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.30110799999999993em;"><span style="top:-2.5500000000000003em;margin-left:-0.02691em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">1</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mord"><span class="mord mathnormal">x</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.31166399999999994em;"><span style="top:-2.5500000000000003em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">i</span><span class="mord mtight">1</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2222222222222222em;"></span><span class="mbin">+</span><span class="mspace" style="margin-right:0.2222222222222222em;"></span></span><span class="base"><span class="strut" style="height:0.73333em;vertical-align:-0.15em;"></span><span class="mord"><span class="mord mathnormal" style="margin-right:0.02691em;">w</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.30110799999999993em;"><span style="top:-2.5500000000000003em;margin-left:-0.02691em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">2</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mord"><span class="mord mathnormal">x</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.31166399999999994em;"><span style="top:-2.5500000000000003em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">i</span><span class="mord mtight">2</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2222222222222222em;"></span><span class="mbin">+</span><span class="mspace" style="margin-right:0.2222222222222222em;"></span></span><span class="base"><span class="strut" style="height:0.66666em;vertical-align:-0.08333em;"></span><span class="minner">⋯</span><span class="mspace" style="margin-right:0.2222222222222222em;"></span><span class="mbin">+</span><span class="mspace" style="margin-right:0.2222222222222222em;"></span></span><span class="base"><span class="strut" style="height:0.73333em;vertical-align:-0.15em;"></span><span class="mord"><span class="mord mathnormal" style="margin-right:0.02691em;">w</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.33610799999999996em;"><span style="top:-2.5500000000000003em;margin-left:-0.02691em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight">d</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mord"><span class="mord mathnormal">x</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.33610799999999996em;"><span style="top:-2.5500000000000003em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">i</span><span class="mord mathnormal mtight">d</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2222222222222222em;"></span><span class="mbin">+</span><span class="mspace" style="margin-right:0.2222222222222222em;"></span></span><span class="base"><span class="strut" style="height:0.69444em;vertical-align:0em;"></span><span class="mord mathnormal">b</span></span></span></span>。</p>
<p>那么有：</p>
<p><span class="katex-display"><span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML" display="block"><semantics><mrow><mstyle scriptlevel="0" displaystyle="true"><mrow><mi>d</mi><mo stretchy="false">(</mo><msub><mi mathvariant="bold-italic">x</mi><mi>i</mi></msub><mo stretchy="false">)</mo><mo>=</mo><msup><mi mathvariant="bold-italic">w</mi><mi>T</mi></msup><mi mathvariant="bold-italic">x</mi><mo>+</mo><mi>b</mi><mrow><mo fence="true">{</mo><mtable rowspacing="0.2500em" columnalign="right left" columnspacing="0em"><mtr><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow></mrow></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow><mrow></mrow><mo>></mo><mn>0</mn><mo separator="true">,</mo><mtext> </mtext><mi mathvariant="bold-italic">x</mi><mo>∈</mo><msub><mi>ω</mi><mo>+</mo></msub></mrow></mstyle></mtd></mtr><mtr><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow></mrow></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow><mrow></mrow><mo>≤</mo><mn>0</mn><mo separator="true">,</mo><mtext> </mtext><mi mathvariant="bold-italic">x</mi><mo>∈</mo><msub><mi>ω</mi><mo>−</mo></msub></mrow></mstyle></mtd></mtr></mtable></mrow></mrow></mstyle></mrow><annotation encoding="application/x-tex">\displaystyle{
d(\boldsymbol{x}_i) = \boldsymbol{w}^T\boldsymbol{x} +b
\left\{\begin{aligned}
&> 0, \, \boldsymbol{x} \in \omega_+\\
&\leq 0,\, \boldsymbol{x} \in \omega_-
\end{aligned}\right.
}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:3.00003em;vertical-align:-1.25003em;"></span><span class="mord"><span class="mord mathnormal">d</span><span class="mopen">(</span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol">x</span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.31166399999999994em;"><span style="top:-2.5500000000000003em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight">i</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mclose">)</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.02778em;">w</span></span></span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8913309999999999em;"><span style="top:-3.113em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.13889em;">T</span></span></span></span></span></span></span></span><span class="mord"><span class="mord"><span class="mord boldsymbol">x</span></span></span><span class="mspace" style="margin-right:0.2222222222222222em;"></span><span class="mbin">+</span><span class="mspace" style="margin-right:0.2222222222222222em;"></span><span class="mord mathnormal">b</span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="minner"><span class="mopen delimcenter" style="top:0em;"><span class="delimsizing size4">{</span></span><span class="mord"><span class="mtable"><span class="col-align-r"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.7500000000000002em;"><span style="top:-3.75em;"><span class="pstrut" style="height:2.84em;"></span><span class="mord"></span></span><span style="top:-2.25em;"><span class="pstrut" style="height:2.84em;"></span><span class="mord"></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:1.2500000000000002em;"><span></span></span></span></span></span><span class="col-align-l"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.7500000000000002em;"><span style="top:-3.91em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord"></span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">></span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mord">0</span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mord"><span class="mord"><span class="mord boldsymbol">x</span></span></span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">∈</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mord"><span class="mord mathnormal" style="margin-right:0.03588em;">ω</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.25833100000000003em;"><span style="top:-2.5500000000000003em;margin-left:-0.03588em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mbin mtight">+</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.208331em;"><span></span></span></span></span></span></span></span></span><span style="top:-2.41em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord"></span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">≤</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mord">0</span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mord"><span class="mord"><span class="mord boldsymbol">x</span></span></span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">∈</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mord"><span class="mord mathnormal" style="margin-right:0.03588em;">ω</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.25833100000000003em;"><span style="top:-2.5500000000000003em;margin-left:-0.03588em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mbin mtight">−</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.208331em;"><span></span></span></span></span></span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:1.2500000000000002em;"><span></span></span></span></span></span></span></span><span class="mclose nulldelimiter"></span></span></span></span></span></span></span></p>
<h3 class="mume-header" id="%E4%B8%80%E7%A7%8D%E7%BA%BF%E6%80%A7%E5%88%A4%E5%88%AB%E5%87%BD%E6%95%B0%E7%9A%84%E5%8F%82%E6%95%B0%E8%AE%AD%E7%BB%83%E7%AE%97%E6%B3%95">一种线性判别函数的参数训练算法</h3>
<p><s>我也不知道课程PPT上为什么这里叫做感知器算法，尽管他还没有发展到真正意义上的感知器（Percetron）。</s><br>
为了方便将最后的这个常数项<span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi>b</mi></mrow><annotation encoding="application/x-tex">b</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.69444em;vertical-align:0em;"></span><span class="mord mathnormal">b</span></span></span></span>也写成统一的形式，可以将模式向量和权向量写成增广形式，即增广模式向量：</p>
<p><span class="katex-display"><span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML" display="block"><semantics><mrow><mi mathvariant="bold-italic">x</mi><mo>=</mo><mo stretchy="false">[</mo><msub><mi>x</mi><mn>1</mn></msub><mo separator="true">,</mo><msub><mi>x</mi><mn>2</mn></msub><mo separator="true">,</mo><mo>⋯</mo><mtext> </mtext><mo separator="true">,</mo><msub><mi>x</mi><mi>n</mi></msub><mo separator="true">,</mo><mn>1</mn><msup><mo stretchy="false">]</mo><mi>T</mi></msup></mrow><annotation encoding="application/x-tex">\boldsymbol{x}=[x_1,x_2,\cdots,x_n,1]^T</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.44444em;vertical-align:0em;"></span><span class="mord"><span class="mord"><span class="mord boldsymbol">x</span></span></span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span></span><span class="base"><span class="strut" style="height:1.1413309999999999em;vertical-align:-0.25em;"></span><span class="mopen">[</span><span class="mord"><span class="mord mathnormal">x</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.30110799999999993em;"><span style="top:-2.5500000000000003em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">1</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mord"><span class="mord mathnormal">x</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.30110799999999993em;"><span style="top:-2.5500000000000003em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">2</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="minner">⋯</span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mord"><span class="mord mathnormal">x</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.151392em;"><span style="top:-2.5500000000000003em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight">n</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mord">1</span><span class="mclose"><span class="mclose">]</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8913309999999999em;"><span style="top:-3.113em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.13889em;">T</span></span></span></span></span></span></span></span></span></span></span></span></p>
<p>增广权向量：<br>
<span class="katex-display"><span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML" display="block"><semantics><mrow><mi mathvariant="bold-italic">w</mi><mo>=</mo><mo stretchy="false">[</mo><msub><mi>w</mi><mn>1</mn></msub><mo separator="true">,</mo><msub><mi>w</mi><mn>2</mn></msub><mo separator="true">,</mo><mo>⋯</mo><mtext> </mtext><mo separator="true">,</mo><msub><mi>w</mi><mi>n</mi></msub><mo separator="true">,</mo><mi>b</mi><msup><mo stretchy="false">]</mo><mi>T</mi></msup></mrow><annotation encoding="application/x-tex">\boldsymbol{w}=[w_1,w_2,\cdots,w_n, b]^T</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.44444em;vertical-align:0em;"></span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.02778em;">w</span></span></span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span></span><span class="base"><span class="strut" style="height:1.1413309999999999em;vertical-align:-0.25em;"></span><span class="mopen">[</span><span class="mord"><span class="mord mathnormal" style="margin-right:0.02691em;">w</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.30110799999999993em;"><span style="top:-2.5500000000000003em;margin-left:-0.02691em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">1</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mord"><span class="mord mathnormal" style="margin-right:0.02691em;">w</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.30110799999999993em;"><span style="top:-2.5500000000000003em;margin-left:-0.02691em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">2</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="minner">⋯</span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mord"><span class="mord mathnormal" style="margin-right:0.02691em;">w</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.151392em;"><span style="top:-2.5500000000000003em;margin-left:-0.02691em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight">n</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mord mathnormal">b</span><span class="mclose"><span class="mclose">]</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8913309999999999em;"><span style="top:-3.113em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.13889em;">T</span></span></span></span></span></span></span></span></span></span></span></span><br>
感知器算法是通过对已知样本的训练和学习来求得线性判别函数系数的方法。我们知道对于一个模式向量<span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi>x</mi></mrow><annotation encoding="application/x-tex">x</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.43056em;vertical-align:0em;"></span><span class="mord mathnormal">x</span></span></span></span>，应该有：</p>
<p><span class="katex-display"><span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML" display="block"><semantics><mrow><mstyle scriptlevel="0" displaystyle="true"><mrow><mi>d</mi><mo stretchy="false">(</mo><mi>x</mi><mo stretchy="false">)</mo><mo>=</mo><msup><mi mathvariant="bold-italic">w</mi><mi>T</mi></msup><mi mathvariant="bold-italic">x</mi><mrow><mo fence="true">{</mo><mtable rowspacing="0.2500em" columnalign="right left" columnspacing="0em"><mtr><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow></mrow></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow><mrow></mrow><mo>></mo><mn>0</mn><mo separator="true">,</mo><mtext> </mtext><mi>x</mi><mo>∈</mo><msub><mi>ω</mi><mn>1</mn></msub></mrow></mstyle></mtd></mtr><mtr><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow></mrow></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow><mrow></mrow><mo>≤</mo><mn>0</mn><mo separator="true">,</mo><mtext> </mtext><mi>x</mi><mo>∈</mo><msub><mi>ω</mi><mn>2</mn></msub></mrow></mstyle></mtd></mtr></mtable></mrow></mrow></mstyle></mrow><annotation encoding="application/x-tex">\displaystyle{
d(x) = \boldsymbol{w}^T\boldsymbol{x}
\left\{\begin{aligned}
&> 0, \, x \in \omega_1\\
&\leq 0,\, x \in \omega_2
\end{aligned}\right.
}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:3.00003em;vertical-align:-1.25003em;"></span><span class="mord"><span class="mord mathnormal">d</span><span class="mopen">(</span><span class="mord mathnormal">x</span><span class="mclose">)</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.02778em;">w</span></span></span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8913309999999999em;"><span style="top:-3.113em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.13889em;">T</span></span></span></span></span></span></span></span><span class="mord"><span class="mord"><span class="mord boldsymbol">x</span></span></span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="minner"><span class="mopen delimcenter" style="top:0em;"><span class="delimsizing size4">{</span></span><span class="mord"><span class="mtable"><span class="col-align-r"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.7500000000000002em;"><span style="top:-3.75em;"><span class="pstrut" style="height:2.84em;"></span><span class="mord"></span></span><span style="top:-2.25em;"><span class="pstrut" style="height:2.84em;"></span><span class="mord"></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:1.2500000000000002em;"><span></span></span></span></span></span><span class="col-align-l"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.7500000000000002em;"><span style="top:-3.91em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord"></span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">></span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mord">0</span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mord mathnormal">x</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">∈</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mord"><span class="mord mathnormal" style="margin-right:0.03588em;">ω</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.30110799999999993em;"><span style="top:-2.5500000000000003em;margin-left:-0.03588em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">1</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span></span></span><span style="top:-2.41em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord"></span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">≤</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mord">0</span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mord mathnormal">x</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">∈</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mord"><span class="mord mathnormal" style="margin-right:0.03588em;">ω</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.30110799999999993em;"><span style="top:-2.5500000000000003em;margin-left:-0.03588em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">2</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:1.2500000000000002em;"><span></span></span></span></span></span></span></span><span class="mclose nulldelimiter"></span></span></span></span></span></span></span></p>
<p>现在对于训练样本集中的样本<span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><msub><mi mathvariant="bold-italic">x</mi><mi>k</mi></msub></mrow><annotation encoding="application/x-tex">\boldsymbol{x}_k</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.59444em;vertical-align:-0.15em;"></span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol">x</span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.33610799999999996em;"><span style="top:-2.5500000000000003em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span></span></span></span>进行训练求解权向量。记<span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><msub><mi mathvariant="bold-italic">w</mi><mrow><mo stretchy="false">(</mo><mi>i</mi><mo stretchy="false">)</mo></mrow></msub></mrow><annotation encoding="application/x-tex">\boldsymbol{w}_{(i)}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.7996399999999999em;vertical-align:-0.3551999999999999em;"></span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.02778em;">w</span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.34480000000000005em;"><span style="top:-2.5198em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mopen mtight">(</span><span class="mord mathnormal mtight">i</span><span class="mclose mtight">)</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.3551999999999999em;"><span></span></span></span></span></span></span></span></span></span>为第<span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi>i</mi></mrow><annotation encoding="application/x-tex">i</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.65952em;vertical-align:0em;"></span><span class="mord mathnormal">i</span></span></span></span>步迭代时的权向量，若<span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><msub><mi mathvariant="bold-italic">x</mi><mi>k</mi></msub><mo>∈</mo><msub><mi>ω</mi><mn>1</mn></msub></mrow><annotation encoding="application/x-tex">\boldsymbol{x}_k \in \omega_1</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.6891em;vertical-align:-0.15em;"></span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol">x</span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.33610799999999996em;"><span style="top:-2.5500000000000003em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">∈</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span></span><span class="base"><span class="strut" style="height:0.58056em;vertical-align:-0.15em;"></span><span class="mord"><span class="mord mathnormal" style="margin-right:0.03588em;">ω</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.30110799999999993em;"><span style="top:-2.5500000000000003em;margin-left:-0.03588em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">1</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span></span></span></span>，但<span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><msubsup><mi mathvariant="bold-italic">w</mi><mrow><mo stretchy="false">(</mo><mi>i</mi><mo stretchy="false">)</mo></mrow><mi>T</mi></msubsup><msub><mi mathvariant="bold-italic">x</mi><mi>k</mi></msub><mo>≤</mo><mn>0</mn></mrow><annotation encoding="application/x-tex">\boldsymbol{w}_{(i)}^T \boldsymbol{x}_k \leq 0</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1.3383309999999997em;vertical-align:-0.49699999999999994em;"></span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.02778em;">w</span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.8413309999999998em;"><span style="top:-2.378em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mopen mtight">(</span><span class="mord mathnormal mtight">i</span><span class="mclose mtight">)</span></span></span></span><span style="top:-3.063em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.13889em;">T</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.49699999999999994em;"><span></span></span></span></span></span></span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol">x</span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.33610799999999996em;"><span style="top:-2.5500000000000003em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">≤</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span></span><span class="base"><span class="strut" style="height:0.64444em;vertical-align:0em;"></span><span class="mord">0</span></span></span></span>，说明分类器分类错误，下一步迭代中的权向量应修正为：</p>
<p><span class="katex-display"><span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML" display="block"><semantics><mrow><msub><mi mathvariant="bold-italic">w</mi><mrow><mo stretchy="false">(</mo><mi>i</mi><mo>+</mo><mn>1</mn><mo stretchy="false">)</mo></mrow></msub><mo>=</mo><msub><mi mathvariant="bold-italic">w</mi><mrow><mo stretchy="false">(</mo><mi>i</mi><mo stretchy="false">)</mo></mrow></msub><mo>+</mo><mi>C</mi><msub><mi mathvariant="bold-italic">x</mi><mi>k</mi></msub></mrow><annotation encoding="application/x-tex">\boldsymbol{w}_{(i+1)} = \boldsymbol{w}_{(i)} + C\boldsymbol{x}_k</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.7996399999999999em;vertical-align:-0.3551999999999999em;"></span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.02778em;">w</span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.34480000000000005em;"><span style="top:-2.5198em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mopen mtight">(</span><span class="mord mathnormal mtight">i</span><span class="mbin mtight">+</span><span class="mord mtight">1</span><span class="mclose mtight">)</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.3551999999999999em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span></span><span class="base"><span class="strut" style="height:0.9385299999999999em;vertical-align:-0.3551999999999999em;"></span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.02778em;">w</span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.34480000000000005em;"><span style="top:-2.5198em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mopen mtight">(</span><span class="mord mathnormal mtight">i</span><span class="mclose mtight">)</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.3551999999999999em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2222222222222222em;"></span><span class="mbin">+</span><span class="mspace" style="margin-right:0.2222222222222222em;"></span></span><span class="base"><span class="strut" style="height:0.83333em;vertical-align:-0.15em;"></span><span class="mord mathnormal" style="margin-right:0.07153em;">C</span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol">x</span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.33610799999999996em;"><span style="top:-2.5500000000000003em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span></span></span></span></span></p>
<p><span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi>C</mi></mrow><annotation encoding="application/x-tex">C</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.68333em;vertical-align:0em;"></span><span class="mord mathnormal" style="margin-right:0.07153em;">C</span></span></span></span>为校正增量。</p>
<p>若<span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><msub><mi>x</mi><mi>k</mi></msub><mo>∈</mo><msub><mi>ω</mi><mn>2</mn></msub></mrow><annotation encoding="application/x-tex">x_k \in \omega_2</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.6891em;vertical-align:-0.15em;"></span><span class="mord"><span class="mord mathnormal">x</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.33610799999999996em;"><span style="top:-2.5500000000000003em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">∈</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span></span><span class="base"><span class="strut" style="height:0.58056em;vertical-align:-0.15em;"></span><span class="mord"><span class="mord mathnormal" style="margin-right:0.03588em;">ω</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.30110799999999993em;"><span style="top:-2.5500000000000003em;margin-left:-0.03588em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">2</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span></span></span></span>，但<span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><msubsup><mi>w</mi><mrow><mo stretchy="false">(</mo><mi>i</mi><mo stretchy="false">)</mo></mrow><mi>T</mi></msubsup><msub><mi>x</mi><mi>k</mi></msub><mo>></mo><mn>0</mn></mrow><annotation encoding="application/x-tex">w_{(i)}^T x_k > 0</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1.3383309999999997em;vertical-align:-0.49699999999999994em;"></span><span class="mord"><span class="mord mathnormal" style="margin-right:0.02691em;">w</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.8413309999999998em;"><span style="top:-2.378em;margin-left:-0.02691em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mopen mtight">(</span><span class="mord mathnormal mtight">i</span><span class="mclose mtight">)</span></span></span></span><span style="top:-3.063em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.13889em;">T</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.49699999999999994em;"><span></span></span></span></span></span></span><span class="mord"><span class="mord mathnormal">x</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.33610799999999996em;"><span style="top:-2.5500000000000003em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">></span><span class="mspace" style="margin-right:0.2777777777777778em;"></span></span><span class="base"><span class="strut" style="height:0.64444em;vertical-align:0em;"></span><span class="mord">0</span></span></span></span>，同样分类错误，权向量应修正为：</p>
<p><span class="katex-display"><span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML" display="block"><semantics><mrow><msub><mi mathvariant="bold-italic">w</mi><mrow><mo stretchy="false">(</mo><mi>i</mi><mo>+</mo><mn>1</mn><mo stretchy="false">)</mo></mrow></msub><mo>=</mo><msub><mi mathvariant="bold-italic">w</mi><mrow><mo stretchy="false">(</mo><mi>i</mi><mo stretchy="false">)</mo></mrow></msub><mo>−</mo><mi>C</mi><msub><mi mathvariant="bold-italic">x</mi><mi>k</mi></msub></mrow><annotation encoding="application/x-tex">\boldsymbol{w}_{(i+1)} = \boldsymbol{w}_{(i)} - C\boldsymbol{x}_k</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.7996399999999999em;vertical-align:-0.3551999999999999em;"></span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.02778em;">w</span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.34480000000000005em;"><span style="top:-2.5198em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mopen mtight">(</span><span class="mord mathnormal mtight">i</span><span class="mbin mtight">+</span><span class="mord mtight">1</span><span class="mclose mtight">)</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.3551999999999999em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span></span><span class="base"><span class="strut" style="height:0.9385299999999999em;vertical-align:-0.3551999999999999em;"></span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.02778em;">w</span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.34480000000000005em;"><span style="top:-2.5198em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mopen mtight">(</span><span class="mord mathnormal mtight">i</span><span class="mclose mtight">)</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.3551999999999999em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2222222222222222em;"></span><span class="mbin">−</span><span class="mspace" style="margin-right:0.2222222222222222em;"></span></span><span class="base"><span class="strut" style="height:0.83333em;vertical-align:-0.15em;"></span><span class="mord mathnormal" style="margin-right:0.07153em;">C</span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol">x</span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.33610799999999996em;"><span style="top:-2.5500000000000003em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span></span></span></span></span></p>
<p>若分类正确，则权向量保持不变，为：</p>
<p><span class="katex-display"><span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML" display="block"><semantics><mrow><msub><mi mathvariant="bold-italic">w</mi><mrow><mo stretchy="false">(</mo><mi>i</mi><mo>+</mo><mn>1</mn><mo stretchy="false">)</mo></mrow></msub><mo>=</mo><msub><mi mathvariant="bold-italic">w</mi><mrow><mo stretchy="false">(</mo><mi>i</mi><mo stretchy="false">)</mo></mrow></msub></mrow><annotation encoding="application/x-tex">\boldsymbol{w}_{(i+1)} = \boldsymbol{w}_{(i)}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.7996399999999999em;vertical-align:-0.3551999999999999em;"></span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.02778em;">w</span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.34480000000000005em;"><span style="top:-2.5198em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mopen mtight">(</span><span class="mord mathnormal mtight">i</span><span class="mbin mtight">+</span><span class="mord mtight">1</span><span class="mclose mtight">)</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.3551999999999999em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span></span><span class="base"><span class="strut" style="height:0.7996399999999999em;vertical-align:-0.3551999999999999em;"></span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.02778em;">w</span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.34480000000000005em;"><span style="top:-2.5198em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mopen mtight">(</span><span class="mord mathnormal mtight">i</span><span class="mclose mtight">)</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.3551999999999999em;"><span></span></span></span></span></span></span></span></span></span></span></p>
<p>现在对<span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><msubsup><mi>x</mi><mi>k</mi><msup><mrow></mrow><mo mathvariant="normal" lspace="0em" rspace="0em">′</mo></msup></msubsup><mo>∈</mo><msub><mi>ω</mi><mn>2</mn></msub></mrow><annotation encoding="application/x-tex">x_k^{'} \in \omega_2</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1.225588em;vertical-align:-0.2831079999999999em;"></span><span class="mord"><span class="mord mathnormal">x</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.94248em;"><span style="top:-2.4168920000000003em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span><span style="top:-3.063em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight"><span></span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8278285714285715em;"><span style="top:-2.931em;margin-right:0.07142857142857144em;"><span class="pstrut" style="height:2.5em;"></span><span class="sizing reset-size3 size1 mtight"><span class="mord mtight"><span class="mord mtight">′</span></span></span></span></span></span></span></span></span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.2831079999999999em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">∈</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span></span><span class="base"><span class="strut" style="height:0.58056em;vertical-align:-0.15em;"></span><span class="mord"><span class="mord mathnormal" style="margin-right:0.03588em;">ω</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.30110799999999993em;"><span style="top:-2.5500000000000003em;margin-left:-0.03588em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">2</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span></span></span></span>的样本乘以<span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mo stretchy="false">(</mo><mo>−</mo><mn>1</mn><mo stretchy="false">)</mo></mrow><annotation encoding="application/x-tex">(-1)</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mopen">(</span><span class="mord">−</span><span class="mord">1</span><span class="mclose">)</span></span></span></span>，有<span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><msubsup><mi>w</mi><mrow><mo stretchy="false">(</mo><mi>i</mi><mo stretchy="false">)</mo></mrow><mi>T</mi></msubsup><mo stretchy="false">(</mo><mo>−</mo><msubsup><mi mathvariant="bold-italic">x</mi><mi>k</mi><msup><mrow></mrow><mo mathvariant="normal" lspace="0em" rspace="0em">′</mo></msup></msubsup><mo stretchy="false">)</mo><mo><</mo><mn>0</mn></mrow><annotation encoding="application/x-tex">w_{(i)}^T(-\boldsymbol{x}_k^{'}) < 0</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1.4394799999999999em;vertical-align:-0.49699999999999994em;"></span><span class="mord"><span class="mord mathnormal" style="margin-right:0.02691em;">w</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.8413309999999998em;"><span style="top:-2.378em;margin-left:-0.02691em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mopen mtight">(</span><span class="mord mathnormal mtight">i</span><span class="mclose mtight">)</span></span></span></span><span style="top:-3.063em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.13889em;">T</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.49699999999999994em;"><span></span></span></span></span></span></span><span class="mopen">(</span><span class="mord">−</span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol">x</span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.94248em;"><span style="top:-2.4168920000000003em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span><span style="top:-3.063em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight"><span></span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8278285714285715em;"><span style="top:-2.931em;margin-right:0.07142857142857144em;"><span class="pstrut" style="height:2.5em;"></span><span class="sizing reset-size3 size1 mtight"><span class="mord mtight"><span class="mord mtight">′</span></span></span></span></span></span></span></span></span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.2831079999999999em;"><span></span></span></span></span></span></span><span class="mclose">)</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel"><</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span></span><span class="base"><span class="strut" style="height:0.64444em;vertical-align:0em;"></span><span class="mord">0</span></span></span></span>时分类错误，此时权向量修正为：</p>
<p><span class="katex-display"><span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML" display="block"><semantics><mrow><msub><mi mathvariant="bold-italic">w</mi><mrow><mo stretchy="false">(</mo><mi>i</mi><mo>+</mo><mn>1</mn><mo stretchy="false">)</mo></mrow></msub><mo>=</mo><msub><mi mathvariant="bold-italic">w</mi><mrow><mo stretchy="false">(</mo><mi>i</mi><mo stretchy="false">)</mo></mrow></msub><mo>+</mo><mi>C</mi><mo stretchy="false">(</mo><mo>−</mo><msubsup><mi mathvariant="bold-italic">x</mi><mi>k</mi><msup><mrow></mrow><mo mathvariant="normal" lspace="0em" rspace="0em">′</mo></msup></msubsup><mo stretchy="false">)</mo></mrow><annotation encoding="application/x-tex">\boldsymbol{w}_{(i+1)} = \boldsymbol{w}_{(i)} + C(-\boldsymbol{x}_k^{'})</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.7996399999999999em;vertical-align:-0.3551999999999999em;"></span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.02778em;">w</span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.34480000000000005em;"><span style="top:-2.5198em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mopen mtight">(</span><span class="mord mathnormal mtight">i</span><span class="mbin mtight">+</span><span class="mord mtight">1</span><span class="mclose mtight">)</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.3551999999999999em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span></span><span class="base"><span class="strut" style="height:0.9385299999999999em;vertical-align:-0.3551999999999999em;"></span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.02778em;">w</span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.34480000000000005em;"><span style="top:-2.5198em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mopen mtight">(</span><span class="mord mathnormal mtight">i</span><span class="mclose mtight">)</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.3551999999999999em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2222222222222222em;"></span><span class="mbin">+</span><span class="mspace" style="margin-right:0.2222222222222222em;"></span></span><span class="base"><span class="strut" style="height:1.24248em;vertical-align:-0.25em;"></span><span class="mord mathnormal" style="margin-right:0.07153em;">C</span><span class="mopen">(</span><span class="mord">−</span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol">x</span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.9924799999999999em;"><span style="top:-2.4530000000000003em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span><span style="top:-3.113em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight"><span></span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8278285714285715em;"><span style="top:-2.931em;margin-right:0.07142857142857144em;"><span class="pstrut" style="height:2.5em;"></span><span class="sizing reset-size3 size1 mtight"><span class="mord mtight"><span class="mord mtight">′</span></span></span></span></span></span></span></span></span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.247em;"><span></span></span></span></span></span></span><span class="mclose">)</span></span></span></span></span></p>
<p>令<span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><msub><mi>x</mi><mi>k</mi></msub><mo>=</mo><mo>−</mo><msubsup><mi>x</mi><mi>k</mi><msup><mrow></mrow><mo mathvariant="normal" lspace="0em" rspace="0em">′</mo></msup></msubsup></mrow><annotation encoding="application/x-tex">x_k=-x_k^{'}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.58056em;vertical-align:-0.15em;"></span><span class="mord"><span class="mord mathnormal">x</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.33610799999999996em;"><span style="top:-2.5500000000000003em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span></span><span class="base"><span class="strut" style="height:1.225588em;vertical-align:-0.2831079999999999em;"></span><span class="mord">−</span><span class="mord"><span class="mord mathnormal">x</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.94248em;"><span style="top:-2.4168920000000003em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span><span style="top:-3.063em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight"><span></span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8278285714285715em;"><span style="top:-2.931em;margin-right:0.07142857142857144em;"><span class="pstrut" style="height:2.5em;"></span><span class="sizing reset-size3 size1 mtight"><span class="mord mtight"><span class="mord mtight">′</span></span></span></span></span></span></span></span></span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.2831079999999999em;"><span></span></span></span></span></span></span></span></span></span>，可以得到统一的感知器算法表达式：</p>
<p><span class="katex-display"><span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML" display="block"><semantics><mrow><mstyle scriptlevel="0" displaystyle="true"><mrow><msub><mi mathvariant="bold-italic">w</mi><mrow><mo stretchy="false">(</mo><mi>i</mi><mo>+</mo><mn>1</mn><mo stretchy="false">)</mo></mrow></msub><mo>=</mo><mrow><mo fence="true">{</mo><mtable rowspacing="0.2500em" columnalign="right left right left" columnspacing="0em 1em 0em"><mtr><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow></mrow></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow><mrow></mrow><msub><mi mathvariant="bold-italic">w</mi><mrow><mo stretchy="false">(</mo><mi>i</mi><mo stretchy="false">)</mo></mrow></msub></mrow></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="true"><mo separator="true" lspace="0em" rspace="0em">,</mo></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow><mrow></mrow><msubsup><mi mathvariant="bold-italic">w</mi><mrow><mo stretchy="false">(</mo><mi>i</mi><mo stretchy="false">)</mo></mrow><mi>T</mi></msubsup><msub><mi mathvariant="bold-italic">x</mi><mi>k</mi></msub><mo>></mo><mn>0</mn></mrow></mstyle></mtd></mtr><mtr><mtd><mstyle scriptlevel="0" displaystyle="true"><msub><mi mathvariant="bold-italic">w</mi><mrow><mo stretchy="false">(</mo><mi>i</mi><mo stretchy="false">)</mo></mrow></msub></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow><mrow></mrow><mo>+</mo><mi>C</mi><msub><mi mathvariant="bold-italic">x</mi><mi>k</mi></msub></mrow></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="true"><mo separator="true" lspace="0em" rspace="0em">,</mo></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow><mrow></mrow><msubsup><mi mathvariant="bold-italic">w</mi><mrow><mo stretchy="false">(</mo><mi>i</mi><mo stretchy="false">)</mo></mrow><mi>T</mi></msubsup><msub><mi mathvariant="bold-italic">x</mi><mi>k</mi></msub><mo>≤</mo><mn>0</mn></mrow></mstyle></mtd></mtr></mtable></mrow></mrow></mstyle></mrow><annotation encoding="application/x-tex">\displaystyle{
\boldsymbol{w}_{(i+1)} =
\left\{\begin{aligned}
&\boldsymbol{w}_{(i)} &, &\boldsymbol{w}_{(i)}^T\boldsymbol{x}_k > 0\\
\boldsymbol{w}_{(i)} &+ C\boldsymbol{x}_k &, &\boldsymbol{w}_{(i)}^T\boldsymbol{x}_k \leq 0
\end{aligned}\right.
}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:3.2766619999999995em;vertical-align:-1.3883309999999998em;"></span><span class="mord"><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.02778em;">w</span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.34480000000000005em;"><span style="top:-2.5198em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mopen mtight">(</span><span class="mord mathnormal mtight">i</span><span class="mbin mtight">+</span><span class="mord mtight">1</span><span class="mclose mtight">)</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.3551999999999999em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="minner"><span class="mopen delimcenter" style="top:0em;"><span class="delimsizing size4">{</span></span><span class="mord"><span class="mtable"><span class="col-align-r"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.8883309999999998em;"><span style="top:-3.997em;"><span class="pstrut" style="height:3em;"></span><span class="mord"></span></span><span style="top:-2.358669em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.02778em;">w</span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.34480000000000005em;"><span style="top:-2.5198em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mopen mtight">(</span><span class="mord mathnormal mtight">i</span><span class="mclose mtight">)</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.3551999999999999em;"><span></span></span></span></span></span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:1.3883309999999998em;"><span></span></span></span></span></span><span class="col-align-l"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.8883309999999998em;"><span style="top:-3.997em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord"></span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.02778em;">w</span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.34480000000000005em;"><span style="top:-2.5198em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mopen mtight">(</span><span class="mord mathnormal mtight">i</span><span class="mclose mtight">)</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.3551999999999999em;"><span></span></span></span></span></span></span></span></span><span style="top:-2.358669em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord"></span><span class="mspace" style="margin-right:0.2222222222222222em;"></span><span class="mbin">+</span><span class="mspace" style="margin-right:0.2222222222222222em;"></span><span class="mord mathnormal" style="margin-right:0.07153em;">C</span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol">x</span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.33610799999999996em;"><span style="top:-2.5500000000000003em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:1.3883309999999998em;"><span></span></span></span></span></span><span class="arraycolsep" style="width:1em;"></span><span class="col-align-r"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.8883309999999998em;"><span style="top:-3.997em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mpunct">,</span></span></span><span style="top:-2.358669em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mpunct">,</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:1.3883309999999998em;"><span></span></span></span></span></span><span class="col-align-l"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.8883309999999998em;"><span style="top:-3.997em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord"></span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.02778em;">w</span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.8913309999999999em;"><span style="top:-2.428em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mopen mtight">(</span><span class="mord mathnormal mtight">i</span><span class="mclose mtight">)</span></span></span></span><span style="top:-3.113em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.13889em;">T</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.4469999999999999em;"><span></span></span></span></span></span></span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol">x</span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.33610799999999996em;"><span style="top:-2.5500000000000003em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">></span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mord">0</span></span></span><span style="top:-2.358669em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord"></span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.02778em;">w</span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.8913309999999999em;"><span style="top:-2.428em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mopen mtight">(</span><span class="mord mathnormal mtight">i</span><span class="mclose mtight">)</span></span></span></span><span style="top:-3.113em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.13889em;">T</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.4469999999999999em;"><span></span></span></span></span></span></span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol">x</span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.33610799999999996em;"><span style="top:-2.5500000000000003em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">≤</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mord">0</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:1.3883309999999998em;"><span></span></span></span></span></span></span></span><span class="mclose nulldelimiter"></span></span></span></span></span></span></span></p>
<h4 class="mume-header" id="%E4%BF%AE%E6%AD%A3%E6%9D%83%E5%90%91%E9%87%8F%E7%9A%84%E5%87%A0%E4%BD%95%E6%84%8F%E4%B9%89">修正权向量的几何意义</h4>
<h2 class="mume-header" id="%E5%AF%B9%E6%95%B0%E5%87%A0%E7%8E%87%E5%9B%9E%E5%BD%92logistic-regression">对数几率回归（Logistic Regression）</h2>
<h3 class="mume-header" id="%E5%9B%9E%E9%A1%BE%E7%BA%BF%E6%80%A7%E5%9B%9E%E5%BD%92">回顾线性回归</h3>
<p>回归（Regression）是研究两组变量之间关系的统计分析方法。在线性回归（Linear Regression）中我们要做的就是通过一组（<span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi>m</mi></mrow><annotation encoding="application/x-tex">m</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.43056em;vertical-align:0em;"></span><span class="mord mathnormal">m</span></span></span></span>个）已知样本<span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mstyle scriptlevel="0" displaystyle="true"><mrow><mo stretchy="false">{</mo><mo stretchy="false">(</mo><msub><mi mathvariant="bold-italic">x</mi><mn>1</mn></msub><mo separator="true">,</mo><msub><mi>y</mi><mn>1</mn></msub><mo stretchy="false">)</mo><mo separator="true">,</mo><mo stretchy="false">(</mo><msub><mi mathvariant="bold-italic">x</mi><mn>2</mn></msub><mo separator="true">,</mo><msub><mi>y</mi><mn>2</mn></msub><mo stretchy="false">)</mo><mo separator="true">,</mo><mo>⋯</mo><mtext> </mtext><mo separator="true">,</mo><mo stretchy="false">(</mo><msub><mi mathvariant="bold-italic">x</mi><mi>m</mi></msub><mo separator="true">,</mo><msub><mi>y</mi><mi>m</mi></msub><mo stretchy="false">)</mo><mo stretchy="false">}</mo></mrow></mstyle></mrow><annotation encoding="application/x-tex">\displaystyle{\{ (\boldsymbol{x}_1,y_1), (\boldsymbol{x}_2,y_2), \cdots, (\boldsymbol{x}_m,y_m) \}}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mord"><span class="mopen">{(</span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol">x</span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.30110799999999993em;"><span style="top:-2.5500000000000003em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">1</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mord"><span class="mord mathnormal" style="margin-right:0.03588em;">y</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.30110799999999993em;"><span style="top:-2.5500000000000003em;margin-left:-0.03588em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">1</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mclose">)</span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mopen">(</span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol">x</span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.30110799999999993em;"><span style="top:-2.5500000000000003em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">2</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mord"><span class="mord mathnormal" style="margin-right:0.03588em;">y</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.30110799999999993em;"><span style="top:-2.5500000000000003em;margin-left:-0.03588em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">2</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mclose">)</span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="minner">⋯</span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mopen">(</span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol">x</span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.151392em;"><span style="top:-2.5500000000000003em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight">m</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mord"><span class="mord mathnormal" style="margin-right:0.03588em;">y</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.151392em;"><span style="top:-2.5500000000000003em;margin-left:-0.03588em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight">m</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mclose">)}</span></span></span></span></span>求得线性模型的最佳（某种意义上的）参数估计值<span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mo stretchy="false">(</mo><msup><mi>w</mi><mo>∗</mo></msup><mo separator="true">,</mo><msup><mi>b</mi><mo>∗</mo></msup><mo stretchy="false">)</mo></mrow><annotation encoding="application/x-tex">(w^*,b^*)</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mopen">(</span><span class="mord"><span class="mord mathnormal" style="margin-right:0.02691em;">w</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.688696em;"><span style="top:-3.063em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mbin mtight">∗</span></span></span></span></span></span></span></span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mord"><span class="mord mathnormal">b</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.688696em;"><span style="top:-3.063em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mbin mtight">∗</span></span></span></span></span></span></span></span><span class="mclose">)</span></span></span></span>，以尽可能准确的预测输出。</p>
<p>记一个<span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi>d</mi></mrow><annotation encoding="application/x-tex">d</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.69444em;vertical-align:0em;"></span><span class="mord mathnormal">d</span></span></span></span>维空间中的某一个样本为<span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><msub><mi mathvariant="bold-italic">x</mi><mi>i</mi></msub><mo>=</mo><mo stretchy="false">[</mo><msub><mi>x</mi><mrow><mi>i</mi><mn>1</mn></mrow></msub><mo separator="true">,</mo><msub><mi>x</mi><mrow><mi>i</mi><mn>2</mn></mrow></msub><mo separator="true">,</mo><mo>⋯</mo><mtext> </mtext><mo separator="true">,</mo><msub><mi>x</mi><mrow><mi>i</mi><mi>d</mi></mrow></msub><msup><mo stretchy="false">]</mo><mi>T</mi></msup></mrow><annotation encoding="application/x-tex">\boldsymbol{x}_i=[x_{i1},x_{i2},\cdots,x_{id}]^T</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.59444em;vertical-align:-0.15em;"></span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol">x</span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.31166399999999994em;"><span style="top:-2.5500000000000003em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight">i</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span></span><span class="base"><span class="strut" style="height:1.0913309999999998em;vertical-align:-0.25em;"></span><span class="mopen">[</span><span class="mord"><span class="mord mathnormal">x</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.31166399999999994em;"><span style="top:-2.5500000000000003em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">i</span><span class="mord mtight">1</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mord"><span class="mord mathnormal">x</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.31166399999999994em;"><span style="top:-2.5500000000000003em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">i</span><span class="mord mtight">2</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="minner">⋯</span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mord"><span class="mord mathnormal">x</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.33610799999999996em;"><span style="top:-2.5500000000000003em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">i</span><span class="mord mathnormal mtight">d</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mclose"><span class="mclose">]</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8413309999999999em;"><span style="top:-3.063em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.13889em;">T</span></span></span></span></span></span></span></span></span></span></span>，样本共有<span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi>m</mi></mrow><annotation encoding="application/x-tex">m</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.43056em;vertical-align:0em;"></span><span class="mord mathnormal">m</span></span></span></span>个，权向量<span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi mathvariant="bold-italic">w</mi><mo>=</mo><mo stretchy="false">[</mo><msub><mi>w</mi><mn>1</mn></msub><mo separator="true">,</mo><msub><mi>w</mi><mn>2</mn></msub><mo separator="true">,</mo><mo>⋯</mo><mtext> </mtext><mo separator="true">,</mo><msub><mi>w</mi><mi>d</mi></msub><msup><mo stretchy="false">]</mo><mi>T</mi></msup></mrow><annotation encoding="application/x-tex">\boldsymbol{w}=[w_1,w_2,\cdots,w_d]^T</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.44444em;vertical-align:0em;"></span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.02778em;">w</span></span></span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span></span><span class="base"><span class="strut" style="height:1.0913309999999998em;vertical-align:-0.25em;"></span><span class="mopen">[</span><span class="mord"><span class="mord mathnormal" style="margin-right:0.02691em;">w</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.30110799999999993em;"><span style="top:-2.5500000000000003em;margin-left:-0.02691em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">1</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mord"><span class="mord mathnormal" style="margin-right:0.02691em;">w</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.30110799999999993em;"><span style="top:-2.5500000000000003em;margin-left:-0.02691em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">2</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="minner">⋯</span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mord"><span class="mord mathnormal" style="margin-right:0.02691em;">w</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.33610799999999996em;"><span style="top:-2.5500000000000003em;margin-left:-0.02691em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight">d</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mclose"><span class="mclose">]</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8413309999999999em;"><span style="top:-3.063em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.13889em;">T</span></span></span></span></span></span></span></span></span></span></span>，线性回归模型为：</p>
<p><span class="katex-display"><span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML" display="block"><semantics><mrow><mstyle scriptlevel="0" displaystyle="true"><mtable rowspacing="0.2500em" columnalign="right left" columnspacing="0em"><mtr><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow><mi>f</mi><mo stretchy="false">(</mo><msub><mi>x</mi><mi>i</mi></msub><mo stretchy="false">)</mo></mrow></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow><mrow></mrow><mo>=</mo><msub><mi>w</mi><mn>1</mn></msub><msub><mi>x</mi><mrow><mi>i</mi><mn>1</mn></mrow></msub><mo>+</mo><msub><mi>w</mi><mn>2</mn></msub><msub><mi>x</mi><mrow><mi>i</mi><mn>2</mn></mrow></msub><mo>+</mo><mo>⋯</mo><mo>+</mo><msub><mi>w</mi><mi>d</mi></msub><msub><mi>x</mi><mrow><mi>i</mi><mi>d</mi></mrow></msub><mo>+</mo><mi>b</mi></mrow></mstyle></mtd></mtr><mtr><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow></mrow></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow><mrow></mrow><mo>=</mo><msup><mi mathvariant="bold-italic">w</mi><mi>T</mi></msup><mi mathvariant="bold-italic">x</mi><mo>+</mo><mi>b</mi><mo>≃</mo><msub><mi>y</mi><mi>i</mi></msub></mrow></mstyle></mtd></mtr></mtable></mstyle></mrow><annotation encoding="application/x-tex">\displaystyle{\begin{aligned}
f(x_i) &= w_1x_{i1} + w_2x_{i2} + \cdots +w_dx_{id} + b\\
&= \boldsymbol{w}^T\boldsymbol{x}+b \simeq y_i
\end{aligned}}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:3.0513310000000002em;vertical-align:-1.2756655000000001em;"></span><span class="mord"><span class="mord"><span class="mtable"><span class="col-align-r"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.7756655000000001em;"><span style="top:-3.9356655em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord mathnormal" style="margin-right:0.10764em;">f</span><span class="mopen">(</span><span class="mord"><span class="mord mathnormal">x</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.31166399999999994em;"><span style="top:-2.5500000000000003em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight">i</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mclose">)</span></span></span><span style="top:-2.3843345em;"><span class="pstrut" style="height:3em;"></span><span class="mord"></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:1.2756655000000001em;"><span></span></span></span></span></span><span class="col-align-l"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.7756655000000001em;"><span style="top:-3.9356655em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord"></span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mord"><span class="mord mathnormal" style="margin-right:0.02691em;">w</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.30110799999999993em;"><span style="top:-2.5500000000000003em;margin-left:-0.02691em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">1</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mord"><span class="mord mathnormal">x</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.31166399999999994em;"><span style="top:-2.5500000000000003em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">i</span><span class="mord mtight">1</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2222222222222222em;"></span><span class="mbin">+</span><span class="mspace" style="margin-right:0.2222222222222222em;"></span><span class="mord"><span class="mord mathnormal" style="margin-right:0.02691em;">w</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.30110799999999993em;"><span style="top:-2.5500000000000003em;margin-left:-0.02691em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">2</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mord"><span class="mord mathnormal">x</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.31166399999999994em;"><span style="top:-2.5500000000000003em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">i</span><span class="mord mtight">2</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2222222222222222em;"></span><span class="mbin">+</span><span class="mspace" style="margin-right:0.2222222222222222em;"></span><span class="minner">⋯</span><span class="mspace" style="margin-right:0.2222222222222222em;"></span><span class="mbin">+</span><span class="mspace" style="margin-right:0.2222222222222222em;"></span><span class="mord"><span class="mord mathnormal" style="margin-right:0.02691em;">w</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.33610799999999996em;"><span style="top:-2.5500000000000003em;margin-left:-0.02691em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight">d</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mord"><span class="mord mathnormal">x</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.33610799999999996em;"><span style="top:-2.5500000000000003em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">i</span><span class="mord mathnormal mtight">d</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2222222222222222em;"></span><span class="mbin">+</span><span class="mspace" style="margin-right:0.2222222222222222em;"></span><span class="mord mathnormal">b</span></span></span><span style="top:-2.3843345em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord"></span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.02778em;">w</span></span></span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8913309999999999em;"><span style="top:-3.113em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.13889em;">T</span></span></span></span></span></span></span></span><span class="mord"><span class="mord"><span class="mord boldsymbol">x</span></span></span><span class="mspace" style="margin-right:0.2222222222222222em;"></span><span class="mbin">+</span><span class="mspace" style="margin-right:0.2222222222222222em;"></span><span class="mord mathnormal">b</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">≃</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mord"><span class="mord mathnormal" style="margin-right:0.03588em;">y</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.31166399999999994em;"><span style="top:-2.5500000000000003em;margin-left:-0.03588em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight">i</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:1.2756655000000001em;"><span></span></span></span></span></span></span></span></span></span></span></span></span></p>
<p>参数估计值<span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mo stretchy="false">(</mo><msup><mi mathvariant="bold-italic">w</mi><mo>∗</mo></msup><mo separator="true">,</mo><msup><mi>b</mi><mo>∗</mo></msup><mo stretchy="false">)</mo></mrow><annotation encoding="application/x-tex">(\boldsymbol{w}^*,b^*)</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mopen">(</span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.02778em;">w</span></span></span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.688696em;"><span style="top:-3.063em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mbin mtight">∗</span></span></span></span></span></span></span></span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mord"><span class="mord mathnormal">b</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.688696em;"><span style="top:-3.063em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mbin mtight">∗</span></span></span></span></span></span></span></span><span class="mclose">)</span></span></span></span>可以用最小二乘法（Least squared method），有均方误差<span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi>E</mi></mrow><annotation encoding="application/x-tex">E</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.68333em;vertical-align:0em;"></span><span class="mord mathnormal" style="margin-right:0.05764em;">E</span></span></span></span>，求<span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mo stretchy="false">(</mo><msup><mi mathvariant="bold-italic">w</mi><mo>∗</mo></msup><mo separator="true">,</mo><msup><mi>b</mi><mo>∗</mo></msup><mo stretchy="false">)</mo></mrow><annotation encoding="application/x-tex">(\boldsymbol{w}^*,b^*)</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mopen">(</span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.02778em;">w</span></span></span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.688696em;"><span style="top:-3.063em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mbin mtight">∗</span></span></span></span></span></span></span></span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mord"><span class="mord mathnormal">b</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.688696em;"><span style="top:-3.063em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mbin mtight">∗</span></span></span></span></span></span></span></span><span class="mclose">)</span></span></span></span>使其最小，即：</p>
<p><span class="katex-display"><span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML" display="block"><semantics><mrow><mstyle scriptlevel="0" displaystyle="true"><mrow><mi>E</mi><mo stretchy="false">(</mo><mi mathvariant="bold-italic">w</mi><mo separator="true">,</mo><mi>b</mi><mo stretchy="false">)</mo><mo>=</mo><munderover><mo>∑</mo><mrow><mi>i</mi><mo>=</mo><mn>1</mn></mrow><mi>m</mi></munderover><mo stretchy="false">(</mo><mi>f</mi><mo stretchy="false">(</mo><msub><mi>x</mi><mi>i</mi></msub><mo stretchy="false">)</mo><mo>−</mo><msub><mi>y</mi><mi>i</mi></msub><msup><mo stretchy="false">)</mo><mn>2</mn></msup></mrow></mstyle></mrow><annotation encoding="application/x-tex">\displaystyle{
E(\boldsymbol{w},b)=\sum_{i=1}^{m}(f(x_i)-y_i)^2
}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:2.929066em;vertical-align:-1.277669em;"></span><span class="mord"><span class="mord mathnormal" style="margin-right:0.05764em;">E</span><span class="mopen">(</span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.02778em;">w</span></span></span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mord mathnormal">b</span><span class="mclose">)</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mop op-limits"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.6513970000000002em;"><span style="top:-1.872331em;margin-left:0em;"><span class="pstrut" style="height:3.05em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">i</span><span class="mrel mtight">=</span><span class="mord mtight">1</span></span></span></span><span style="top:-3.050005em;"><span class="pstrut" style="height:3.05em;"></span><span><span class="mop op-symbol large-op">∑</span></span></span><span style="top:-4.3000050000000005em;margin-left:0em;"><span class="pstrut" style="height:3.05em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">m</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:1.277669em;"><span></span></span></span></span></span><span class="mopen">(</span><span class="mord mathnormal" style="margin-right:0.10764em;">f</span><span class="mopen">(</span><span class="mord"><span class="mord mathnormal">x</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.31166399999999994em;"><span style="top:-2.5500000000000003em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight">i</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mclose">)</span><span class="mspace" style="margin-right:0.2222222222222222em;"></span><span class="mbin">−</span><span class="mspace" style="margin-right:0.2222222222222222em;"></span><span class="mord"><span class="mord mathnormal" style="margin-right:0.03588em;">y</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.31166399999999994em;"><span style="top:-2.5500000000000003em;margin-left:-0.03588em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight">i</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mclose"><span class="mclose">)</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8641079999999999em;"><span style="top:-3.113em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">2</span></span></span></span></span></span></span></span></span></span></span></span></span></p>
<p><span class="katex-display"><span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML" display="block"><semantics><mrow><mstyle scriptlevel="0" displaystyle="true"><mrow><mo stretchy="false">(</mo><msup><mi>w</mi><mo>∗</mo></msup><mo separator="true">,</mo><msup><mi>b</mi><mo>∗</mo></msup><mo stretchy="false">)</mo><mo>=</mo><munder><mo><mi mathvariant="normal">arg min</mi><mo>⁡</mo></mo><mrow><mi mathvariant="bold-italic">w</mi><mo separator="true">,</mo><mi>b</mi></mrow></munder><mi>E</mi><mo stretchy="false">(</mo><mi mathvariant="bold-italic">w</mi><mo separator="true">,</mo><mi>b</mi><mo stretchy="false">)</mo></mrow></mstyle></mrow><annotation encoding="application/x-tex">\displaystyle{
(w^*,b^*) = \mathop{\argmin}\limits_{\boldsymbol{w},b} E(\boldsymbol{w},b)
}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1.8326559999999998em;vertical-align:-1.0826559999999998em;"></span><span class="mord"><span class="mopen">(</span><span class="mord"><span class="mord mathnormal" style="margin-right:0.02691em;">w</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.738696em;"><span style="top:-3.113em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mbin mtight">∗</span></span></span></span></span></span></span></span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mord"><span class="mord mathnormal">b</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.738696em;"><span style="top:-3.113em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mbin mtight">∗</span></span></span></span></span></span></span></span><span class="mclose">)</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mop op-limits"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.6678600000000001em;"><span style="top:-2.153452em;margin-left:0em;"><span class="pstrut" style="height:3em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight"><span class="mord mtight"><span class="mord boldsymbol mtight" style="margin-right:0.02778em;">w</span></span></span><span class="mpunct mtight">,</span><span class="mord mathnormal mtight">b</span></span></span></span><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span><span class="mop"><span class="mop"><span class="mord mathrm" style="margin-right:0.01389em;">arg</span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mord mathrm">min</span></span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:1.0826559999999998em;"><span></span></span></span></span></span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mord mathnormal" style="margin-right:0.05764em;">E</span><span class="mopen">(</span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.02778em;">w</span></span></span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mord mathnormal">b</span><span class="mclose">)</span></span></span></span></span></span></p>
<p><span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><msup><mi mathvariant="bold-italic">w</mi><mo>∗</mo></msup></mrow><annotation encoding="application/x-tex">\boldsymbol{w}^*</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.688696em;vertical-align:0em;"></span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.02778em;">w</span></span></span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.688696em;"><span style="top:-3.063em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mbin mtight">∗</span></span></span></span></span></span></span></span></span></span></span>和<span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><msup><mi>b</mi><mo>∗</mo></msup></mrow><annotation encoding="application/x-tex">b^*</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.69444em;vertical-align:0em;"></span><span class="mord"><span class="mord mathnormal">b</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.688696em;"><span style="top:-3.063em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mbin mtight">∗</span></span></span></span></span></span></span></span></span></span></span>是有闭式（closed-form）解的。求解:</p>
<p><span class="katex-display"><span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML" display="block"><semantics><mrow><mstyle scriptlevel="0" displaystyle="true"><mtable rowspacing="0.2500em" columnalign="right" columnspacing><mtr><mtd><mstyle scriptlevel="0" displaystyle="true"><mfrac><mrow><mi mathvariant="normal">∂</mi><mi>E</mi></mrow><mrow><mi mathvariant="normal">∂</mi><mi>w</mi></mrow></mfrac></mstyle></mtd></mtr></mtable></mstyle></mrow><annotation encoding="application/x-tex">\displaystyle{\begin{aligned}
\frac{\partial{E}}{\partial{w}}
\end{aligned}}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:2.35744em;vertical-align:-0.9287200000000001em;"></span><span class="mord"><span class="mord"><span class="mtable"><span class="col-align-r"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.4287199999999998em;"><span style="top:-3.4287199999999998em;"><span class="pstrut" style="height:3.3714399999999998em;"></span><span class="mord"><span class="mord"><span class="mopen nulldelimiter"></span><span class="mfrac"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.37144em;"><span style="top:-2.314em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord" style="margin-right:0.05556em;">∂</span><span class="mord"><span class="mord mathnormal" style="margin-right:0.02691em;">w</span></span></span></span><span style="top:-3.23em;"><span class="pstrut" style="height:3em;"></span><span class="frac-line" style="border-bottom-width:0.04em;"></span></span><span style="top:-3.677em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord" style="margin-right:0.05556em;">∂</span><span class="mord"><span class="mord mathnormal" style="margin-right:0.05764em;">E</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.686em;"><span></span></span></span></span></span><span class="mclose nulldelimiter"></span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.9287200000000001em;"><span></span></span></span></span></span></span></span></span></span></span></span></span></p>
<h3 class="mume-header" id="%E5%AF%B9%E6%95%B0%E5%87%A0%E7%8E%87%E5%9B%9E%E5%BD%92logistic-regression-1">对数几率回归（Logistic Regression）</h3>
<p>如果我们希望回归完成的不是<span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi>f</mi><mo>:</mo><mi><msub><mi mathvariant="bold-italic">x</mi><mi mathvariant="bold-italic">i</mi></msub></mi><mo>→</mo><msub><mi>y</mi><mi>i</mi></msub></mrow><annotation encoding="application/x-tex">f:\boldsymbol{x_i} \rightarrow y_i</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.8888799999999999em;vertical-align:-0.19444em;"></span><span class="mord mathnormal" style="margin-right:0.10764em;">f</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">:</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span></span><span class="base"><span class="strut" style="height:0.59444em;vertical-align:-0.15em;"></span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol">x</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.33528199999999997em;"><span style="top:-2.5500000000000003em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord boldsymbol mtight">i</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">→</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span></span><span class="base"><span class="strut" style="height:0.625em;vertical-align:-0.19444em;"></span><span class="mord"><span class="mord mathnormal" style="margin-right:0.03588em;">y</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.31166399999999994em;"><span style="top:-2.5500000000000003em;margin-left:-0.03588em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight">i</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span></span></span></span>，而是与<span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi>y</mi></mrow><annotation encoding="application/x-tex">y</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.625em;vertical-align:-0.19444em;"></span><span class="mord mathnormal" style="margin-right:0.03588em;">y</span></span></span></span>相关的信息。比如如果有两类<span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><msub><mi>ω</mi><mo>+</mo></msub><mo separator="true">,</mo><msub><mi>ω</mi><mo>−</mo></msub></mrow><annotation encoding="application/x-tex">\omega_+,\omega_-</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.638891em;vertical-align:-0.208331em;"></span><span class="mord"><span class="mord mathnormal" style="margin-right:0.03588em;">ω</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.25833100000000003em;"><span style="top:-2.5500000000000003em;margin-left:-0.03588em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mbin mtight">+</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.208331em;"><span></span></span></span></span></span></span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mord"><span class="mord mathnormal" style="margin-right:0.03588em;">ω</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.25833100000000003em;"><span style="top:-2.5500000000000003em;margin-left:-0.03588em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mbin mtight">−</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.208331em;"><span></span></span></span></span></span></span></span></span></span>，有</p>
<p><span class="katex-display"><span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML" display="block"><semantics><mrow><mo fence="true">{</mo><mtable rowspacing="0.2500em" columnalign="right left right" columnspacing="0em 1em"><mtr><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow></mrow></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow><mrow></mrow><mi><msub><mi mathvariant="bold-italic">x</mi><mi mathvariant="bold-italic">i</mi></msub></mi><mo>∈</mo><msub><mi>ω</mi><mo>+</mo></msub><mo separator="true">,</mo></mrow></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow><msub><mi>y</mi><mi>i</mi></msub><mo>></mo><mn>0</mn></mrow></mstyle></mtd></mtr><mtr><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow></mrow></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow><mrow></mrow><mi><msub><mi mathvariant="bold-italic">x</mi><mi mathvariant="bold-italic">i</mi></msub></mi><mo>∈</mo><msub><mi>ω</mi><mo>−</mo></msub><mo separator="true">,</mo></mrow></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow><msub><mi>y</mi><mi>i</mi></msub><mo><</mo><mn>0</mn></mrow></mstyle></mtd></mtr></mtable></mrow><annotation encoding="application/x-tex">\left\{\begin{aligned}
&\boldsymbol{x_i} \in \omega_+ , &y_i>0 \\
&\boldsymbol{x_i} \in \omega_- , &y_i<0
\end{aligned}\right.</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:3.00003em;vertical-align:-1.25003em;"></span><span class="minner"><span class="mopen delimcenter" style="top:0em;"><span class="delimsizing size4">{</span></span><span class="mord"><span class="mtable"><span class="col-align-r"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.7500000000000002em;"><span style="top:-3.75em;"><span class="pstrut" style="height:2.84em;"></span><span class="mord"></span></span><span style="top:-2.25em;"><span class="pstrut" style="height:2.84em;"></span><span class="mord"></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:1.2500000000000002em;"><span></span></span></span></span></span><span class="col-align-l"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.7500000000000002em;"><span style="top:-3.91em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord"></span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol">x</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.33528199999999997em;"><span style="top:-2.5500000000000003em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord boldsymbol mtight">i</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">∈</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mord"><span class="mord mathnormal" style="margin-right:0.03588em;">ω</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.25833100000000003em;"><span style="top:-2.5500000000000003em;margin-left:-0.03588em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mbin mtight">+</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.208331em;"><span></span></span></span></span></span></span><span class="mpunct">,</span></span></span><span style="top:-2.41em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord"></span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol">x</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.33528199999999997em;"><span style="top:-2.5500000000000003em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord boldsymbol mtight">i</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">∈</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mord"><span class="mord mathnormal" style="margin-right:0.03588em;">ω</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.25833100000000003em;"><span style="top:-2.5500000000000003em;margin-left:-0.03588em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mbin mtight">−</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.208331em;"><span></span></span></span></span></span></span><span class="mpunct">,</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:1.2500000000000002em;"><span></span></span></span></span></span><span class="arraycolsep" style="width:1em;"></span><span class="col-align-r"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.7500000000000002em;"><span style="top:-3.91em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord"><span class="mord mathnormal" style="margin-right:0.03588em;">y</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.31166399999999994em;"><span style="top:-2.5500000000000003em;margin-left:-0.03588em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight">i</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">></span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mord">0</span></span></span><span style="top:-2.41em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord"><span class="mord mathnormal" style="margin-right:0.03588em;">y</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.31166399999999994em;"><span style="top:-2.5500000000000003em;margin-left:-0.03588em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight">i</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel"><</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mord">0</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:1.2500000000000002em;"><span></span></span></span></span></span></span></span><span class="mclose nulldelimiter"></span></span></span></span></span></span></p>
<p>我们希望将<span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mo stretchy="false">(</mo><mo>−</mo><mi mathvariant="normal">∞</mi><mo separator="true">,</mo><mi mathvariant="normal">∞</mi><mo stretchy="false">)</mo></mrow><annotation encoding="application/x-tex">(-\infty,\infty)</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mopen">(</span><span class="mord">−</span><span class="mord">∞</span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mord">∞</span><span class="mclose">)</span></span></span></span>的值压缩成两个标签<span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mo stretchy="false">{</mo><mn>0</mn><mo separator="true">,</mo><mn>1</mn><mo stretchy="false">}</mo></mrow><annotation encoding="application/x-tex">\{0,1\}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mopen">{</span><span class="mord">0</span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mord">1</span><span class="mclose">}</span></span></span></span>上</p>
<p><span class="katex-display"><span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML" display="block"><semantics><mrow><mo fence="true">{</mo><mtable rowspacing="0.2500em" columnalign="right left right" columnspacing="0em 1em"><mtr><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow></mrow></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow><mrow></mrow><mi><msub><mi mathvariant="bold-italic">x</mi><mi mathvariant="bold-italic">i</mi></msub></mi><mo>∈</mo><msub><mi>ω</mi><mo>+</mo></msub><mo separator="true">,</mo></mrow></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow><mi>f</mi><mo stretchy="false">(</mo><msub><mi mathvariant="bold-italic">x</mi><mi>i</mi></msub><mo stretchy="false">)</mo><mo>=</mo><mn>1</mn></mrow></mstyle></mtd></mtr><mtr><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow></mrow></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow><mrow></mrow><mi><msub><mi mathvariant="bold-italic">x</mi><mi mathvariant="bold-italic">i</mi></msub></mi><mo>∈</mo><msub><mi>ω</mi><mo>−</mo></msub><mo separator="true">,</mo></mrow></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow><mi>f</mi><mo stretchy="false">(</mo><msub><mi mathvariant="bold-italic">x</mi><mi>i</mi></msub><mo stretchy="false">)</mo><mo>=</mo><mn>0</mn></mrow></mstyle></mtd></mtr></mtable></mrow><annotation encoding="application/x-tex">\left\{\begin{aligned}
&\boldsymbol{x_i} \in \omega_+, &f(\boldsymbol{x}_i)=1 \\
&\boldsymbol{x_i} \in \omega_-, &f(\boldsymbol{x}_i)=0
\end{aligned}\right.</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:3.00003em;vertical-align:-1.25003em;"></span><span class="minner"><span class="mopen delimcenter" style="top:0em;"><span class="delimsizing size4">{</span></span><span class="mord"><span class="mtable"><span class="col-align-r"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.7500000000000002em;"><span style="top:-3.75em;"><span class="pstrut" style="height:2.84em;"></span><span class="mord"></span></span><span style="top:-2.25em;"><span class="pstrut" style="height:2.84em;"></span><span class="mord"></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:1.2500000000000002em;"><span></span></span></span></span></span><span class="col-align-l"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.7500000000000002em;"><span style="top:-3.91em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord"></span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol">x</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.33528199999999997em;"><span style="top:-2.5500000000000003em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord boldsymbol mtight">i</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">∈</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mord"><span class="mord mathnormal" style="margin-right:0.03588em;">ω</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.25833100000000003em;"><span style="top:-2.5500000000000003em;margin-left:-0.03588em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mbin mtight">+</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.208331em;"><span></span></span></span></span></span></span><span class="mpunct">,</span></span></span><span style="top:-2.41em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord"></span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol">x</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.33528199999999997em;"><span style="top:-2.5500000000000003em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord boldsymbol mtight">i</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">∈</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mord"><span class="mord mathnormal" style="margin-right:0.03588em;">ω</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.25833100000000003em;"><span style="top:-2.5500000000000003em;margin-left:-0.03588em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mbin mtight">−</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.208331em;"><span></span></span></span></span></span></span><span class="mpunct">,</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:1.2500000000000002em;"><span></span></span></span></span></span><span class="arraycolsep" style="width:1em;"></span><span class="col-align-r"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.7500000000000002em;"><span style="top:-3.91em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord mathnormal" style="margin-right:0.10764em;">f</span><span class="mopen">(</span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol">x</span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.31166399999999994em;"><span style="top:-2.5500000000000003em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight">i</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mclose">)</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mord">1</span></span></span><span style="top:-2.41em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord mathnormal" style="margin-right:0.10764em;">f</span><span class="mopen">(</span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol">x</span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.31166399999999994em;"><span style="top:-2.5500000000000003em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight">i</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mclose">)</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mord">0</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:1.2500000000000002em;"><span></span></span></span></span></span></span></span><span class="mclose nulldelimiter"></span></span></span></span></span></span></p>
<p>当<span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><msub><mi>x</mi><mi>i</mi></msub></mrow><annotation encoding="application/x-tex">x_i</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.58056em;vertical-align:-0.15em;"></span><span class="mord"><span class="mord mathnormal">x</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.31166399999999994em;"><span style="top:-2.5500000000000003em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight">i</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span></span></span></span>属于正类时，输出值为1；当<span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><msub><mi>x</mi><mi>i</mi></msub></mrow><annotation encoding="application/x-tex">x_i</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.58056em;vertical-align:-0.15em;"></span><span class="mord"><span class="mord mathnormal">x</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.31166399999999994em;"><span style="top:-2.5500000000000003em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight">i</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span></span></span></span>属于负类时，输出值为0（临界值任意判别），我们可以寻找一个新的函数使标签<span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi>y</mi><mo>=</mo><mi>g</mi><mo stretchy="false">(</mo><mi>z</mi><mo stretchy="false">)</mo><mo>=</mo><mi>g</mi><mo stretchy="false">(</mo><msup><mi mathvariant="bold-italic">w</mi><mi>T</mi></msup><mi mathvariant="bold-italic">x</mi><mo>+</mo><mi>b</mi><mo stretchy="false">)</mo></mrow><annotation encoding="application/x-tex">y=g(z)=g(\boldsymbol{w}^T\boldsymbol{x}+b)</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.625em;vertical-align:-0.19444em;"></span><span class="mord mathnormal" style="margin-right:0.03588em;">y</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span></span><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mord mathnormal" style="margin-right:0.03588em;">g</span><span class="mopen">(</span><span class="mord mathnormal" style="margin-right:0.04398em;">z</span><span class="mclose">)</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span></span><span class="base"><span class="strut" style="height:1.0913309999999998em;vertical-align:-0.25em;"></span><span class="mord mathnormal" style="margin-right:0.03588em;">g</span><span class="mopen">(</span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.02778em;">w</span></span></span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8413309999999999em;"><span style="top:-3.063em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.13889em;">T</span></span></span></span></span></span></span></span><span class="mord"><span class="mord"><span class="mord boldsymbol">x</span></span></span><span class="mspace" style="margin-right:0.2222222222222222em;"></span><span class="mbin">+</span><span class="mspace" style="margin-right:0.2222222222222222em;"></span></span><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mord mathnormal">b</span><span class="mclose">)</span></span></span></span>，有<span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi>y</mi><mo>∈</mo><mo stretchy="false">{</mo><mn>0</mn><mo separator="true">,</mo><mn>1</mn><mo stretchy="false">}</mo></mrow><annotation encoding="application/x-tex">y \in \{0,1\}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.7335400000000001em;vertical-align:-0.19444em;"></span><span class="mord mathnormal" style="margin-right:0.03588em;">y</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">∈</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span></span><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mopen">{</span><span class="mord">0</span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mord">1</span><span class="mclose">}</span></span></span></span>。该模型称为广义线性模型，<span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi>g</mi><mo stretchy="false">(</mo><mo>⋅</mo><mo stretchy="false">)</mo></mrow><annotation encoding="application/x-tex">g(\cdot)</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mord mathnormal" style="margin-right:0.03588em;">g</span><span class="mopen">(</span><span class="mord">⋅</span><span class="mclose">)</span></span></span></span>称为联系函数。</p>
<p>一个比较容易想到的的能完成上述任务的函数是：</p>
<p><span class="katex-display"><span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML" display="block"><semantics><mrow><mstyle scriptlevel="0" displaystyle="true"><mrow><mi>g</mi><mo stretchy="false">(</mo><mi>z</mi><mo stretchy="false">)</mo><mo>=</mo><mfrac><mn>1</mn><mn>2</mn></mfrac><mi>s</mi><mi>g</mi><mi>n</mi><mo stretchy="false">(</mo><mi>z</mi><mo stretchy="false">)</mo><mo>+</mo><mfrac><mn>1</mn><mn>2</mn></mfrac><mo>=</mo><mrow><mo fence="true">{</mo><mtable rowspacing="0.2500em" columnalign="right left right" columnspacing="0em 1em"><mtr><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow></mrow></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow><mrow></mrow><mn>1</mn><mo separator="true">,</mo></mrow></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow><mi>z</mi><mo>></mo><mn>0</mn></mrow></mstyle></mtd></mtr><mtr><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow></mrow></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow><mrow></mrow><mn>0.5</mn><mo separator="true">,</mo></mrow></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow><mi>z</mi><mo>=</mo><mn>0</mn></mrow></mstyle></mtd></mtr><mtr><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow></mrow></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow><mrow></mrow><mn>0</mn><mo separator="true">,</mo></mrow></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow><mi>z</mi><mo><</mo><mn>0</mn></mrow></mstyle></mtd></mtr></mtable></mrow></mrow></mstyle></mrow><annotation encoding="application/x-tex">\displaystyle{
g(z) = \frac{1}{2}sgn(z)+\frac{1}{2} =
\left\{\begin{aligned}
&1 , &z>0 \\
&0.5 , &z=0 \\
&0 , &z<0
\end{aligned}\right.
}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:4.500000000000002em;vertical-align:-2.000000000000001em;"></span><span class="mord"><span class="mord mathnormal" style="margin-right:0.03588em;">g</span><span class="mopen">(</span><span class="mord mathnormal" style="margin-right:0.04398em;">z</span><span class="mclose">)</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mord"><span class="mopen nulldelimiter"></span><span class="mfrac"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.32144em;"><span style="top:-2.314em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord">2</span></span></span><span style="top:-3.23em;"><span class="pstrut" style="height:3em;"></span><span class="frac-line" style="border-bottom-width:0.04em;"></span></span><span style="top:-3.677em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord">1</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.686em;"><span></span></span></span></span></span><span class="mclose nulldelimiter"></span></span><span class="mord mathnormal">s</span><span class="mord mathnormal" style="margin-right:0.03588em;">g</span><span class="mord mathnormal">n</span><span class="mopen">(</span><span class="mord mathnormal" style="margin-right:0.04398em;">z</span><span class="mclose">)</span><span class="mspace" style="margin-right:0.2222222222222222em;"></span><span class="mbin">+</span><span class="mspace" style="margin-right:0.2222222222222222em;"></span><span class="mord"><span class="mopen nulldelimiter"></span><span class="mfrac"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.32144em;"><span style="top:-2.314em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord">2</span></span></span><span style="top:-3.23em;"><span class="pstrut" style="height:3em;"></span><span class="frac-line" style="border-bottom-width:0.04em;"></span></span><span style="top:-3.677em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord">1</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.686em;"><span></span></span></span></span></span><span class="mclose nulldelimiter"></span></span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="minner"><span class="mopen"><span class="delimsizing mult"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:2.3500199999999998em;"><span style="top:-2.19999em;"><span class="pstrut" style="height:3.15em;"></span><span class="delimsizinginner delim-size4"><span>⎩</span></span></span><span style="top:-2.19199em;"><span class="pstrut" style="height:3.15em;"></span><span style="height:0.31599999999999984em;width:0.889em;"><svg width="0.889em" height="0.31599999999999984em" style="width:0.889em" viewBox="0 0 889 316" preserveAspectRatio="xMinYMin"><path d="M384 0 H504 V316 H384z M384 0 H504 V316 H384z"/></svg></span></span><span style="top:-3.15001em;"><span class="pstrut" style="height:3.15em;"></span><span class="delimsizinginner delim-size4"><span>⎨</span></span></span><span style="top:-4.292009999999999em;"><span class="pstrut" style="height:3.15em;"></span><span style="height:0.31599999999999984em;width:0.889em;"><svg width="0.889em" height="0.31599999999999984em" style="width:0.889em" viewBox="0 0 889 316" preserveAspectRatio="xMinYMin"><path d="M384 0 H504 V316 H384z M384 0 H504 V316 H384z"/></svg></span></span><span style="top:-4.600019999999999em;"><span class="pstrut" style="height:3.15em;"></span><span class="delimsizinginner delim-size4"><span>⎧</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:1.8500199999999998em;"><span></span></span></span></span></span></span><span class="mord"><span class="mtable"><span class="col-align-r"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:2.5000000000000004em;"><span style="top:-4.5em;"><span class="pstrut" style="height:2.84em;"></span><span class="mord"></span></span><span style="top:-3em;"><span class="pstrut" style="height:2.84em;"></span><span class="mord"></span></span><span style="top:-1.4999999999999991em;"><span class="pstrut" style="height:2.84em;"></span><span class="mord"></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:2.000000000000001em;"><span></span></span></span></span></span><span class="col-align-l"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:2.5000000000000004em;"><span style="top:-4.66em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord"></span><span class="mord">1</span><span class="mpunct">,</span></span></span><span style="top:-3.16em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord"></span><span class="mord">0.5</span><span class="mpunct">,</span></span></span><span style="top:-1.6599999999999993em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord"></span><span class="mord">0</span><span class="mpunct">,</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:2.000000000000001em;"><span></span></span></span></span></span><span class="arraycolsep" style="width:1em;"></span><span class="col-align-r"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:2.5000000000000004em;"><span style="top:-4.66em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord mathnormal" style="margin-right:0.04398em;">z</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">></span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mord">0</span></span></span><span style="top:-3.16em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord mathnormal" style="margin-right:0.04398em;">z</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mord">0</span></span></span><span style="top:-1.6599999999999993em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord mathnormal" style="margin-right:0.04398em;">z</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel"><</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mord">0</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:2.000000000000001em;"><span></span></span></span></span></span></span></span><span class="mclose nulldelimiter"></span></span></span></span></span></span></span></p>
<p>但是这个函数不连续可微，让我们之前进行参数估计的方法失效了。因此我们退求其次，寻找一类特征接近单位阶跃函数的替代函数（surrogate function），使得<span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi>f</mi><mo stretchy="false">(</mo><msub><mi mathvariant="bold-italic">x</mi><mi>i</mi></msub><mo stretchy="false">)</mo></mrow><annotation encoding="application/x-tex">f(\boldsymbol{x}_i)</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mord mathnormal" style="margin-right:0.10764em;">f</span><span class="mopen">(</span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol">x</span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.31166399999999994em;"><span style="top:-2.5500000000000003em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight">i</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mclose">)</span></span></span></span>的输出值尽量接近0或者1。一个可选的函数是Logistic函数：</p>
<p><span class="katex-display"><span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML" display="block"><semantics><mrow><mi>l</mi><mi>o</mi><mi>g</mi><mi>i</mi><mi>s</mi><mi>t</mi><mi>i</mi><mi>c</mi><mo stretchy="false">(</mo><mi>z</mi><mo stretchy="false">)</mo><mo>=</mo><mfrac><mn>1</mn><mrow><mn>1</mn><mo>+</mo><msup><mi>e</mi><mrow><mo>−</mo><mi>z</mi></mrow></msup></mrow></mfrac></mrow><annotation encoding="application/x-tex">logistic(z)=\frac{1}{1+e^{-z}}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mord mathnormal" style="margin-right:0.01968em;">l</span><span class="mord mathnormal">o</span><span class="mord mathnormal" style="margin-right:0.03588em;">g</span><span class="mord mathnormal">i</span><span class="mord mathnormal">s</span><span class="mord mathnormal">t</span><span class="mord mathnormal">i</span><span class="mord mathnormal">c</span><span class="mopen">(</span><span class="mord mathnormal" style="margin-right:0.04398em;">z</span><span class="mclose">)</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span></span><span class="base"><span class="strut" style="height:2.09077em;vertical-align:-0.7693300000000001em;"></span><span class="mord"><span class="mopen nulldelimiter"></span><span class="mfrac"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.32144em;"><span style="top:-2.314em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord">1</span><span class="mspace" style="margin-right:0.2222222222222222em;"></span><span class="mbin">+</span><span class="mspace" style="margin-right:0.2222222222222222em;"></span><span class="mord"><span class="mord mathnormal">e</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.697331em;"><span style="top:-2.989em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight">−</span><span class="mord mathnormal mtight" style="margin-right:0.04398em;">z</span></span></span></span></span></span></span></span></span></span></span><span style="top:-3.23em;"><span class="pstrut" style="height:3em;"></span><span class="frac-line" style="border-bottom-width:0.04em;"></span></span><span style="top:-3.677em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord">1</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.7693300000000001em;"><span></span></span></span></span></span><span class="mclose nulldelimiter"></span></span></span></span></span></span></p>
<p>Logicstic函数是一种Sigmoid函数<sup class="footnote-ref"><a href="#fn1" id="fnref1">[1]</a></sup>。最终得到对数几率回归<sup class="footnote-ref"><a href="#fn2" id="fnref2">[2]</a></sup>（Logistic Regression）形式：</p>
<p><span class="katex-display"><span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML" display="block"><semantics><mrow><mi>f</mi><mo stretchy="false">(</mo><msub><mi mathvariant="bold-italic">x</mi><mi>i</mi></msub><mo stretchy="false">)</mo><mo>=</mo><mfrac><mn>1</mn><mrow><mn>1</mn><mo>+</mo><msup><mi>e</mi><mrow><mo>−</mo><msup><mi mathvariant="bold-italic">w</mi><mi>T</mi></msup><msub><mi mathvariant="bold-italic">x</mi><mi>i</mi></msub><mo>+</mo><mi>b</mi></mrow></msup></mrow></mfrac></mrow><annotation encoding="application/x-tex">f(\boldsymbol{x}_i)=\frac{1}{1+e^{-\boldsymbol{w}^T \boldsymbol{x}_i+b}}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mord mathnormal" style="margin-right:0.10764em;">f</span><span class="mopen">(</span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol">x</span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.31166399999999994em;"><span style="top:-2.5500000000000003em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight">i</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mclose">)</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span></span><span class="base"><span class="strut" style="height:2.125635em;vertical-align:-0.804195em;"></span><span class="mord"><span class="mopen nulldelimiter"></span><span class="mfrac"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.32144em;"><span style="top:-2.279135em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord">1</span><span class="mspace" style="margin-right:0.2222222222222222em;"></span><span class="mbin">+</span><span class="mspace" style="margin-right:0.2222222222222222em;"></span><span class="mord"><span class="mord mathnormal">e</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.830865em;"><span style="top:-2.989em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight">−</span><span class="mord mtight"><span class="mord mtight"><span class="mord mtight"><span class="mord boldsymbol mtight" style="margin-right:0.02778em;">w</span></span></span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.7740928571428571em;"><span style="top:-2.786em;margin-right:0.07142857142857144em;"><span class="pstrut" style="height:2.5em;"></span><span class="sizing reset-size3 size1 mtight"><span class="mord mathnormal mtight" style="margin-right:0.13889em;">T</span></span></span></span></span></span></span></span><span class="mord mtight"><span class="mord mtight"><span class="mord mtight"><span class="mord boldsymbol mtight">x</span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3280857142857143em;"><span style="top:-2.357em;margin-right:0.07142857142857144em;"><span class="pstrut" style="height:2.5em;"></span><span class="sizing reset-size3 size1 mtight"><span class="mord mathnormal mtight">i</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.143em;"><span></span></span></span></span></span></span><span class="mbin mtight">+</span><span class="mord mathnormal mtight">b</span></span></span></span></span></span></span></span></span></span></span><span style="top:-3.23em;"><span class="pstrut" style="height:3em;"></span><span class="frac-line" style="border-bottom-width:0.04em;"></span></span><span style="top:-3.677em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord">1</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.804195em;"><span></span></span></span></span></span><span class="mclose nulldelimiter"></span></span></span></span></span></span></p>
<p><img src="pattern_recognition/logistic&sgn.png" alt="单位阶跃函数和Logistic函数"></p>
<p>Logistic Regression说是回归（Regression），实际上用作分类（Classification）。</p>
<blockquote>
<h4>Logistic?Logic?Logit?</h4>
<p>记<span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mstyle scriptlevel="0" displaystyle="true"><mrow><mi>y</mi><mo>=</mo><mi>f</mi><mo stretchy="false">(</mo><msub><mi mathvariant="bold-italic">x</mi><mi>i</mi></msub><mo stretchy="false">)</mo><mo>=</mo><mfrac><mn>1</mn><mrow><mn>1</mn><mo>+</mo><msup><mi>e</mi><mrow><mo>−</mo><msup><mi mathvariant="bold-italic">w</mi><mi>T</mi></msup><msub><mi mathvariant="bold-italic">x</mi><mi>i</mi></msub><mo>+</mo><mi>b</mi></mrow></msup></mrow></mfrac></mrow></mstyle></mrow><annotation encoding="application/x-tex">\displaystyle{y=f(\boldsymbol{x}_i)=\frac{1}{1+e^{-\boldsymbol{w}^T \boldsymbol{x}_i+b}}}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:2.125635em;vertical-align:-0.804195em;"></span><span class="mord"><span class="mord mathnormal" style="margin-right:0.03588em;">y</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mord mathnormal" style="margin-right:0.10764em;">f</span><span class="mopen">(</span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol">x</span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.31166399999999994em;"><span style="top:-2.5500000000000003em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight">i</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mclose">)</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mord"><span class="mopen nulldelimiter"></span><span class="mfrac"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.32144em;"><span style="top:-2.279135em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord">1</span><span class="mspace" style="margin-right:0.2222222222222222em;"></span><span class="mbin">+</span><span class="mspace" style="margin-right:0.2222222222222222em;"></span><span class="mord"><span class="mord mathnormal">e</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.830865em;"><span style="top:-2.989em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight">−</span><span class="mord mtight"><span class="mord mtight"><span class="mord mtight"><span class="mord boldsymbol mtight" style="margin-right:0.02778em;">w</span></span></span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.7740928571428571em;"><span style="top:-2.786em;margin-right:0.07142857142857144em;"><span class="pstrut" style="height:2.5em;"></span><span class="sizing reset-size3 size1 mtight"><span class="mord mathnormal mtight" style="margin-right:0.13889em;">T</span></span></span></span></span></span></span></span><span class="mord mtight"><span class="mord mtight"><span class="mord mtight"><span class="mord boldsymbol mtight">x</span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3280857142857143em;"><span style="top:-2.357em;margin-right:0.07142857142857144em;"><span class="pstrut" style="height:2.5em;"></span><span class="sizing reset-size3 size1 mtight"><span class="mord mathnormal mtight">i</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.143em;"><span></span></span></span></span></span></span><span class="mbin mtight">+</span><span class="mord mathnormal mtight">b</span></span></span></span></span></span></span></span></span></span></span><span style="top:-3.23em;"><span class="pstrut" style="height:3em;"></span><span class="frac-line" style="border-bottom-width:0.04em;"></span></span><span style="top:-3.677em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord">1</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.804195em;"><span></span></span></span></span></span><span class="mclose nulldelimiter"></span></span></span></span></span></span>，有：</p>
<p><span class="katex-display"><span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML" display="block"><semantics><mrow><mi>l</mi><mi>n</mi><mfrac><mi>y</mi><mrow><mn>1</mn><mo>−</mo><mi>y</mi></mrow></mfrac><mo>=</mo><msup><mi mathvariant="bold-italic">w</mi><mi>T</mi></msup><mi mathvariant="bold-italic">x</mi><mo>+</mo><mi>b</mi></mrow><annotation encoding="application/x-tex">ln\frac{y}{1-y}=\boldsymbol{w}^T \boldsymbol{x} + b</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1.988em;vertical-align:-0.8804400000000001em;"></span><span class="mord mathnormal" style="margin-right:0.01968em;">l</span><span class="mord mathnormal">n</span><span class="mord"><span class="mopen nulldelimiter"></span><span class="mfrac"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.1075599999999999em;"><span style="top:-2.314em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord">1</span><span class="mspace" style="margin-right:0.2222222222222222em;"></span><span class="mbin">−</span><span class="mspace" style="margin-right:0.2222222222222222em;"></span><span class="mord mathnormal" style="margin-right:0.03588em;">y</span></span></span><span style="top:-3.23em;"><span class="pstrut" style="height:3em;"></span><span class="frac-line" style="border-bottom-width:0.04em;"></span></span><span style="top:-3.677em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord mathnormal" style="margin-right:0.03588em;">y</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.8804400000000001em;"><span></span></span></span></span></span><span class="mclose nulldelimiter"></span></span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span></span><span class="base"><span class="strut" style="height:0.9746609999999999em;vertical-align:-0.08333em;"></span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.02778em;">w</span></span></span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8913309999999999em;"><span style="top:-3.113em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.13889em;">T</span></span></span></span></span></span></span></span><span class="mord"><span class="mord"><span class="mord boldsymbol">x</span></span></span><span class="mspace" style="margin-right:0.2222222222222222em;"></span><span class="mbin">+</span><span class="mspace" style="margin-right:0.2222222222222222em;"></span></span><span class="base"><span class="strut" style="height:0.69444em;vertical-align:0em;"></span><span class="mord mathnormal">b</span></span></span></span></span></p>
<p>当<span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi>y</mi><mo>→</mo><mn>1</mn></mrow><annotation encoding="application/x-tex">y \rightarrow 1</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.625em;vertical-align:-0.19444em;"></span><span class="mord mathnormal" style="margin-right:0.03588em;">y</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">→</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span></span><span class="base"><span class="strut" style="height:0.64444em;vertical-align:0em;"></span><span class="mord">1</span></span></span></span>（注意现在<span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi>y</mi></mrow><annotation encoding="application/x-tex">y</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.625em;vertical-align:-0.19444em;"></span><span class="mord mathnormal" style="margin-right:0.03588em;">y</span></span></span></span>实际上是上文中的标签<span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi>z</mi></mrow><annotation encoding="application/x-tex">z</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.43056em;vertical-align:0em;"></span><span class="mord mathnormal" style="margin-right:0.04398em;">z</span></span></span></span>），意味着<span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi mathvariant="bold-italic">x</mi></mrow><annotation encoding="application/x-tex">\boldsymbol{x}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.44444em;vertical-align:0em;"></span><span class="mord"><span class="mord"><span class="mord boldsymbol">x</span></span></span></span></span></span>更可能属于<span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><msub><mi>ω</mi><mo>+</mo></msub></mrow><annotation encoding="application/x-tex">\omega_+</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.638891em;vertical-align:-0.208331em;"></span><span class="mord"><span class="mord mathnormal" style="margin-right:0.03588em;">ω</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.25833100000000003em;"><span style="top:-2.5500000000000003em;margin-left:-0.03588em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mbin mtight">+</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.208331em;"><span></span></span></span></span></span></span></span></span></span>，那么<span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi>y</mi></mrow><annotation encoding="application/x-tex">y</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.625em;vertical-align:-0.19444em;"></span><span class="mord mathnormal" style="margin-right:0.03588em;">y</span></span></span></span>可以> 视作样本<span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi mathvariant="bold-italic">x</mi></mrow><annotation encoding="application/x-tex">\boldsymbol{x}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.44444em;vertical-align:0em;"></span><span class="mord"><span class="mord"><span class="mord boldsymbol">x</span></span></span></span></span></span>为正类的可能性，反之<span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mn>1</mn><mo>−</mo><mi>y</mi></mrow><annotation encoding="application/x-tex">1-y</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.72777em;vertical-align:-0.08333em;"></span><span class="mord">1</span><span class="mspace" style="margin-right:0.2222222222222222em;"></span><span class="mbin">−</span><span class="mspace" style="margin-right:0.2222222222222222em;"></span></span><span class="base"><span class="strut" style="height:0.625em;vertical-align:-0.19444em;"></span><span class="mord mathnormal" style="margin-right:0.03588em;">y</span></span></span></span>就是负类的可能性，二者的比值</p>
<p><span class="katex-display"><span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML" display="block"><semantics><mrow><mfrac><mi>y</mi><mrow><mn>1</mn><mo>−</mo><mi>y</mi></mrow></mfrac></mrow><annotation encoding="application/x-tex">\frac{y}{1-y}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1.988em;vertical-align:-0.8804400000000001em;"></span><span class="mord"><span class="mopen nulldelimiter"></span><span class="mfrac"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.1075599999999999em;"><span style="top:-2.314em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord">1</span><span class="mspace" style="margin-right:0.2222222222222222em;"></span><span class="mbin">−</span><span class="mspace" style="margin-right:0.2222222222222222em;"></span><span class="mord mathnormal" style="margin-right:0.03588em;">y</span></span></span><span style="top:-3.23em;"><span class="pstrut" style="height:3em;"></span><span class="frac-line" style="border-bottom-width:0.04em;"></span></span><span style="top:-3.677em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord mathnormal" style="margin-right:0.03588em;">y</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.8804400000000001em;"><span></span></span></span></span></span><span class="mclose nulldelimiter"></span></span></span></span></span></span></p>
<p>称作几率（odds），取对数之后</p>
<p><span class="katex-display"><span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML" display="block"><semantics><mrow><mi>l</mi><mi>n</mi><mfrac><mi>y</mi><mrow><mn>1</mn><mo>−</mo><mi>y</mi></mrow></mfrac></mrow><annotation encoding="application/x-tex">ln\frac{y}{1-y}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1.988em;vertical-align:-0.8804400000000001em;"></span><span class="mord mathnormal" style="margin-right:0.01968em;">l</span><span class="mord mathnormal">n</span><span class="mord"><span class="mopen nulldelimiter"></span><span class="mfrac"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.1075599999999999em;"><span style="top:-2.314em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord">1</span><span class="mspace" style="margin-right:0.2222222222222222em;"></span><span class="mbin">−</span><span class="mspace" style="margin-right:0.2222222222222222em;"></span><span class="mord mathnormal" style="margin-right:0.03588em;">y</span></span></span><span style="top:-3.23em;"><span class="pstrut" style="height:3em;"></span><span class="frac-line" style="border-bottom-width:0.04em;"></span></span><span style="top:-3.677em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord mathnormal" style="margin-right:0.03588em;">y</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.8804400000000001em;"><span></span></span></span></span></span><span class="mclose nulldelimiter"></span></span></span></span></span></span></p>
<p>即为对数几率（log odds, 亦logit）。可见Logistic来源于Logit，与Logic毫无关系，所以译作“逻辑回归”是存在谬误的。</p>
</blockquote>
<h4 class="mume-header" id="logistic%E5%9B%9E%E5%BD%92%E7%9A%84%E5%8F%82%E6%95%B0%E4%BC%B0%E8%AE%A1">Logistic回归的参数估计</h4>
<h3 class="mume-header" id="softmax">Softmax</h3>
<p>如果有多个类需要区分，那么此时用Logistic函数就不足以满足需求了，需要用Softmax函数。假设有<span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi>m</mi></mrow><annotation encoding="application/x-tex">m</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.43056em;vertical-align:0em;"></span><span class="mord mathnormal">m</span></span></span></span>个类别需要区分，有一组（<span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi>m</mi></mrow><annotation encoding="application/x-tex">m</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.43056em;vertical-align:0em;"></span><span class="mord mathnormal">m</span></span></span></span>个）softmax函数。与Logistic函数相同，我们依然希望输出值接近0或者1，其中1表示属于该类，0表示不属于该类。有输入<span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><msub><mi>z</mi><mn>1</mn></msub><mo separator="true">,</mo><mi>z</mi><msub><mi>y</mi><mn>2</mn></msub><mo separator="true">,</mo><mo>⋯</mo><mtext> </mtext><mo separator="true">,</mo><msub><mi>z</mi><mi>m</mi></msub></mrow><annotation encoding="application/x-tex">z_1,zy_2,\cdots,z_m</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.625em;vertical-align:-0.19444em;"></span><span class="mord"><span class="mord mathnormal" style="margin-right:0.04398em;">z</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.30110799999999993em;"><span style="top:-2.5500000000000003em;margin-left:-0.04398em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">1</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mord mathnormal" style="margin-right:0.04398em;">z</span><span class="mord"><span class="mord mathnormal" style="margin-right:0.03588em;">y</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.30110799999999993em;"><span style="top:-2.5500000000000003em;margin-left:-0.03588em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">2</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="minner">⋯</span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mord"><span class="mord mathnormal" style="margin-right:0.04398em;">z</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.151392em;"><span style="top:-2.5500000000000003em;margin-left:-0.04398em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight">m</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span></span></span></span>，通常输入为一组线性函数，有</p>
<p><span class="katex-display"><span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML" display="block"><semantics><mrow><msub><mi>z</mi><mi>i</mi></msub><mo>=</mo><munderover><mo>∑</mo><mrow><mi>j</mi><mo>=</mo><mn>1</mn></mrow><mi>m</mi></munderover><msub><mi>w</mi><mrow><mi>i</mi><mi>j</mi></mrow></msub><msub><mi>x</mi><mrow><mi>i</mi><mi>j</mi></mrow></msub></mrow><annotation encoding="application/x-tex">z_i = \sum_{j=1}^{m} w_{ij} x_{ij}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.58056em;vertical-align:-0.15em;"></span><span class="mord"><span class="mord mathnormal" style="margin-right:0.04398em;">z</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.31166399999999994em;"><span style="top:-2.5500000000000003em;margin-left:-0.04398em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight">i</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span></span><span class="base"><span class="strut" style="height:3.0651740000000007em;vertical-align:-1.4137769999999998em;"></span><span class="mop op-limits"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.6513970000000007em;"><span style="top:-1.872331em;margin-left:0em;"><span class="pstrut" style="height:3.05em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.05724em;">j</span><span class="mrel mtight">=</span><span class="mord mtight">1</span></span></span></span><span style="top:-3.050005em;"><span class="pstrut" style="height:3.05em;"></span><span><span class="mop op-symbol large-op">∑</span></span></span><span style="top:-4.3000050000000005em;margin-left:0em;"><span class="pstrut" style="height:3.05em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">m</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:1.4137769999999998em;"><span></span></span></span></span></span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mord"><span class="mord mathnormal" style="margin-right:0.02691em;">w</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.311664em;"><span style="top:-2.5500000000000003em;margin-left:-0.02691em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.05724em;">ij</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.286108em;"><span></span></span></span></span></span></span><span class="mord"><span class="mord mathnormal">x</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.311664em;"><span style="top:-2.5500000000000003em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.05724em;">ij</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.286108em;"><span></span></span></span></span></span></span></span></span></span></span></p>
<p>第<span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi>i</mi></mrow><annotation encoding="application/x-tex">i</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.65952em;vertical-align:0em;"></span><span class="mord mathnormal">i</span></span></span></span>个softmax函数为：</p>
<p><span class="katex-display"><span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML" display="block"><semantics><mrow><mstyle scriptlevel="0" displaystyle="true"><mrow><msub><mrow><mi>s</mi><mi>o</mi><mi>f</mi><mi>t</mi><mi>m</mi><mi>a</mi><mi>x</mi></mrow><mi>i</mi></msub><mo stretchy="false">(</mo><msub><mi>x</mi><mi>i</mi></msub><mo stretchy="false">)</mo><mo>=</mo><mfrac><msup><mi>e</mi><msub><mi>z</mi><mi>i</mi></msub></msup><mstyle scriptlevel="0" displaystyle="true"><mrow><munderover><mo>∑</mo><mrow><mi>j</mi><mo>=</mo><mn>1</mn></mrow><mi>m</mi></munderover><msup><mi>e</mi><msub><mi>z</mi><mi>j</mi></msub></msup></mrow></mstyle></mfrac></mrow></mstyle></mrow><annotation encoding="application/x-tex">\displaystyle{
{softmax}_i(x_i) = \dfrac{e^{z_i}}{ \displaystyle{\sum_{j=1}^{m}e^{z_j}} }
}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:4.296566em;vertical-align:-2.9551740000000004em;"></span><span class="mord"><span class="mord"><span class="mord"><span class="mord mathnormal">so</span><span class="mord mathnormal" style="margin-right:0.10764em;">f</span><span class="mord mathnormal">t</span><span class="mord mathnormal">ma</span><span class="mord mathnormal">x</span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.21752399999999997em;"><span style="top:-2.4558600000000004em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight">i</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.24414em;"><span></span></span></span></span></span></span><span class="mopen">(</span><span class="mord"><span class="mord mathnormal">x</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.31166399999999994em;"><span style="top:-2.5500000000000003em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight">i</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mclose">)</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mord"><span class="mopen nulldelimiter"></span><span class="mfrac"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.341392em;"><span style="top:-2.1100000000000003em;"><span class="pstrut" style="height:3.6513970000000007em;"></span><span class="mord"><span class="mord"><span class="mop op-limits"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.6513970000000007em;"><span style="top:-1.872331em;margin-left:0em;"><span class="pstrut" style="height:3.05em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.05724em;">j</span><span class="mrel mtight">=</span><span class="mord mtight">1</span></span></span></span><span style="top:-3.050005em;"><span class="pstrut" style="height:3.05em;"></span><span><span class="mop op-symbol large-op">∑</span></span></span><span style="top:-4.3000050000000005em;margin-left:0em;"><span class="pstrut" style="height:3.05em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">m</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:1.4137769999999998em;"><span></span></span></span></span></span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mord"><span class="mord mathnormal">e</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.7143919999999999em;"><span style="top:-3.113em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.04398em;">z</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3280857142857143em;"><span style="top:-2.357em;margin-left:-0.04398em;margin-right:0.07142857142857144em;"><span class="pstrut" style="height:2.5em;"></span><span class="sizing reset-size3 size1 mtight"><span class="mord mathnormal mtight" style="margin-right:0.05724em;">j</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.2818857142857143em;"><span></span></span></span></span></span></span></span></span></span></span></span></span></span></span></span></span></span><span style="top:-3.8813970000000007em;"><span class="pstrut" style="height:3.6513970000000007em;"></span><span class="frac-line" style="border-bottom-width:0.04em;"></span></span><span style="top:-4.328397000000001em;"><span class="pstrut" style="height:3.6513970000000007em;"></span><span class="mord"><span class="mord"><span class="mord mathnormal">e</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.664392em;"><span style="top:-3.063em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.04398em;">z</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3280857142857143em;"><span style="top:-2.357em;margin-left:-0.04398em;margin-right:0.07142857142857144em;"><span class="pstrut" style="height:2.5em;"></span><span class="sizing reset-size3 size1 mtight"><span class="mord mathnormal mtight">i</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.143em;"><span></span></span></span></span></span></span></span></span></span></span></span></span></span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:2.9551740000000004em;"><span></span></span></span></span></span><span class="mclose nulldelimiter"></span></span></span></span></span></span></span></p>
<p><img src="pattern_recognition/softmax.png" alt="softmax"></p>
<p>映射到<span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mo stretchy="false">[</mo><mn>0</mn><mo separator="true">,</mo><mn>1</mn><mo stretchy="false">]</mo></mrow><annotation encoding="application/x-tex">[0,1]</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mopen">[</span><span class="mord">0</span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mord">1</span><span class="mclose">]</span></span></span></span>上<br>
顾名思义softmax是一种“软”求最大值<br>
是logistic regression的拓展</p>
<h2 class="mume-header" id="%E4%BB%8E%E6%84%9F%E7%9F%A5%E5%99%A8%E5%88%B0%E7%A5%9E%E7%BB%8F%E7%BD%91%E7%BB%9C">从感知器到神经网络</h2>
<h3 class="mume-header" id="%E6%84%9F%E7%9F%A5%E5%99%A8">感知器</h3>
<p>感知机的基本形式是：</p>
<p><span class="katex-display"><span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML" display="block"><semantics><mrow><mi>y</mi><mo>=</mo><mi>f</mi><mo stretchy="false">(</mo><munder><mo>∑</mo><mi>i</mi></munder><msub><mi>w</mi><mi>i</mi></msub><msub><mi>x</mi><mi>i</mi></msub><mo>−</mo><mi>θ</mi><mo stretchy="false">)</mo></mrow><annotation encoding="application/x-tex">y=f(\sum_i w_ix_i-\theta)</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.625em;vertical-align:-0.19444em;"></span><span class="mord mathnormal" style="margin-right:0.03588em;">y</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span></span><span class="base"><span class="strut" style="height:2.327674em;vertical-align:-1.277669em;"></span><span class="mord mathnormal" style="margin-right:0.10764em;">f</span><span class="mopen">(</span><span class="mop op-limits"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.0500050000000003em;"><span style="top:-1.872331em;margin-left:0em;"><span class="pstrut" style="height:3.05em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight">i</span></span></span><span style="top:-3.050005em;"><span class="pstrut" style="height:3.05em;"></span><span><span class="mop op-symbol large-op">∑</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:1.277669em;"><span></span></span></span></span></span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mord"><span class="mord mathnormal" style="margin-right:0.02691em;">w</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.31166399999999994em;"><span style="top:-2.5500000000000003em;margin-left:-0.02691em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight">i</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mord"><span class="mord mathnormal">x</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.31166399999999994em;"><span style="top:-2.5500000000000003em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight">i</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2222222222222222em;"></span><span class="mbin">−</span><span class="mspace" style="margin-right:0.2222222222222222em;"></span></span><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mord mathnormal" style="margin-right:0.02778em;">θ</span><span class="mclose">)</span></span></span></span></span></p>
<p><img src alt="神经元"></p>
<h4 class="mume-header" id="xor-problem">XOR problem</h4>
<h3 class="mume-header" id="%E5%A4%9A%E5%B1%82%E6%84%9F%E7%9F%A5%E6%9C%BAmlp">多层感知机(MLP)</h3>
<h4 class="mume-header" id="%E6%BF%80%E6%B4%BB%E5%87%BD%E6%95%B0">激活函数</h4>
<p><span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi>f</mi><mo stretchy="false">(</mo><mo>⋅</mo><mo stretchy="false">)</mo></mrow><annotation encoding="application/x-tex">f(\cdot)</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mord mathnormal" style="margin-right:0.10764em;">f</span><span class="mopen">(</span><span class="mord">⋅</span><span class="mclose">)</span></span></span></span>称为激活函数=（activation function）。经典的激活函数有Sigmoid函数（狭义上的Sigmoid函数，即Logistic函数）</p>
<p><span class="katex-display"><span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML" display="block"><semantics><mrow><mstyle scriptlevel="0" displaystyle="true"><mrow><mi>s</mi><mi>i</mi><mi>g</mi><mi>m</mi><mi>o</mi><mi>i</mi><mi>d</mi><mo stretchy="false">(</mo><mi>x</mi><mo stretchy="false">)</mo><mo>=</mo><mfrac><mn>1</mn><mrow><mn>1</mn><mo>+</mo><msup><mi>e</mi><mrow><mo>−</mo><mi>x</mi></mrow></msup></mrow></mfrac></mrow></mstyle></mrow><annotation encoding="application/x-tex">\displaystyle{sigmoid(x)=\frac{1}{1+e^{-x}}}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:2.09077em;vertical-align:-0.7693300000000001em;"></span><span class="mord"><span class="mord mathnormal">s</span><span class="mord mathnormal">i</span><span class="mord mathnormal" style="margin-right:0.03588em;">g</span><span class="mord mathnormal">m</span><span class="mord mathnormal">o</span><span class="mord mathnormal">i</span><span class="mord mathnormal">d</span><span class="mopen">(</span><span class="mord mathnormal">x</span><span class="mclose">)</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mord"><span class="mopen nulldelimiter"></span><span class="mfrac"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.32144em;"><span style="top:-2.314em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord">1</span><span class="mspace" style="margin-right:0.2222222222222222em;"></span><span class="mbin">+</span><span class="mspace" style="margin-right:0.2222222222222222em;"></span><span class="mord"><span class="mord mathnormal">e</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.697331em;"><span style="top:-2.989em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight">−</span><span class="mord mathnormal mtight">x</span></span></span></span></span></span></span></span></span></span></span><span style="top:-3.23em;"><span class="pstrut" style="height:3em;"></span><span class="frac-line" style="border-bottom-width:0.04em;"></span></span><span style="top:-3.677em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord">1</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.7693300000000001em;"><span></span></span></span></span></span><span class="mclose nulldelimiter"></span></span></span></span></span></span></span></p>
<p>可以看到，当选取sigmoid函数作为激活函数时，单层感知器其实就是Logistic Regression。</p>
<p>因为复杂度等问题之后被广泛使用的还有ReLU函数：</p>
<h4 class="mume-header" id="%E6%8D%9F%E5%A4%B1%E5%87%BD%E6%95%B0loss-function">损失函数（Loss function)</h4>
<p>用于表征感知器的误差，可以有多种形式。</p>
<ul>
<li>均方误差</li>
<li>交叉熵</li>
</ul>
<h4 class="mume-header" id="%E8%AE%AD%E7%BB%83%E5%A4%9A%E5%B1%82%E6%84%9F%E7%9F%A5%E6%9C%BA%E5%90%8E%E5%90%91%E4%BC%A0%E6%92%ADbp">训练多层感知机：后向传播（BP）</h4>
<p>总结前文的线性回归、Logistic回归模型，他们的求解算法总是在最小化模型产生的误差/最小化误差函数，即</p>
<p><span class="katex-display"><span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML" display="block"><semantics><mrow><msup><mi>w</mi><mo>∗</mo></msup><mo>=</mo><munder><mrow><mi mathvariant="normal">arg min</mi><mo>⁡</mo></mrow><mi>w</mi></munder><mi>E</mi></mrow><annotation encoding="application/x-tex">w^* = \argmin_w E</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.738696em;vertical-align:0em;"></span><span class="mord"><span class="mord mathnormal" style="margin-right:0.02691em;">w</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.738696em;"><span style="top:-3.113em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mbin mtight">∗</span></span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span></span><span class="base"><span class="strut" style="height:1.5777700000000001em;vertical-align:-0.89444em;"></span><span class="mop op-limits"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.66786em;"><span style="top:-2.20556em;margin-left:0em;"><span class="pstrut" style="height:3em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.02691em;">w</span></span></span><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span><span class="mop"><span class="mord mathrm" style="margin-right:0.01389em;">arg</span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mord mathrm">min</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.89444em;"><span></span></span></span></span></span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mord mathnormal" style="margin-right:0.05764em;">E</span></span></span></span></span></p>
<p>对于MLP这依然是贯穿始终的<strong>目的</strong>与<strong>思想</strong>。但是这样一个看似简单的方程当落到实际时，我们有更多的问题需要考虑。对于MLP来说，他们是：</p>
<ul>
<li>求解算法是什么</li>
<li>损失函数形式是什么</li>
<li>网络结构是什么</li>
<li>激活函数是什么</li>
</ul>
<p>对于<a href="#%E5%9B%9E%E9%A1%BE%E7%BA%BF%E6%80%A7%E5%9B%9E%E5%BD%92">线性回归</a>这样简单的模型来说，当他使用均方误差作为损失函数时，可以求得最佳参数估计的闭式解。有闭式解意味着<span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><msup><mi>w</mi><mo>∗</mo></msup></mrow><annotation encoding="application/x-tex">w^*</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.688696em;vertical-align:0em;"></span><span class="mord"><span class="mord mathnormal" style="margin-right:0.02691em;">w</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.688696em;"><span style="top:-3.063em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mbin mtight">∗</span></span></span></span></span></span></span></span></span></span></span>可以直接求得，无需迭代。但是对于MLP，损失函数形式往往过于复杂闭式解难以（或者说无法）得到，因此往往要采取一些优化（Optimization）算法来求解。对于BP来说，我们使用的是<strong>梯度下降</strong>：</p>
<p><mark>目标</mark></p>
<p><span class="katex-display"><span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML" display="block"><semantics><mrow><msup><mi mathvariant="bold-italic">w</mi><mo>∗</mo></msup><mo>=</mo><munder><mrow><mi mathvariant="normal">arg min</mi><mo>⁡</mo></mrow><mi mathvariant="bold-italic">w</mi></munder><mi>E</mi></mrow><annotation encoding="application/x-tex">\boldsymbol{w}^* = \argmin_{\boldsymbol{w}} E</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.738696em;vertical-align:0em;"></span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.02778em;">w</span></span></span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.738696em;"><span style="top:-3.113em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mbin mtight">∗</span></span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span></span><span class="base"><span class="strut" style="height:1.5777700000000001em;vertical-align:-0.89444em;"></span><span class="mop op-limits"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.66786em;"><span style="top:-2.20556em;margin-left:0em;"><span class="pstrut" style="height:3em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight"><span class="mord mtight"><span class="mord boldsymbol mtight" style="margin-right:0.02778em;">w</span></span></span></span></span></span><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span><span class="mop"><span class="mord mathrm" style="margin-right:0.01389em;">arg</span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mord mathrm">min</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.89444em;"><span></span></span></span></span></span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mord mathnormal" style="margin-right:0.05764em;">E</span></span></span></span></span></p>
<p>首先给参数一个初始值<span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><msup><mi mathvariant="bold-italic">w</mi><mrow><mo stretchy="false">(</mo><mn>0</mn><mo stretchy="false">)</mo></mrow></msup></mrow><annotation encoding="application/x-tex">\boldsymbol{w}^{(0)}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.8879999999999999em;vertical-align:0em;"></span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.02778em;">w</span></span></span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8879999999999999em;"><span style="top:-3.063em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mopen mtight">(</span><span class="mord mtight">0</span><span class="mclose mtight">)</span></span></span></span></span></span></span></span></span></span></span></span>，有参数迭代公式：</p>
<p><span class="katex-display"><span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML" display="block"><semantics><mrow><mi mathvariant="normal">Δ</mi><mi mathvariant="bold-italic">w</mi><mo>=</mo><mo>−</mo><mi>η</mi><mi mathvariant="normal">∇</mi><mi>E</mi></mrow><annotation encoding="application/x-tex">\Delta\boldsymbol{w} = -\eta \nabla E</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.68333em;vertical-align:0em;"></span><span class="mord">Δ</span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.02778em;">w</span></span></span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span></span><span class="base"><span class="strut" style="height:0.8777699999999999em;vertical-align:-0.19444em;"></span><span class="mord">−</span><span class="mord mathnormal" style="margin-right:0.03588em;">η</span><span class="mord">∇</span><span class="mord mathnormal" style="margin-right:0.05764em;">E</span></span></span></span></span></p>
<p><span class="katex-display"><span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML" display="block"><semantics><mrow><msup><mi mathvariant="bold-italic">w</mi><mrow><mo stretchy="false">(</mo><mi>t</mi><mo>+</mo><mn>1</mn><mo stretchy="false">)</mo></mrow></msup><mo>=</mo><msup><mi mathvariant="bold-italic">w</mi><mrow><mo stretchy="false">(</mo><mi>t</mi><mo stretchy="false">)</mo></mrow></msup><mo>+</mo><mi mathvariant="normal">Δ</mi><mi mathvariant="bold-italic">w</mi></mrow><annotation encoding="application/x-tex">\boldsymbol{w}^{(t+1)}=\boldsymbol{w}^{(t)} + \Delta\boldsymbol{w}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.938em;vertical-align:0em;"></span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.02778em;">w</span></span></span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.938em;"><span style="top:-3.113em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mopen mtight">(</span><span class="mord mathnormal mtight">t</span><span class="mbin mtight">+</span><span class="mord mtight">1</span><span class="mclose mtight">)</span></span></span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span></span><span class="base"><span class="strut" style="height:1.0213299999999998em;vertical-align:-0.08333em;"></span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.02778em;">w</span></span></span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.938em;"><span style="top:-3.113em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mopen mtight">(</span><span class="mord mathnormal mtight">t</span><span class="mclose mtight">)</span></span></span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2222222222222222em;"></span><span class="mbin">+</span><span class="mspace" style="margin-right:0.2222222222222222em;"></span></span><span class="base"><span class="strut" style="height:0.68333em;vertical-align:0em;"></span><span class="mord">Δ</span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.02778em;">w</span></span></span></span></span></span></span></p>
<p><span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><msup><mi mathvariant="bold-italic">w</mi><mrow><mo stretchy="false">(</mo><mi>t</mi><mo>+</mo><mn>1</mn><mo stretchy="false">)</mo></mrow></msup></mrow><annotation encoding="application/x-tex">\boldsymbol{w}^{(t+1)}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.8879999999999999em;vertical-align:0em;"></span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.02778em;">w</span></span></span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8879999999999999em;"><span style="top:-3.063em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mopen mtight">(</span><span class="mord mathnormal mtight">t</span><span class="mbin mtight">+</span><span class="mord mtight">1</span><span class="mclose mtight">)</span></span></span></span></span></span></span></span></span></span></span></span>为下一步迭代的的权值，<span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><msup><mi mathvariant="bold-italic">w</mi><mrow><mo stretchy="false">(</mo><mi>t</mi><mo stretchy="false">)</mo></mrow></msup></mrow><annotation encoding="application/x-tex">\boldsymbol{w}^{(t)}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.8879999999999999em;vertical-align:0em;"></span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.02778em;">w</span></span></span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8879999999999999em;"><span style="top:-3.063em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mopen mtight">(</span><span class="mord mathnormal mtight">t</span><span class="mclose mtight">)</span></span></span></span></span></span></span></span></span></span></span></span>为当前的权值。<span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi mathvariant="normal">∇</mi><mi>E</mi></mrow><annotation encoding="application/x-tex">\nabla E</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.68333em;vertical-align:0em;"></span><span class="mord">∇</span><span class="mord mathnormal" style="margin-right:0.05764em;">E</span></span></span></span>即为损失函数<span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi>E</mi><mo stretchy="false">(</mo><mi mathvariant="bold-italic">w</mi><mo stretchy="false">)</mo></mrow><annotation encoding="application/x-tex">E(\boldsymbol{w})</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mord mathnormal" style="margin-right:0.05764em;">E</span><span class="mopen">(</span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.02778em;">w</span></span></span><span class="mclose">)</span></span></span></span>的梯度，当沿着梯度反方向不断下降，函数将进入一个极小值（当然，我们希望他是最小值）。<span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi>η</mi></mrow><annotation encoding="application/x-tex">\eta</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.625em;vertical-align:-0.19444em;"></span><span class="mord mathnormal" style="margin-right:0.03588em;">η</span></span></span></span>为学习率，是设定的代表学习速度的参数。</p>
<p>有各权值</p>
<p><span class="katex-display"><span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML" display="block"><semantics><mrow><mi mathvariant="bold-italic">w</mi><mo>=</mo><mo stretchy="false">(</mo><msub><mi>w</mi><mn>1</mn></msub><mo separator="true">,</mo><msub><mi>w</mi><mn>2</mn></msub><mo separator="true">,</mo><mo>⋯</mo><mtext> </mtext><mo separator="true">,</mo><msub><mi>w</mi><mi>n</mi></msub><mo stretchy="false">)</mo></mrow><annotation encoding="application/x-tex">\boldsymbol{w} = (w_1,w_2,\cdots,w_n)</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.44444em;vertical-align:0em;"></span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.02778em;">w</span></span></span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span></span><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mopen">(</span><span class="mord"><span class="mord mathnormal" style="margin-right:0.02691em;">w</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.30110799999999993em;"><span style="top:-2.5500000000000003em;margin-left:-0.02691em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">1</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mord"><span class="mord mathnormal" style="margin-right:0.02691em;">w</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.30110799999999993em;"><span style="top:-2.5500000000000003em;margin-left:-0.02691em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">2</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="minner">⋯</span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mord"><span class="mord mathnormal" style="margin-right:0.02691em;">w</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.151392em;"><span style="top:-2.5500000000000003em;margin-left:-0.02691em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight">n</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mclose">)</span></span></span></span></span></p>
<p><span class="katex-display"><span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML" display="block"><semantics><mrow><mi mathvariant="normal">∇</mi><mi>E</mi><mo>=</mo><mo stretchy="false">(</mo><mfrac><mrow><mi mathvariant="normal">∂</mi><mi>E</mi></mrow><mrow><mi mathvariant="normal">∂</mi><msub><mi>w</mi><mn>1</mn></msub></mrow></mfrac><mo separator="true">,</mo><mfrac><mrow><mi mathvariant="normal">∂</mi><mi>E</mi></mrow><mrow><mi mathvariant="normal">∂</mi><msub><mi>w</mi><mn>2</mn></msub></mrow></mfrac><mo separator="true">,</mo><mo>⋯</mo><mtext> </mtext><mo separator="true">,</mo><mfrac><mrow><mi mathvariant="normal">∂</mi><mi>E</mi></mrow><mrow><mi mathvariant="normal">∂</mi><msub><mi>w</mi><mi>n</mi></msub></mrow></mfrac><mo stretchy="false">)</mo></mrow><annotation encoding="application/x-tex">\nabla E = (\frac{\partial E}{\partial w_1}, \frac{\partial E}{\partial w_2}, \cdots, \frac{\partial E}{\partial w_n})</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.68333em;vertical-align:0em;"></span><span class="mord">∇</span><span class="mord mathnormal" style="margin-right:0.05764em;">E</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span></span><span class="base"><span class="strut" style="height:2.20744em;vertical-align:-0.8360000000000001em;"></span><span class="mopen">(</span><span class="mord"><span class="mopen nulldelimiter"></span><span class="mfrac"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.37144em;"><span style="top:-2.3139999999999996em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord" style="margin-right:0.05556em;">∂</span><span class="mord"><span class="mord mathnormal" style="margin-right:0.02691em;">w</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.30110799999999993em;"><span style="top:-2.5500000000000003em;margin-left:-0.02691em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">1</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span></span></span><span style="top:-3.23em;"><span class="pstrut" style="height:3em;"></span><span class="frac-line" style="border-bottom-width:0.04em;"></span></span><span style="top:-3.677em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord" style="margin-right:0.05556em;">∂</span><span class="mord mathnormal" style="margin-right:0.05764em;">E</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.8360000000000001em;"><span></span></span></span></span></span><span class="mclose nulldelimiter"></span></span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mord"><span class="mopen nulldelimiter"></span><span class="mfrac"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.37144em;"><span style="top:-2.3139999999999996em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord" style="margin-right:0.05556em;">∂</span><span class="mord"><span class="mord mathnormal" style="margin-right:0.02691em;">w</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.30110799999999993em;"><span style="top:-2.5500000000000003em;margin-left:-0.02691em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">2</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span></span></span><span style="top:-3.23em;"><span class="pstrut" style="height:3em;"></span><span class="frac-line" style="border-bottom-width:0.04em;"></span></span><span style="top:-3.677em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord" style="margin-right:0.05556em;">∂</span><span class="mord mathnormal" style="margin-right:0.05764em;">E</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.8360000000000001em;"><span></span></span></span></span></span><span class="mclose nulldelimiter"></span></span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="minner">⋯</span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mord"><span class="mopen nulldelimiter"></span><span class="mfrac"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.37144em;"><span style="top:-2.3139999999999996em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord" style="margin-right:0.05556em;">∂</span><span class="mord"><span class="mord mathnormal" style="margin-right:0.02691em;">w</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.151392em;"><span style="top:-2.5500000000000003em;margin-left:-0.02691em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight">n</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span></span></span><span style="top:-3.23em;"><span class="pstrut" style="height:3em;"></span><span class="frac-line" style="border-bottom-width:0.04em;"></span></span><span style="top:-3.677em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord" style="margin-right:0.05556em;">∂</span><span class="mord mathnormal" style="margin-right:0.05764em;">E</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.8360000000000001em;"><span></span></span></span></span></span><span class="mclose nulldelimiter"></span></span><span class="mclose">)</span></span></span></span></span></p>
<p>我们可以写成各<mark>权值单独更新的公式</mark>：</p>
<p><span class="katex-display"><span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML" display="block"><semantics><mrow><mi mathvariant="normal">Δ</mi><msub><mi>w</mi><mi>i</mi></msub><mo>=</mo><mo>−</mo><mi>η</mi><mfrac><mrow><mi mathvariant="normal">∂</mi><mi>E</mi></mrow><mrow><mi mathvariant="normal">∂</mi><msub><mi>w</mi><mi>i</mi></msub></mrow></mfrac></mrow><annotation encoding="application/x-tex">\Delta w_i = -\eta \frac{\partial E}{\partial w_i}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.83333em;vertical-align:-0.15em;"></span><span class="mord">Δ</span><span class="mord"><span class="mord mathnormal" style="margin-right:0.02691em;">w</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.31166399999999994em;"><span style="top:-2.5500000000000003em;margin-left:-0.02691em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight">i</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span></span><span class="base"><span class="strut" style="height:2.20744em;vertical-align:-0.8360000000000001em;"></span><span class="mord">−</span><span class="mord mathnormal" style="margin-right:0.03588em;">η</span><span class="mord"><span class="mopen nulldelimiter"></span><span class="mfrac"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.37144em;"><span style="top:-2.3139999999999996em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord" style="margin-right:0.05556em;">∂</span><span class="mord"><span class="mord mathnormal" style="margin-right:0.02691em;">w</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.31166399999999994em;"><span style="top:-2.5500000000000003em;margin-left:-0.02691em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight">i</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span></span></span><span style="top:-3.23em;"><span class="pstrut" style="height:3em;"></span><span class="frac-line" style="border-bottom-width:0.04em;"></span></span><span style="top:-3.677em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord" style="margin-right:0.05556em;">∂</span><span class="mord mathnormal" style="margin-right:0.05764em;">E</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.8360000000000001em;"><span></span></span></span></span></span><span class="mclose nulldelimiter"></span></span></span></span></span></span></p>
<p>剩下的问题是如何求<span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mstyle displaystyle="true" scriptlevel="0"><mfrac><mrow><mi mathvariant="normal">∂</mi><mi>E</mi></mrow><mrow><mi mathvariant="normal">∂</mi><msub><mi>w</mi><mi>i</mi></msub></mrow></mfrac></mstyle></mrow><annotation encoding="application/x-tex">\dfrac{\partial E}{\partial w_i}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:2.20744em;vertical-align:-0.8360000000000001em;"></span><span class="mord"><span class="mopen nulldelimiter"></span><span class="mfrac"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.37144em;"><span style="top:-2.3139999999999996em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord" style="margin-right:0.05556em;">∂</span><span class="mord"><span class="mord mathnormal" style="margin-right:0.02691em;">w</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.31166399999999994em;"><span style="top:-2.5500000000000003em;margin-left:-0.02691em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight">i</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span></span></span><span style="top:-3.23em;"><span class="pstrut" style="height:3em;"></span><span class="frac-line" style="border-bottom-width:0.04em;"></span></span><span style="top:-3.677em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord" style="margin-right:0.05556em;">∂</span><span class="mord mathnormal" style="margin-right:0.05764em;">E</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.8360000000000001em;"><span></span></span></span></span></span><span class="mclose nulldelimiter"></span></span></span></span></span>。</p>
<p>对于神经网络来说，损失函数的形式具有不同可选择的形式。损失函数的选取往往与输出层的结构有关。常见的有：</p>
<ul>
<li>Softmax + 交叉熵</li>
<li>Sigmoid + 均方误差</li>
</ul>
<h5 class="mume-header" id="sigmoid-%E5%9D%87%E6%96%B9%E8%AF%AF%E5%B7%AE">Sigmoid + 均方误差</h5>
<p>下面给出以三层感知机网络为例的BP权值更新公式推导过程。用作分类（Classification）。其中隐层有<span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi>l</mi></mrow><annotation encoding="application/x-tex">l</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.69444em;vertical-align:0em;"></span><span class="mord mathnormal" style="margin-right:0.01968em;">l</span></span></span></span>个神经元，采用sigmoid函数；输出层有<span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi>m</mi></mrow><annotation encoding="application/x-tex">m</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.43056em;vertical-align:0em;"></span><span class="mord mathnormal">m</span></span></span></span>个神经元，激活函数也采用sigmoid。以<strong>均方误差</strong>作为损失函数。</p>
<p>记输入层第<span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi>i</mi></mrow><annotation encoding="application/x-tex">i</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.65952em;vertical-align:0em;"></span><span class="mord mathnormal">i</span></span></span></span>个节点输入为<span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><msub><mi>x</mi><mi>i</mi></msub></mrow><annotation encoding="application/x-tex">x_i</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.58056em;vertical-align:-0.15em;"></span><span class="mord"><span class="mord mathnormal">x</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.31166399999999994em;"><span style="top:-2.5500000000000003em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight">i</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span></span></span></span>；隐层第<span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi>j</mi></mrow><annotation encoding="application/x-tex">j</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.85396em;vertical-align:-0.19444em;"></span><span class="mord mathnormal" style="margin-right:0.05724em;">j</span></span></span></span>个节点的输入为<span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><msub><mi>H</mi><mrow><mi>i</mi><mi>n</mi><mo separator="true">,</mo><mi>k</mi></mrow></msub></mrow><annotation encoding="application/x-tex">H_{in,k}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.969438em;vertical-align:-0.286108em;"></span><span class="mord"><span class="mord mathnormal" style="margin-right:0.08125em;">H</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3361079999999999em;"><span style="top:-2.5500000000000003em;margin-left:-0.08125em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">in</span><span class="mpunct mtight">,</span><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.286108em;"><span></span></span></span></span></span></span></span></span></span>，输出为<span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><msub><mi>H</mi><mrow><mi>o</mi><mi>u</mi><mi>t</mi><mo separator="true">,</mo><mi>k</mi></mrow></msub></mrow><annotation encoding="application/x-tex">H_{out,k}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.969438em;vertical-align:-0.286108em;"></span><span class="mord"><span class="mord mathnormal" style="margin-right:0.08125em;">H</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3361079999999999em;"><span style="top:-2.5500000000000003em;margin-left:-0.08125em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">o</span><span class="mord mathnormal mtight">u</span><span class="mord mathnormal mtight">t</span><span class="mpunct mtight">,</span><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.286108em;"><span></span></span></span></span></span></span></span></span></span>；输出层第<span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi>k</mi></mrow><annotation encoding="application/x-tex">k</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.69444em;vertical-align:0em;"></span><span class="mord mathnormal" style="margin-right:0.03148em;">k</span></span></span></span>个节点的输入为<span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><msub><mi>O</mi><mrow><mi>i</mi><mi>n</mi><mo separator="true">,</mo><mi>k</mi></mrow></msub></mrow><annotation encoding="application/x-tex">O_{in,k}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.969438em;vertical-align:-0.286108em;"></span><span class="mord"><span class="mord mathnormal" style="margin-right:0.02778em;">O</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3361079999999999em;"><span style="top:-2.5500000000000003em;margin-left:-0.02778em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">in</span><span class="mpunct mtight">,</span><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.286108em;"><span></span></span></span></span></span></span></span></span></span>，输出为<span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><msub><mi>O</mi><mrow><mi>o</mi><mi>u</mi><mi>t</mi><mo separator="true">,</mo><mi>k</mi></mrow></msub></mrow><annotation encoding="application/x-tex">O_{out,k}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.969438em;vertical-align:-0.286108em;"></span><span class="mord"><span class="mord mathnormal" style="margin-right:0.02778em;">O</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3361079999999999em;"><span style="top:-2.5500000000000003em;margin-left:-0.02778em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">o</span><span class="mord mathnormal mtight">u</span><span class="mord mathnormal mtight">t</span><span class="mpunct mtight">,</span><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.286108em;"><span></span></span></span></span></span></span></span></span></span>（即网络预测值<span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><msub><mover accent="true"><mi>L</mi><mo>^</mo></mover><mi>k</mi></msub></mrow><annotation encoding="application/x-tex">\hat{L}_k</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1.0967699999999998em;vertical-align:-0.15em;"></span><span class="mord"><span class="mord accent"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.9467699999999999em;"><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="mord mathnormal">L</span></span><span style="top:-3.25233em;"><span class="pstrut" style="height:3em;"></span><span class="accent-body" style="left:-0.22222em;"><span class="mord">^</span></span></span></span></span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.33610799999999996em;"><span style="top:-2.5500000000000003em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span></span></span></span>。为了体现他的意义有不同叫法，在后文推导需要注意其实是一样的）。从输入层第<span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi>i</mi></mrow><annotation encoding="application/x-tex">i</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.65952em;vertical-align:0em;"></span><span class="mord mathnormal">i</span></span></span></span>个节点到到隐层第<span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi>j</mi></mrow><annotation encoding="application/x-tex">j</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.85396em;vertical-align:-0.19444em;"></span><span class="mord mathnormal" style="margin-right:0.05724em;">j</span></span></span></span>个节点的权值记作<span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><msub><mi>w</mi><mrow><mi>i</mi><mi>j</mi></mrow></msub></mrow><annotation encoding="application/x-tex">w_{ij}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.716668em;vertical-align:-0.286108em;"></span><span class="mord"><span class="mord mathnormal" style="margin-right:0.02691em;">w</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.311664em;"><span style="top:-2.5500000000000003em;margin-left:-0.02691em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.05724em;">ij</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.286108em;"><span></span></span></span></span></span></span></span></span></span>；从隐层第<span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi>j</mi></mrow><annotation encoding="application/x-tex">j</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.85396em;vertical-align:-0.19444em;"></span><span class="mord mathnormal" style="margin-right:0.05724em;">j</span></span></span></span>各节点到到输出层第<span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi>k</mi></mrow><annotation encoding="application/x-tex">k</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.69444em;vertical-align:0em;"></span><span class="mord mathnormal" style="margin-right:0.03148em;">k</span></span></span></span>个节点的权值记作<span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><msub><mi>w</mi><mrow><mi>j</mi><mi>k</mi></mrow></msub></mrow><annotation encoding="application/x-tex">w_{jk}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.716668em;vertical-align:-0.286108em;"></span><span class="mord"><span class="mord mathnormal" style="margin-right:0.02691em;">w</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3361079999999999em;"><span style="top:-2.5500000000000003em;margin-left:-0.02691em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.03148em;">jk</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.286108em;"><span></span></span></span></span></span></span></span></span></span>。记训练数据中样本对应每个输出层节点输出为<span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><msub><mi>L</mi><mi>k</mi></msub></mrow><annotation encoding="application/x-tex">L_k</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.83333em;vertical-align:-0.15em;"></span><span class="mord"><span class="mord mathnormal">L</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.33610799999999996em;"><span style="top:-2.5500000000000003em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span></span></span></span>，则损失函数（系数<span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mfrac><mn>1</mn><mn>2</mn></mfrac></mrow><annotation encoding="application/x-tex">1\over 2</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1.190108em;vertical-align:-0.345em;"></span><span class="mord"><span class="mopen nulldelimiter"></span><span class="mfrac"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.845108em;"><span style="top:-2.6550000000000002em;"><span class="pstrut" style="height:3em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight">2</span></span></span></span><span style="top:-3.23em;"><span class="pstrut" style="height:3em;"></span><span class="frac-line" style="border-bottom-width:0.04em;"></span></span><span style="top:-3.394em;"><span class="pstrut" style="height:3em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight">1</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.345em;"><span></span></span></span></span></span><span class="mclose nulldelimiter"></span></span></span></span></span>是为了计算方便）和目标为：</p>
<p><span class="katex-display"><span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML" display="block"><semantics><mrow><mi>E</mi><mo>=</mo><mfrac><mn>1</mn><mn>2</mn></mfrac><munderover><mo>∑</mo><mrow><mi>k</mi><mo>=</mo><mn>1</mn></mrow><mi>l</mi></munderover><mo stretchy="false">[</mo><msub><mi>L</mi><mi>k</mi></msub><mo>−</mo><msub><mover accent="true"><mi>L</mi><mo>^</mo></mover><mi>k</mi></msub><msup><mo stretchy="false">]</mo><mn>2</mn></msup></mrow><annotation encoding="application/x-tex">E=\frac{1}{2} \sum_{k=1}^{l}[L_k-\hat{L}_k]^2</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.68333em;vertical-align:0em;"></span><span class="mord mathnormal" style="margin-right:0.05764em;">E</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span></span><span class="base"><span class="strut" style="height:3.1382260000000004em;vertical-align:-1.302113em;"></span><span class="mord"><span class="mopen nulldelimiter"></span><span class="mfrac"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.32144em;"><span style="top:-2.314em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord">2</span></span></span><span style="top:-3.23em;"><span class="pstrut" style="height:3em;"></span><span class="frac-line" style="border-bottom-width:0.04em;"></span></span><span style="top:-3.677em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord">1</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.686em;"><span></span></span></span></span></span><span class="mclose nulldelimiter"></span></span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mop op-limits"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.836113em;"><span style="top:-1.8478869999999998em;margin-left:0em;"><span class="pstrut" style="height:3.05em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span><span class="mrel mtight">=</span><span class="mord mtight">1</span></span></span></span><span style="top:-3.0500049999999996em;"><span class="pstrut" style="height:3.05em;"></span><span><span class="mop op-symbol large-op">∑</span></span></span><span style="top:-4.300005em;margin-left:0em;"><span class="pstrut" style="height:3.05em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.01968em;">l</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:1.302113em;"><span></span></span></span></span></span><span class="mopen">[</span><span class="mord"><span class="mord mathnormal">L</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.33610799999999996em;"><span style="top:-2.5500000000000003em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2222222222222222em;"></span><span class="mbin">−</span><span class="mspace" style="margin-right:0.2222222222222222em;"></span></span><span class="base"><span class="strut" style="height:1.19677em;vertical-align:-0.25em;"></span><span class="mord"><span class="mord accent"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.9467699999999999em;"><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="mord mathnormal">L</span></span><span style="top:-3.25233em;"><span class="pstrut" style="height:3em;"></span><span class="accent-body" style="left:-0.22222em;"><span class="mord">^</span></span></span></span></span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.33610799999999996em;"><span style="top:-2.5500000000000003em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mclose"><span class="mclose">]</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8641079999999999em;"><span style="top:-3.113em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">2</span></span></span></span></span></span></span></span></span></span></span></span></p>
<p><span class="katex-display"><span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML" display="block"><semantics><mrow><msubsup><mi>w</mi><mrow><mi>j</mi><mi>k</mi></mrow><mo>∗</mo></msubsup><mo separator="true">,</mo><mo>⋯</mo><mtext> </mtext><mo separator="true">,</mo><msubsup><mi>v</mi><mrow><mi>i</mi><mi>j</mi></mrow><mo>∗</mo></msubsup><mo separator="true">,</mo><mo>⋯</mo><mo>=</mo><munder><mrow><mi mathvariant="normal">arg min</mi><mo>⁡</mo></mrow><mrow><msub><mi>w</mi><mrow><mi>j</mi><mi>k</mi></mrow></msub><mo separator="true">,</mo><mo>⋯</mo><mtext> </mtext><mo separator="true">,</mo><msub><mi>v</mi><mrow><mi>i</mi><mi>j</mi></mrow></msub><mo separator="true">,</mo><mo>⋯</mo></mrow></munder><mi>E</mi></mrow><annotation encoding="application/x-tex">w_{jk}^*,\cdots,v_{ij}^*,\cdots = \argmin_{w_{jk},\cdots,v_{ij},\cdots}E</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1.121804em;vertical-align:-0.383108em;"></span><span class="mord"><span class="mord mathnormal" style="margin-right:0.02691em;">w</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.738696em;"><span style="top:-2.4530000000000003em;margin-left:-0.02691em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.03148em;">jk</span></span></span></span><span style="top:-3.1130000000000004em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mbin mtight">∗</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.383108em;"><span></span></span></span></span></span></span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="minner">⋯</span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mord"><span class="mord mathnormal" style="margin-right:0.03588em;">v</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.738696em;"><span style="top:-2.4530000000000003em;margin-left:-0.03588em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.05724em;">ij</span></span></span></span><span style="top:-3.1130000000000004em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mbin mtight">∗</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.383108em;"><span></span></span></span></span></span></span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="minner">⋯</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span></span><span class="base"><span class="strut" style="height:1.7808499999999998em;vertical-align:-1.0975199999999998em;"></span><span class="mop op-limits"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.6678600000000001em;"><span style="top:-2.20556em;margin-left:0em;"><span class="pstrut" style="height:3em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.02691em;">w</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3448em;"><span style="top:-2.3487714285714287em;margin-left:-0.02691em;margin-right:0.07142857142857144em;"><span class="pstrut" style="height:2.5em;"></span><span class="sizing reset-size3 size1 mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.03148em;">jk</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.29011428571428566em;"><span></span></span></span></span></span></span><span class="mpunct mtight">,</span><span class="minner mtight">⋯</span><span class="mspace mtight" style="margin-right:0.19516666666666668em;"></span><span class="mpunct mtight">,</span><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.03588em;">v</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3280857142857143em;"><span style="top:-2.357em;margin-left:-0.03588em;margin-right:0.07142857142857144em;"><span class="pstrut" style="height:2.5em;"></span><span class="sizing reset-size3 size1 mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.05724em;">ij</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.2818857142857143em;"><span></span></span></span></span></span></span><span class="mpunct mtight">,</span><span class="minner mtight">⋯</span></span></span></span><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span><span class="mop"><span class="mord mathrm" style="margin-right:0.01389em;">arg</span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mord mathrm">min</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:1.0975199999999998em;"><span></span></span></span></span></span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mord mathnormal" style="margin-right:0.05764em;">E</span></span></span></span></span></p>
<p>其中</p>
<p><span class="katex-display"><span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML" display="block"><semantics><mrow><mo fence="true">{</mo><mtable rowspacing="0.2500em" columnalign="right" columnspacing><mtr><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow><msub><mover accent="true"><mi>L</mi><mo>^</mo></mover><mi>k</mi></msub><mo>=</mo><msub><mi>O</mi><mrow><mi>o</mi><mi>u</mi><mi>t</mi><mo separator="true">,</mo><mi>k</mi></mrow></msub><mo>=</mo><mi>f</mi><mo stretchy="false">(</mo><msub><mi>O</mi><mrow><mi>i</mi><mi>n</mi><mo separator="true">,</mo><mi>k</mi></mrow></msub><mo stretchy="false">)</mo></mrow></mstyle></mtd></mtr><mtr><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow><msub><mi>O</mi><mrow><mi>i</mi><mi>n</mi><mo separator="true">,</mo><mi>k</mi></mrow></msub><mo>=</mo><munderover><mo>∑</mo><mrow><mi>j</mi><mo>=</mo><mn>1</mn></mrow><mi>m</mi></munderover><msub><mi>w</mi><mrow><mi>j</mi><mi>k</mi></mrow></msub><msub><mi>H</mi><mrow><mi>o</mi><mi>u</mi><mi>t</mi><mo separator="true">,</mo><mi>k</mi></mrow></msub></mrow></mstyle></mtd></mtr><mtr><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow><msub><mi>H</mi><mrow><mi>o</mi><mi>u</mi><mi>t</mi><mo separator="true">,</mo><mi>k</mi></mrow></msub><mo>=</mo><mi>f</mi><mo stretchy="false">(</mo><msub><mi>H</mi><mrow><mi>i</mi><mi>n</mi><mo separator="true">,</mo><mi>k</mi></mrow></msub><mo stretchy="false">)</mo></mrow></mstyle></mtd></mtr><mtr><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow><msub><mi>H</mi><mrow><mi>i</mi><mi>n</mi><mo separator="true">,</mo><mi>k</mi></mrow></msub><mo>=</mo><munderover><mo>∑</mo><mrow><mi>i</mi><mo>=</mo><mn>1</mn></mrow><mi>n</mi></munderover><msub><mi>v</mi><mrow><mi>i</mi><mi>j</mi></mrow></msub><msub><mi>x</mi><mi>i</mi></msub></mrow></mstyle></mtd></mtr></mtable></mrow><annotation encoding="application/x-tex">\left\{\begin{aligned}
\hat{L}_k = O_{out,k} = f(O_{in,k}) \\
O_{in,k} = \sum_{j=1}^{m} w_{jk}H_{out,k} \\
H_{out,k} = f(H_{in,k}) \\
H_{in,k} = \sum_{i=1}^{n} v_{ij}x_i
\end{aligned}\right.</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:9.70101em;vertical-align:-4.600505em;"></span><span class="minner"><span class="mopen"><span class="delimsizing mult"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:5.05002em;"><span style="top:-1.36599em;"><span class="pstrut" style="height:5.016em;"></span><span class="delimsizinginner delim-size4"><span>⎩</span></span></span><span style="top:-1.35799em;"><span class="pstrut" style="height:5.016em;"></span><span style="height:3.016em;width:0.889em;"><svg width="0.889em" height="3.016em" style="width:0.889em" viewBox="0 0 889 3016" preserveAspectRatio="xMinYMin"><path d="M384 0 H504 V3016 H384z M384 0 H504 V3016 H384z"/></svg></span></span><span style="top:-5.01601em;"><span class="pstrut" style="height:5.016em;"></span><span class="delimsizinginner delim-size4"><span>⎨</span></span></span><span style="top:-6.15801em;"><span class="pstrut" style="height:5.016em;"></span><span style="height:3.016em;width:0.889em;"><svg width="0.889em" height="3.016em" style="width:0.889em" viewBox="0 0 889 3016" preserveAspectRatio="xMinYMin"><path d="M384 0 H504 V3016 H384z M384 0 H504 V3016 H384z"/></svg></span></span><span style="top:-9.16602em;"><span class="pstrut" style="height:5.016em;"></span><span class="delimsizinginner delim-size4"><span>⎧</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:4.55002em;"><span></span></span></span></span></span></span><span class="mord"><span class="mtable"><span class="col-align-r"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:5.100505em;"><span style="top:-7.805132em;"><span class="pstrut" style="height:3.6513970000000007em;"></span><span class="mord"><span class="mord"><span class="mord accent"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.9467699999999999em;"><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="mord mathnormal">L</span></span><span style="top:-3.25233em;"><span class="pstrut" style="height:3em;"></span><span class="accent-body" style="left:-0.22222em;"><span class="mord">^</span></span></span></span></span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.33610799999999996em;"><span style="top:-2.5500000000000003em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mord"><span class="mord mathnormal" style="margin-right:0.02778em;">O</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3361079999999999em;"><span style="top:-2.5500000000000003em;margin-left:-0.02778em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">o</span><span class="mord mathnormal mtight">u</span><span class="mord mathnormal mtight">t</span><span class="mpunct mtight">,</span><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.286108em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mord mathnormal" style="margin-right:0.10764em;">f</span><span class="mopen">(</span><span class="mord"><span class="mord mathnormal" style="margin-right:0.02778em;">O</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3361079999999999em;"><span style="top:-2.5500000000000003em;margin-left:-0.02778em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">in</span><span class="mpunct mtight">,</span><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.286108em;"><span></span></span></span></span></span></span><span class="mclose">)</span></span></span><span style="top:-5.493735em;"><span class="pstrut" style="height:3.6513970000000007em;"></span><span class="mord"><span class="mord"><span class="mord mathnormal" style="margin-right:0.02778em;">O</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3361079999999999em;"><span style="top:-2.5500000000000003em;margin-left:-0.02778em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">in</span><span class="mpunct mtight">,</span><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.286108em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mop op-limits"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.6513970000000007em;"><span style="top:-1.872331em;margin-left:0em;"><span class="pstrut" style="height:3.05em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.05724em;">j</span><span class="mrel mtight">=</span><span class="mord mtight">1</span></span></span></span><span style="top:-3.050005em;"><span class="pstrut" style="height:3.05em;"></span><span><span class="mop op-symbol large-op">∑</span></span></span><span style="top:-4.3000050000000005em;margin-left:0em;"><span class="pstrut" style="height:3.05em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">m</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:1.4137769999999998em;"><span></span></span></span></span></span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mord"><span class="mord mathnormal" style="margin-right:0.02691em;">w</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3361079999999999em;"><span style="top:-2.5500000000000003em;margin-left:-0.02691em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.03148em;">jk</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.286108em;"><span></span></span></span></span></span></span><span class="mord"><span class="mord mathnormal" style="margin-right:0.08125em;">H</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3361079999999999em;"><span style="top:-2.5500000000000003em;margin-left:-0.08125em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">o</span><span class="mord mathnormal mtight">u</span><span class="mord mathnormal mtight">t</span><span class="mpunct mtight">,</span><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.286108em;"><span></span></span></span></span></span></span></span></span><span style="top:-2.9399580000000003em;"><span class="pstrut" style="height:3.6513970000000007em;"></span><span class="mord"><span class="mord"><span class="mord mathnormal" style="margin-right:0.08125em;">H</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3361079999999999em;"><span style="top:-2.5500000000000003em;margin-left:-0.08125em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">o</span><span class="mord mathnormal mtight">u</span><span class="mord mathnormal mtight">t</span><span class="mpunct mtight">,</span><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.286108em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mord mathnormal" style="margin-right:0.10764em;">f</span><span class="mopen">(</span><span class="mord"><span class="mord mathnormal" style="margin-right:0.08125em;">H</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3361079999999999em;"><span style="top:-2.5500000000000003em;margin-left:-0.08125em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">in</span><span class="mpunct mtight">,</span><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.286108em;"><span></span></span></span></span></span></span><span class="mclose">)</span></span></span><span style="top:-0.6285610000000006em;"><span class="pstrut" style="height:3.6513970000000007em;"></span><span class="mord"><span class="mord"><span class="mord mathnormal" style="margin-right:0.08125em;">H</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3361079999999999em;"><span style="top:-2.5500000000000003em;margin-left:-0.08125em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">in</span><span class="mpunct mtight">,</span><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.286108em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mop op-limits"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.6513970000000002em;"><span style="top:-1.872331em;margin-left:0em;"><span class="pstrut" style="height:3.05em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">i</span><span class="mrel mtight">=</span><span class="mord mtight">1</span></span></span></span><span style="top:-3.050005em;"><span class="pstrut" style="height:3.05em;"></span><span><span class="mop op-symbol large-op">∑</span></span></span><span style="top:-4.3000050000000005em;margin-left:0em;"><span class="pstrut" style="height:3.05em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">n</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:1.277669em;"><span></span></span></span></span></span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mord"><span class="mord mathnormal" style="margin-right:0.03588em;">v</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.311664em;"><span style="top:-2.5500000000000003em;margin-left:-0.03588em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.05724em;">ij</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.286108em;"><span></span></span></span></span></span></span><span class="mord"><span class="mord mathnormal">x</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.31166399999999994em;"><span style="top:-2.5500000000000003em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight">i</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:4.600505em;"><span></span></span></span></span></span></span></span><span class="mclose nulldelimiter"></span></span></span></span></span></span></p>
<p><mark>BP算法的核心</mark>*即为<strong>求偏导的链式法则</strong>：</p>
<p><span class="katex-display"><span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML" display="block"><semantics><mrow><mi mathvariant="normal">Δ</mi><msub><mi>w</mi><mrow><mi>j</mi><mi>k</mi></mrow></msub><mo>=</mo><mo>−</mo><mi>η</mi><mfrac><mrow><mi mathvariant="normal">∂</mi><mi>E</mi></mrow><mrow><mi mathvariant="normal">∂</mi><msub><mi>w</mi><mrow><mi>j</mi><mi>k</mi></mrow></msub></mrow></mfrac></mrow><annotation encoding="application/x-tex">\Delta w_{jk} = - \eta \frac{\partial E}{\partial w_{jk}}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.969438em;vertical-align:-0.286108em;"></span><span class="mord">Δ</span><span class="mord"><span class="mord mathnormal" style="margin-right:0.02691em;">w</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3361079999999999em;"><span style="top:-2.5500000000000003em;margin-left:-0.02691em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.03148em;">jk</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.286108em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span></span><span class="base"><span class="strut" style="height:2.343548em;vertical-align:-0.972108em;"></span><span class="mord">−</span><span class="mord mathnormal" style="margin-right:0.03588em;">η</span><span class="mord"><span class="mopen nulldelimiter"></span><span class="mfrac"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.37144em;"><span style="top:-2.314em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord" style="margin-right:0.05556em;">∂</span><span class="mord"><span class="mord mathnormal" style="margin-right:0.02691em;">w</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3361079999999999em;"><span style="top:-2.5500000000000003em;margin-left:-0.02691em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.03148em;">jk</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.286108em;"><span></span></span></span></span></span></span></span></span><span style="top:-3.23em;"><span class="pstrut" style="height:3em;"></span><span class="frac-line" style="border-bottom-width:0.04em;"></span></span><span style="top:-3.677em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord" style="margin-right:0.05556em;">∂</span><span class="mord mathnormal" style="margin-right:0.05764em;">E</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.972108em;"><span></span></span></span></span></span><span class="mclose nulldelimiter"></span></span></span></span></span></span></p>
<p><span class="katex-display"><span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML" display="block"><semantics><mrow><mfrac><mrow><mi mathvariant="normal">∂</mi><mi>E</mi></mrow><mrow><mi mathvariant="normal">∂</mi><msub><mi>w</mi><mrow><mi>j</mi><mi>k</mi></mrow></msub></mrow></mfrac><mo>=</mo><mfrac><mrow><mi mathvariant="normal">∂</mi><mi>E</mi></mrow><mrow><mi mathvariant="normal">∂</mi><msub><mi>O</mi><mrow><mi>i</mi><mi>n</mi><mo separator="true">,</mo><mi>k</mi></mrow></msub></mrow></mfrac><mo>⋅</mo><mfrac><mrow><mi mathvariant="normal">∂</mi><msub><mi>O</mi><mrow><mi>i</mi><mi>n</mi><mo separator="true">,</mo><mi>k</mi></mrow></msub></mrow><mrow><mi mathvariant="normal">∂</mi><msub><mi>w</mi><mrow><mi>j</mi><mi>k</mi></mrow></msub></mrow></mfrac></mrow><annotation encoding="application/x-tex">\frac{\partial E}{\partial w_{jk}} = \frac{\partial E}{\partial O_{in,k}} \cdot \frac{\partial O_{in,k}}{\partial w_{jk}}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:2.343548em;vertical-align:-0.972108em;"></span><span class="mord"><span class="mopen nulldelimiter"></span><span class="mfrac"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.37144em;"><span style="top:-2.314em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord" style="margin-right:0.05556em;">∂</span><span class="mord"><span class="mord mathnormal" style="margin-right:0.02691em;">w</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3361079999999999em;"><span style="top:-2.5500000000000003em;margin-left:-0.02691em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.03148em;">jk</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.286108em;"><span></span></span></span></span></span></span></span></span><span style="top:-3.23em;"><span class="pstrut" style="height:3em;"></span><span class="frac-line" style="border-bottom-width:0.04em;"></span></span><span style="top:-3.677em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord" style="margin-right:0.05556em;">∂</span><span class="mord mathnormal" style="margin-right:0.05764em;">E</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.972108em;"><span></span></span></span></span></span><span class="mclose nulldelimiter"></span></span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span></span><span class="base"><span class="strut" style="height:2.343548em;vertical-align:-0.972108em;"></span><span class="mord"><span class="mopen nulldelimiter"></span><span class="mfrac"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.37144em;"><span style="top:-2.314em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord" style="margin-right:0.05556em;">∂</span><span class="mord"><span class="mord mathnormal" style="margin-right:0.02778em;">O</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3361079999999999em;"><span style="top:-2.5500000000000003em;margin-left:-0.02778em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">in</span><span class="mpunct mtight">,</span><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.286108em;"><span></span></span></span></span></span></span></span></span><span style="top:-3.23em;"><span class="pstrut" style="height:3em;"></span><span class="frac-line" style="border-bottom-width:0.04em;"></span></span><span style="top:-3.677em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord" style="margin-right:0.05556em;">∂</span><span class="mord mathnormal" style="margin-right:0.05764em;">E</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.972108em;"><span></span></span></span></span></span><span class="mclose nulldelimiter"></span></span><span class="mspace" style="margin-right:0.2222222222222222em;"></span><span class="mbin">⋅</span><span class="mspace" style="margin-right:0.2222222222222222em;"></span></span><span class="base"><span class="strut" style="height:2.343548em;vertical-align:-0.972108em;"></span><span class="mord"><span class="mopen nulldelimiter"></span><span class="mfrac"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.37144em;"><span style="top:-2.314em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord" style="margin-right:0.05556em;">∂</span><span class="mord"><span class="mord mathnormal" style="margin-right:0.02691em;">w</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3361079999999999em;"><span style="top:-2.5500000000000003em;margin-left:-0.02691em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.03148em;">jk</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.286108em;"><span></span></span></span></span></span></span></span></span><span style="top:-3.23em;"><span class="pstrut" style="height:3em;"></span><span class="frac-line" style="border-bottom-width:0.04em;"></span></span><span style="top:-3.677em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord" style="margin-right:0.05556em;">∂</span><span class="mord"><span class="mord mathnormal" style="margin-right:0.02778em;">O</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3361079999999999em;"><span style="top:-2.5500000000000003em;margin-left:-0.02778em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">in</span><span class="mpunct mtight">,</span><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.286108em;"><span></span></span></span></span></span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.972108em;"><span></span></span></span></span></span><span class="mclose nulldelimiter"></span></span></span></span></span></span></p>
<p>首先先给出sigmoid函数导数的性质：</p>
<p><span class="katex-display"><span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML" display="block"><semantics><mrow><mi>f</mi><mo stretchy="false">(</mo><mi>x</mi><mo stretchy="false">)</mo><mo>=</mo><mfrac><mn>1</mn><mrow><mn>1</mn><mo>+</mo><msup><mi>e</mi><mrow><mo>−</mo><mi>x</mi></mrow></msup></mrow></mfrac></mrow><annotation encoding="application/x-tex">f(x) = \frac{1}{1+e^{-x}}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mord mathnormal" style="margin-right:0.10764em;">f</span><span class="mopen">(</span><span class="mord mathnormal">x</span><span class="mclose">)</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span></span><span class="base"><span class="strut" style="height:2.09077em;vertical-align:-0.7693300000000001em;"></span><span class="mord"><span class="mopen nulldelimiter"></span><span class="mfrac"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.32144em;"><span style="top:-2.314em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord">1</span><span class="mspace" style="margin-right:0.2222222222222222em;"></span><span class="mbin">+</span><span class="mspace" style="margin-right:0.2222222222222222em;"></span><span class="mord"><span class="mord mathnormal">e</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.697331em;"><span style="top:-2.989em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight">−</span><span class="mord mathnormal mtight">x</span></span></span></span></span></span></span></span></span></span></span><span style="top:-3.23em;"><span class="pstrut" style="height:3em;"></span><span class="frac-line" style="border-bottom-width:0.04em;"></span></span><span style="top:-3.677em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord">1</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.7693300000000001em;"><span></span></span></span></span></span><span class="mclose nulldelimiter"></span></span></span></span></span></span></p>
<p><span class="katex-display"><span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML" display="block"><semantics><mrow><mfrac><mrow><mi mathvariant="normal">∂</mi><mi>f</mi></mrow><mrow><mi mathvariant="normal">∂</mi><mi>x</mi></mrow></mfrac><mo>=</mo><mfrac><mrow><mo>−</mo><mo stretchy="false">(</mo><mo>−</mo><msup><mi>e</mi><mrow><mo>−</mo><mi>x</mi></mrow></msup><mo stretchy="false">)</mo></mrow><mrow><mo stretchy="false">(</mo><mn>1</mn><mo>+</mo><msup><mi>e</mi><mrow><mo>−</mo><mi>x</mi></mrow></msup><msup><mo stretchy="false">)</mo><mn>2</mn></msup></mrow></mfrac><mo>=</mo><mfrac><mn>1</mn><mrow><mn>1</mn><mo>+</mo><msup><mi>e</mi><mrow><mo>−</mo><mi>x</mi></mrow></msup></mrow></mfrac><mfrac><mrow><mo stretchy="false">(</mo><mn>1</mn><mo>+</mo><msup><mi>e</mi><mrow><mo>−</mo><mi>x</mi></mrow></msup><mo stretchy="false">)</mo><mo>−</mo><mn>1</mn></mrow><mrow><mn>1</mn><mo>+</mo><msup><mi>e</mi><mrow><mo>−</mo><mi>x</mi></mrow></msup></mrow></mfrac><mo>=</mo><mi>f</mi><mo stretchy="false">(</mo><mi>x</mi><mo stretchy="false">)</mo><mo stretchy="false">[</mo><mn>1</mn><mo>−</mo><mi>f</mi><mo stretchy="false">(</mo><mi>x</mi><mo stretchy="false">)</mo><mo stretchy="false">]</mo></mrow><annotation encoding="application/x-tex">\frac{\partial f}{\partial x} = \frac{-(-e^{-x})}{(1+e^{-x})^2} = \frac{1}{1+e^{-x}} \frac{(1+e^{-x})-1}{1+e^{-x}} = f(x)[1-f(x)]</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:2.0574399999999997em;vertical-align:-0.686em;"></span><span class="mord"><span class="mopen nulldelimiter"></span><span class="mfrac"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.3714399999999998em;"><span style="top:-2.314em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord" style="margin-right:0.05556em;">∂</span><span class="mord mathnormal">x</span></span></span><span style="top:-3.23em;"><span class="pstrut" style="height:3em;"></span><span class="frac-line" style="border-bottom-width:0.04em;"></span></span><span style="top:-3.677em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord" style="margin-right:0.05556em;">∂</span><span class="mord mathnormal" style="margin-right:0.10764em;">f</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.686em;"><span></span></span></span></span></span><span class="mclose nulldelimiter"></span></span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span></span><span class="base"><span class="strut" style="height:2.384331em;vertical-align:-0.936em;"></span><span class="mord"><span class="mopen nulldelimiter"></span><span class="mfrac"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.448331em;"><span style="top:-2.314em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mopen">(</span><span class="mord">1</span><span class="mspace" style="margin-right:0.2222222222222222em;"></span><span class="mbin">+</span><span class="mspace" style="margin-right:0.2222222222222222em;"></span><span class="mord"><span class="mord mathnormal">e</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.697331em;"><span style="top:-2.989em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight">−</span><span class="mord mathnormal mtight">x</span></span></span></span></span></span></span></span></span><span class="mclose"><span class="mclose">)</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.740108em;"><span style="top:-2.9890000000000003em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">2</span></span></span></span></span></span></span></span></span></span><span style="top:-3.23em;"><span class="pstrut" style="height:3em;"></span><span class="frac-line" style="border-bottom-width:0.04em;"></span></span><span style="top:-3.677em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord">−</span><span class="mopen">(</span><span class="mord">−</span><span class="mord"><span class="mord mathnormal">e</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.771331em;"><span style="top:-3.063em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight">−</span><span class="mord mathnormal mtight">x</span></span></span></span></span></span></span></span></span><span class="mclose">)</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.936em;"><span></span></span></span></span></span><span class="mclose nulldelimiter"></span></span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span></span><span class="base"><span class="strut" style="height:2.217661em;vertical-align:-0.7693300000000001em;"></span><span class="mord"><span class="mopen nulldelimiter"></span><span class="mfrac"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.32144em;"><span style="top:-2.314em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord">1</span><span class="mspace" style="margin-right:0.2222222222222222em;"></span><span class="mbin">+</span><span class="mspace" style="margin-right:0.2222222222222222em;"></span><span class="mord"><span class="mord mathnormal">e</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.697331em;"><span style="top:-2.989em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight">−</span><span class="mord mathnormal mtight">x</span></span></span></span></span></span></span></span></span></span></span><span style="top:-3.23em;"><span class="pstrut" style="height:3em;"></span><span class="frac-line" style="border-bottom-width:0.04em;"></span></span><span style="top:-3.677em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord">1</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.7693300000000001em;"><span></span></span></span></span></span><span class="mclose nulldelimiter"></span></span><span class="mord"><span class="mopen nulldelimiter"></span><span class="mfrac"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.448331em;"><span style="top:-2.314em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord">1</span><span class="mspace" style="margin-right:0.2222222222222222em;"></span><span class="mbin">+</span><span class="mspace" style="margin-right:0.2222222222222222em;"></span><span class="mord"><span class="mord mathnormal">e</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.697331em;"><span style="top:-2.989em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight">−</span><span class="mord mathnormal mtight">x</span></span></span></span></span></span></span></span></span></span></span><span style="top:-3.23em;"><span class="pstrut" style="height:3em;"></span><span class="frac-line" style="border-bottom-width:0.04em;"></span></span><span style="top:-3.677em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mopen">(</span><span class="mord">1</span><span class="mspace" style="margin-right:0.2222222222222222em;"></span><span class="mbin">+</span><span class="mspace" style="margin-right:0.2222222222222222em;"></span><span class="mord"><span class="mord mathnormal">e</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.771331em;"><span style="top:-3.063em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight">−</span><span class="mord mathnormal mtight">x</span></span></span></span></span></span></span></span></span><span class="mclose">)</span><span class="mspace" style="margin-right:0.2222222222222222em;"></span><span class="mbin">−</span><span class="mspace" style="margin-right:0.2222222222222222em;"></span><span class="mord">1</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.7693300000000001em;"><span></span></span></span></span></span><span class="mclose nulldelimiter"></span></span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span></span><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mord mathnormal" style="margin-right:0.10764em;">f</span><span class="mopen">(</span><span class="mord mathnormal">x</span><span class="mclose">)</span><span class="mopen">[</span><span class="mord">1</span><span class="mspace" style="margin-right:0.2222222222222222em;"></span><span class="mbin">−</span><span class="mspace" style="margin-right:0.2222222222222222em;"></span></span><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mord mathnormal" style="margin-right:0.10764em;">f</span><span class="mopen">(</span><span class="mord mathnormal">x</span><span class="mclose">)]</span></span></span></span></span></p>
<p>所以左边部分</p>
<p><span class="katex-display"><span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML" display="block"><semantics><mrow><mfrac><mrow><mi mathvariant="normal">∂</mi><mi>E</mi></mrow><mrow><mi mathvariant="normal">∂</mi><msub><mi>O</mi><mrow><mi>i</mi><mi>n</mi><mo separator="true">,</mo><mi>k</mi></mrow></msub></mrow></mfrac><mo>=</mo><mfrac><mrow><mi mathvariant="normal">∂</mi><mi>E</mi></mrow><mrow><mi mathvariant="normal">∂</mi><msub><mi>O</mi><mrow><mi>o</mi><mi>u</mi><mi>t</mi><mo separator="true">,</mo><mi>k</mi></mrow></msub></mrow></mfrac><mo>⋅</mo><mfrac><mrow><mi mathvariant="normal">∂</mi><msub><mi>O</mi><mrow><mi>o</mi><mi>u</mi><mi>t</mi><mo separator="true">,</mo><mi>k</mi></mrow></msub></mrow><mrow><mi mathvariant="normal">∂</mi><msub><mi>O</mi><mrow><mi>i</mi><mi>n</mi><mo separator="true">,</mo><mi>k</mi></mrow></msub></mrow></mfrac><mo>=</mo><mo stretchy="false">(</mo><msub><mi>L</mi><mi>k</mi></msub><mo>−</mo><msub><mover accent="true"><mi>L</mi><mo>^</mo></mover><mi>k</mi></msub><mo stretchy="false">)</mo><mi>f</mi><mo stretchy="false">(</mo><msub><mi>O</mi><mrow><mi>i</mi><mi>n</mi><mo separator="true">,</mo><mi>k</mi></mrow></msub><mo stretchy="false">)</mo><mo stretchy="false">[</mo><mn>1</mn><mo>−</mo><mi>f</mi><mo stretchy="false">(</mo><msub><mi>O</mi><mrow><mi>i</mi><mi>n</mi><mo separator="true">,</mo><mi>k</mi></mrow></msub><mo stretchy="false">)</mo><mo stretchy="false">]</mo></mrow><annotation encoding="application/x-tex">\frac{\partial E}{\partial O_{in,k}} =\frac{\partial E}{\partial O_{out,k}} \cdot \frac{\partial O_{out,k}}{\partial O_{in,k}} = (L_k-\hat{L}_k)f(O_{in,k})[1-f(O_{in,k})]</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:2.343548em;vertical-align:-0.972108em;"></span><span class="mord"><span class="mopen nulldelimiter"></span><span class="mfrac"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.37144em;"><span style="top:-2.314em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord" style="margin-right:0.05556em;">∂</span><span class="mord"><span class="mord mathnormal" style="margin-right:0.02778em;">O</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3361079999999999em;"><span style="top:-2.5500000000000003em;margin-left:-0.02778em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">in</span><span class="mpunct mtight">,</span><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.286108em;"><span></span></span></span></span></span></span></span></span><span style="top:-3.23em;"><span class="pstrut" style="height:3em;"></span><span class="frac-line" style="border-bottom-width:0.04em;"></span></span><span style="top:-3.677em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord" style="margin-right:0.05556em;">∂</span><span class="mord mathnormal" style="margin-right:0.05764em;">E</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.972108em;"><span></span></span></span></span></span><span class="mclose nulldelimiter"></span></span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span></span><span class="base"><span class="strut" style="height:2.343548em;vertical-align:-0.972108em;"></span><span class="mord"><span class="mopen nulldelimiter"></span><span class="mfrac"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.37144em;"><span style="top:-2.314em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord" style="margin-right:0.05556em;">∂</span><span class="mord"><span class="mord mathnormal" style="margin-right:0.02778em;">O</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3361079999999999em;"><span style="top:-2.5500000000000003em;margin-left:-0.02778em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">o</span><span class="mord mathnormal mtight">u</span><span class="mord mathnormal mtight">t</span><span class="mpunct mtight">,</span><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.286108em;"><span></span></span></span></span></span></span></span></span><span style="top:-3.23em;"><span class="pstrut" style="height:3em;"></span><span class="frac-line" style="border-bottom-width:0.04em;"></span></span><span style="top:-3.677em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord" style="margin-right:0.05556em;">∂</span><span class="mord mathnormal" style="margin-right:0.05764em;">E</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.972108em;"><span></span></span></span></span></span><span class="mclose nulldelimiter"></span></span><span class="mspace" style="margin-right:0.2222222222222222em;"></span><span class="mbin">⋅</span><span class="mspace" style="margin-right:0.2222222222222222em;"></span></span><span class="base"><span class="strut" style="height:2.343548em;vertical-align:-0.972108em;"></span><span class="mord"><span class="mopen nulldelimiter"></span><span class="mfrac"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.37144em;"><span style="top:-2.314em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord" style="margin-right:0.05556em;">∂</span><span class="mord"><span class="mord mathnormal" style="margin-right:0.02778em;">O</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3361079999999999em;"><span style="top:-2.5500000000000003em;margin-left:-0.02778em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">in</span><span class="mpunct mtight">,</span><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.286108em;"><span></span></span></span></span></span></span></span></span><span style="top:-3.23em;"><span class="pstrut" style="height:3em;"></span><span class="frac-line" style="border-bottom-width:0.04em;"></span></span><span style="top:-3.677em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord" style="margin-right:0.05556em;">∂</span><span class="mord"><span class="mord mathnormal" style="margin-right:0.02778em;">O</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3361079999999999em;"><span style="top:-2.5500000000000003em;margin-left:-0.02778em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">o</span><span class="mord mathnormal mtight">u</span><span class="mord mathnormal mtight">t</span><span class="mpunct mtight">,</span><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.286108em;"><span></span></span></span></span></span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.972108em;"><span></span></span></span></span></span><span class="mclose nulldelimiter"></span></span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span></span><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mopen">(</span><span class="mord"><span class="mord mathnormal">L</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.33610799999999996em;"><span style="top:-2.5500000000000003em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2222222222222222em;"></span><span class="mbin">−</span><span class="mspace" style="margin-right:0.2222222222222222em;"></span></span><span class="base"><span class="strut" style="height:1.232878em;vertical-align:-0.286108em;"></span><span class="mord"><span class="mord accent"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.9467699999999999em;"><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="mord mathnormal">L</span></span><span style="top:-3.25233em;"><span class="pstrut" style="height:3em;"></span><span class="accent-body" style="left:-0.22222em;"><span class="mord">^</span></span></span></span></span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.33610799999999996em;"><span style="top:-2.5500000000000003em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mclose">)</span><span class="mord mathnormal" style="margin-right:0.10764em;">f</span><span class="mopen">(</span><span class="mord"><span class="mord mathnormal" style="margin-right:0.02778em;">O</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3361079999999999em;"><span style="top:-2.5500000000000003em;margin-left:-0.02778em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">in</span><span class="mpunct mtight">,</span><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.286108em;"><span></span></span></span></span></span></span><span class="mclose">)</span><span class="mopen">[</span><span class="mord">1</span><span class="mspace" style="margin-right:0.2222222222222222em;"></span><span class="mbin">−</span><span class="mspace" style="margin-right:0.2222222222222222em;"></span></span><span class="base"><span class="strut" style="height:1.036108em;vertical-align:-0.286108em;"></span><span class="mord mathnormal" style="margin-right:0.10764em;">f</span><span class="mopen">(</span><span class="mord"><span class="mord mathnormal" style="margin-right:0.02778em;">O</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3361079999999999em;"><span style="top:-2.5500000000000003em;margin-left:-0.02778em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">in</span><span class="mpunct mtight">,</span><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.286108em;"><span></span></span></span></span></span></span><span class="mclose">)]</span></span></span></span></span></p>
<p>为了方便，记输出层误差信号</p>
<p><span class="katex-display"><span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML" display="block"><semantics><mtable rowspacing="0.2500em" columnalign="right left" columnspacing="0em"><mtr><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow><msub><mi>δ</mi><mrow><mi>O</mi><mo separator="true">,</mo><mi>k</mi></mrow></msub><mo>=</mo><mo>−</mo><mfrac><mrow><mi mathvariant="normal">∂</mi><mi>E</mi></mrow><mrow><mi mathvariant="normal">∂</mi><msub><mi>O</mi><mrow><mi>i</mi><mi>n</mi><mo separator="true">,</mo><mi>k</mi></mrow></msub></mrow></mfrac></mrow></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow><mrow></mrow><mo>=</mo><mo>−</mo><mo stretchy="false">(</mo><msub><mi>L</mi><mi>k</mi></msub><mo>−</mo><msub><mover accent="true"><mi>L</mi><mo>^</mo></mover><mi>k</mi></msub><mo stretchy="false">)</mo><mi>f</mi><mo stretchy="false">(</mo><msub><mi>O</mi><mrow><mi>i</mi><mi>n</mi><mo separator="true">,</mo><mi>k</mi></mrow></msub><mo stretchy="false">)</mo><mo stretchy="false">[</mo><mn>1</mn><mo>−</mo><mi>f</mi><mo stretchy="false">(</mo><msub><mi>O</mi><mrow><mi>i</mi><mi>n</mi><mo separator="true">,</mo><mi>k</mi></mrow></msub><mo stretchy="false">)</mo><mo stretchy="false">]</mo></mrow></mstyle></mtd></mtr></mtable><annotation encoding="application/x-tex">\begin{aligned}
\delta_{O,k} = - \frac{\partial E}{\partial O_{in,k}} &= -(L_k-\hat{L}_k)f(O_{in,k})[1-f(O_{in,k})]
\end{aligned}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:2.643548em;vertical-align:-1.071774em;"></span><span class="mord"><span class="mtable"><span class="col-align-r"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.571774em;"><span style="top:-3.5717739999999996em;"><span class="pstrut" style="height:3.3714399999999998em;"></span><span class="mord"><span class="mord"><span class="mord mathnormal" style="margin-right:0.03785em;">δ</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3361079999999999em;"><span style="top:-2.5500000000000003em;margin-left:-0.03785em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.02778em;">O</span><span class="mpunct mtight">,</span><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.286108em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mord">−</span><span class="mord"><span class="mopen nulldelimiter"></span><span class="mfrac"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.37144em;"><span style="top:-2.314em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord" style="margin-right:0.05556em;">∂</span><span class="mord"><span class="mord mathnormal" style="margin-right:0.02778em;">O</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3361079999999999em;"><span style="top:-2.5500000000000003em;margin-left:-0.02778em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">in</span><span class="mpunct mtight">,</span><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.286108em;"><span></span></span></span></span></span></span></span></span><span style="top:-3.23em;"><span class="pstrut" style="height:3em;"></span><span class="frac-line" style="border-bottom-width:0.04em;"></span></span><span style="top:-3.677em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord" style="margin-right:0.05556em;">∂</span><span class="mord mathnormal" style="margin-right:0.05764em;">E</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.972108em;"><span></span></span></span></span></span><span class="mclose nulldelimiter"></span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:1.071774em;"><span></span></span></span></span></span><span class="col-align-l"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.571774em;"><span style="top:-3.5717739999999996em;"><span class="pstrut" style="height:3.3714399999999998em;"></span><span class="mord"><span class="mord"></span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mord">−</span><span class="mopen">(</span><span class="mord"><span class="mord mathnormal">L</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.33610799999999996em;"><span style="top:-2.5500000000000003em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2222222222222222em;"></span><span class="mbin">−</span><span class="mspace" style="margin-right:0.2222222222222222em;"></span><span class="mord"><span class="mord accent"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.9467699999999999em;"><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="mord mathnormal">L</span></span><span style="top:-3.25233em;"><span class="pstrut" style="height:3em;"></span><span class="accent-body" style="left:-0.22222em;"><span class="mord">^</span></span></span></span></span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.33610799999999996em;"><span style="top:-2.5500000000000003em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mclose">)</span><span class="mord mathnormal" style="margin-right:0.10764em;">f</span><span class="mopen">(</span><span class="mord"><span class="mord mathnormal" style="margin-right:0.02778em;">O</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3361079999999999em;"><span style="top:-2.5500000000000003em;margin-left:-0.02778em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">in</span><span class="mpunct mtight">,</span><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.286108em;"><span></span></span></span></span></span></span><span class="mclose">)</span><span class="mopen">[</span><span class="mord">1</span><span class="mspace" style="margin-right:0.2222222222222222em;"></span><span class="mbin">−</span><span class="mspace" style="margin-right:0.2222222222222222em;"></span><span class="mord mathnormal" style="margin-right:0.10764em;">f</span><span class="mopen">(</span><span class="mord"><span class="mord mathnormal" style="margin-right:0.02778em;">O</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3361079999999999em;"><span style="top:-2.5500000000000003em;margin-left:-0.02778em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">in</span><span class="mpunct mtight">,</span><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.286108em;"><span></span></span></span></span></span></span><span class="mclose">)]</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:1.071774em;"><span></span></span></span></span></span></span></span></span></span></span></span></p>
<p>则有<mark>输出层权值更新公式</mark>：</p>
<p><span class="katex-display"><span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML" display="block"><semantics><mrow><mi mathvariant="normal">Δ</mi><msub><mi>w</mi><mrow><mi>j</mi><mi>k</mi></mrow></msub><mo>=</mo><mi>η</mi><msub><mi>δ</mi><mrow><mi>O</mi><mo separator="true">,</mo><mi>k</mi></mrow></msub><msub><mi>H</mi><mrow><mi>o</mi><mi>u</mi><mi>t</mi><mo separator="true">,</mo><mi>k</mi></mrow></msub></mrow><annotation encoding="application/x-tex">\Delta w_{jk} = \eta \delta_{O,k} H_{out,k}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.969438em;vertical-align:-0.286108em;"></span><span class="mord">Δ</span><span class="mord"><span class="mord mathnormal" style="margin-right:0.02691em;">w</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3361079999999999em;"><span style="top:-2.5500000000000003em;margin-left:-0.02691em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.03148em;">jk</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.286108em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span></span><span class="base"><span class="strut" style="height:0.980548em;vertical-align:-0.286108em;"></span><span class="mord mathnormal" style="margin-right:0.03588em;">η</span><span class="mord"><span class="mord mathnormal" style="margin-right:0.03785em;">δ</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3361079999999999em;"><span style="top:-2.5500000000000003em;margin-left:-0.03785em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.02778em;">O</span><span class="mpunct mtight">,</span><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.286108em;"><span></span></span></span></span></span></span><span class="mord"><span class="mord mathnormal" style="margin-right:0.08125em;">H</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3361079999999999em;"><span style="top:-2.5500000000000003em;margin-left:-0.08125em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">o</span><span class="mord mathnormal mtight">u</span><span class="mord mathnormal mtight">t</span><span class="mpunct mtight">,</span><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.286108em;"><span></span></span></span></span></span></span></span></span></span></span></p>
<p>对于隐层的权值更新公式照毛画虎：</p>
<p><span class="katex-display"><span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML" display="block"><semantics><mrow><mi mathvariant="normal">Δ</mi><msub><mi>v</mi><mrow><mi>i</mi><mi>j</mi></mrow></msub><mo>=</mo><mo>−</mo><mi>η</mi><mfrac><mrow><mi mathvariant="normal">∂</mi><mi>E</mi></mrow><mrow><mi mathvariant="normal">∂</mi><msub><mi>v</mi><mrow><mi>i</mi><mi>j</mi></mrow></msub></mrow></mfrac></mrow><annotation encoding="application/x-tex">\Delta v_{ij} = - \eta \frac{\partial E}{\partial v_{ij}}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.969438em;vertical-align:-0.286108em;"></span><span class="mord">Δ</span><span class="mord"><span class="mord mathnormal" style="margin-right:0.03588em;">v</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.311664em;"><span style="top:-2.5500000000000003em;margin-left:-0.03588em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.05724em;">ij</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.286108em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span></span><span class="base"><span class="strut" style="height:2.343548em;vertical-align:-0.972108em;"></span><span class="mord">−</span><span class="mord mathnormal" style="margin-right:0.03588em;">η</span><span class="mord"><span class="mopen nulldelimiter"></span><span class="mfrac"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.37144em;"><span style="top:-2.314em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord" style="margin-right:0.05556em;">∂</span><span class="mord"><span class="mord mathnormal" style="margin-right:0.03588em;">v</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.311664em;"><span style="top:-2.5500000000000003em;margin-left:-0.03588em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.05724em;">ij</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.286108em;"><span></span></span></span></span></span></span></span></span><span style="top:-3.23em;"><span class="pstrut" style="height:3em;"></span><span class="frac-line" style="border-bottom-width:0.04em;"></span></span><span style="top:-3.677em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord" style="margin-right:0.05556em;">∂</span><span class="mord mathnormal" style="margin-right:0.05764em;">E</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.972108em;"><span></span></span></span></span></span><span class="mclose nulldelimiter"></span></span></span></span></span></span></p>
<p><span class="katex-display"><span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML" display="block"><semantics><mrow><mfrac><mrow><mi mathvariant="normal">∂</mi><mi>E</mi></mrow><mrow><mi mathvariant="normal">∂</mi><msub><mi>v</mi><mrow><mi>i</mi><mi>j</mi></mrow></msub></mrow></mfrac><mo>=</mo><mfrac><mrow><mi mathvariant="normal">∂</mi><mi>E</mi></mrow><mrow><mi mathvariant="normal">∂</mi><msub><mi>H</mi><mrow><mi>i</mi><mi>n</mi><mo separator="true">,</mo><mi>k</mi></mrow></msub></mrow></mfrac><mo>⋅</mo><mfrac><mrow><mi mathvariant="normal">∂</mi><msub><mi>H</mi><mrow><mi>i</mi><mi>n</mi><mo separator="true">,</mo><mi>k</mi></mrow></msub></mrow><mrow><mi mathvariant="normal">∂</mi><msub><mi>v</mi><mrow><mi>i</mi><mi>j</mi></mrow></msub></mrow></mfrac></mrow><annotation encoding="application/x-tex">\frac{\partial E}{\partial v_{ij}} = \frac{\partial E}{\partial H_{in,k}} \cdot \frac{\partial H_{in,k}}{\partial v_{ij}}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:2.343548em;vertical-align:-0.972108em;"></span><span class="mord"><span class="mopen nulldelimiter"></span><span class="mfrac"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.37144em;"><span style="top:-2.314em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord" style="margin-right:0.05556em;">∂</span><span class="mord"><span class="mord mathnormal" style="margin-right:0.03588em;">v</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.311664em;"><span style="top:-2.5500000000000003em;margin-left:-0.03588em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.05724em;">ij</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.286108em;"><span></span></span></span></span></span></span></span></span><span style="top:-3.23em;"><span class="pstrut" style="height:3em;"></span><span class="frac-line" style="border-bottom-width:0.04em;"></span></span><span style="top:-3.677em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord" style="margin-right:0.05556em;">∂</span><span class="mord mathnormal" style="margin-right:0.05764em;">E</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.972108em;"><span></span></span></span></span></span><span class="mclose nulldelimiter"></span></span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span></span><span class="base"><span class="strut" style="height:2.343548em;vertical-align:-0.972108em;"></span><span class="mord"><span class="mopen nulldelimiter"></span><span class="mfrac"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.37144em;"><span style="top:-2.314em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord" style="margin-right:0.05556em;">∂</span><span class="mord"><span class="mord mathnormal" style="margin-right:0.08125em;">H</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3361079999999999em;"><span style="top:-2.5500000000000003em;margin-left:-0.08125em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">in</span><span class="mpunct mtight">,</span><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.286108em;"><span></span></span></span></span></span></span></span></span><span style="top:-3.23em;"><span class="pstrut" style="height:3em;"></span><span class="frac-line" style="border-bottom-width:0.04em;"></span></span><span style="top:-3.677em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord" style="margin-right:0.05556em;">∂</span><span class="mord mathnormal" style="margin-right:0.05764em;">E</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.972108em;"><span></span></span></span></span></span><span class="mclose nulldelimiter"></span></span><span class="mspace" style="margin-right:0.2222222222222222em;"></span><span class="mbin">⋅</span><span class="mspace" style="margin-right:0.2222222222222222em;"></span></span><span class="base"><span class="strut" style="height:2.343548em;vertical-align:-0.972108em;"></span><span class="mord"><span class="mopen nulldelimiter"></span><span class="mfrac"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.37144em;"><span style="top:-2.314em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord" style="margin-right:0.05556em;">∂</span><span class="mord"><span class="mord mathnormal" style="margin-right:0.03588em;">v</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.311664em;"><span style="top:-2.5500000000000003em;margin-left:-0.03588em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.05724em;">ij</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.286108em;"><span></span></span></span></span></span></span></span></span><span style="top:-3.23em;"><span class="pstrut" style="height:3em;"></span><span class="frac-line" style="border-bottom-width:0.04em;"></span></span><span style="top:-3.677em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord" style="margin-right:0.05556em;">∂</span><span class="mord"><span class="mord mathnormal" style="margin-right:0.08125em;">H</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3361079999999999em;"><span style="top:-2.5500000000000003em;margin-left:-0.08125em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">in</span><span class="mpunct mtight">,</span><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.286108em;"><span></span></span></span></span></span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.972108em;"><span></span></span></span></span></span><span class="mclose nulldelimiter"></span></span></span></span></span></span></p>
<p>有</p>
<p><span class="katex-display"><span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML" display="block"><semantics><mtable rowspacing="0.2500em" columnalign="right left" columnspacing="0em"><mtr><mtd><mstyle scriptlevel="0" displaystyle="true"><mfrac><mrow><mi mathvariant="normal">∂</mi><mi>E</mi></mrow><mrow><mi mathvariant="normal">∂</mi><msub><mi>H</mi><mrow><mi>i</mi><mi>n</mi><mo separator="true">,</mo><mi>k</mi></mrow></msub></mrow></mfrac></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow><mrow></mrow><mo>=</mo><munderover><mo>∑</mo><mrow><mi>k</mi><mo>=</mo><mn>1</mn></mrow><mi>l</mi></munderover><mfrac><mrow><mi mathvariant="normal">∂</mi><mi>E</mi></mrow><mrow><mi mathvariant="normal">∂</mi><msub><mi>O</mi><mrow><mi>i</mi><mi>n</mi><mo separator="true">,</mo><mi>k</mi></mrow></msub></mrow></mfrac><mo>⋅</mo><mfrac><mrow><mi mathvariant="normal">∂</mi><msub><mi>O</mi><mrow><mi>i</mi><mi>n</mi><mo separator="true">,</mo><mi>k</mi></mrow></msub></mrow><mrow><mi mathvariant="normal">∂</mi><msub><mi>H</mi><mrow><mi>o</mi><mi>u</mi><mi>t</mi><mo separator="true">,</mo><mi>k</mi></mrow></msub></mrow></mfrac><mo>⋅</mo><mfrac><mrow><mi mathvariant="normal">∂</mi><msub><mi>H</mi><mrow><mi>o</mi><mi>u</mi><mi>t</mi><mo separator="true">,</mo><mi>k</mi></mrow></msub></mrow><mrow><mi mathvariant="normal">∂</mi><msub><mi>H</mi><mrow><mi>i</mi><mi>n</mi><mo separator="true">,</mo><mi>k</mi></mrow></msub></mrow></mfrac></mrow></mstyle></mtd></mtr><mtr><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow></mrow></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow><mrow></mrow><mo>=</mo><munderover><mo>∑</mo><mrow><mi>k</mi><mo>=</mo><mn>1</mn></mrow><mi>l</mi></munderover><msub><mi>δ</mi><mrow><mi>O</mi><mo separator="true">,</mo><mi>k</mi></mrow></msub><msub><mi>w</mi><mrow><mi>j</mi><mi>k</mi></mrow></msub><mi>f</mi><mo stretchy="false">(</mo><msub><mi>H</mi><mrow><mi>i</mi><mi>n</mi><mo separator="true">,</mo><mi>k</mi></mrow></msub><mo stretchy="false">)</mo><mo stretchy="false">[</mo><mn>1</mn><mo>−</mo><mi>f</mi><mo stretchy="false">(</mo><msub><mi>H</mi><mrow><mi>i</mi><mi>n</mi><mo separator="true">,</mo><mi>k</mi></mrow></msub><mo stretchy="false">)</mo><mo stretchy="false">]</mo></mrow></mstyle></mtd></mtr></mtable><annotation encoding="application/x-tex">\begin{aligned}
\frac{\partial E}{\partial H_{in,k}} &= \sum_{k=1}^{l} \frac{\partial E}{\partial O_{in,k}} \cdot \frac{\partial O_{in,k}}{\partial H_{out,k}} \cdot \frac{\partial H_{out,k}}{\partial H_{in,k}} \\
&= \sum_{k=1}^{l} \delta_{O,k} w_{jk} f(H_{in,k})[1-f(H_{in,k})]
\end{aligned}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:6.8764520000000005em;vertical-align:-3.1882260000000002em;"></span><span class="mord"><span class="mtable"><span class="col-align-r"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:3.6882260000000002em;"><span style="top:-5.688226em;"><span class="pstrut" style="height:3.836113em;"></span><span class="mord"><span class="mord"><span class="mopen nulldelimiter"></span><span class="mfrac"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.37144em;"><span style="top:-2.314em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord" style="margin-right:0.05556em;">∂</span><span class="mord"><span class="mord mathnormal" style="margin-right:0.08125em;">H</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3361079999999999em;"><span style="top:-2.5500000000000003em;margin-left:-0.08125em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">in</span><span class="mpunct mtight">,</span><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.286108em;"><span></span></span></span></span></span></span></span></span><span style="top:-3.23em;"><span class="pstrut" style="height:3em;"></span><span class="frac-line" style="border-bottom-width:0.04em;"></span></span><span style="top:-3.677em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord" style="margin-right:0.05556em;">∂</span><span class="mord mathnormal" style="margin-right:0.05764em;">E</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.972108em;"><span></span></span></span></span></span><span class="mclose nulldelimiter"></span></span></span></span><span style="top:-2.25em;"><span class="pstrut" style="height:3.836113em;"></span><span class="mord"></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:3.1882260000000002em;"><span></span></span></span></span></span><span class="col-align-l"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:3.6882260000000002em;"><span style="top:-5.688226em;"><span class="pstrut" style="height:3.836113em;"></span><span class="mord"><span class="mord"></span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mop op-limits"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.836113em;"><span style="top:-1.8478869999999998em;margin-left:0em;"><span class="pstrut" style="height:3.05em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span><span class="mrel mtight">=</span><span class="mord mtight">1</span></span></span></span><span style="top:-3.0500049999999996em;"><span class="pstrut" style="height:3.05em;"></span><span><span class="mop op-symbol large-op">∑</span></span></span><span style="top:-4.300005em;margin-left:0em;"><span class="pstrut" style="height:3.05em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.01968em;">l</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:1.302113em;"><span></span></span></span></span></span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mord"><span class="mopen nulldelimiter"></span><span class="mfrac"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.37144em;"><span style="top:-2.314em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord" style="margin-right:0.05556em;">∂</span><span class="mord"><span class="mord mathnormal" style="margin-right:0.02778em;">O</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3361079999999999em;"><span style="top:-2.5500000000000003em;margin-left:-0.02778em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">in</span><span class="mpunct mtight">,</span><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.286108em;"><span></span></span></span></span></span></span></span></span><span style="top:-3.23em;"><span class="pstrut" style="height:3em;"></span><span class="frac-line" style="border-bottom-width:0.04em;"></span></span><span style="top:-3.677em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord" style="margin-right:0.05556em;">∂</span><span class="mord mathnormal" style="margin-right:0.05764em;">E</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.972108em;"><span></span></span></span></span></span><span class="mclose nulldelimiter"></span></span><span class="mspace" style="margin-right:0.2222222222222222em;"></span><span class="mbin">⋅</span><span class="mspace" style="margin-right:0.2222222222222222em;"></span><span class="mord"><span class="mopen nulldelimiter"></span><span class="mfrac"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.37144em;"><span style="top:-2.314em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord" style="margin-right:0.05556em;">∂</span><span class="mord"><span class="mord mathnormal" style="margin-right:0.08125em;">H</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3361079999999999em;"><span style="top:-2.5500000000000003em;margin-left:-0.08125em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">o</span><span class="mord mathnormal mtight">u</span><span class="mord mathnormal mtight">t</span><span class="mpunct mtight">,</span><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.286108em;"><span></span></span></span></span></span></span></span></span><span style="top:-3.23em;"><span class="pstrut" style="height:3em;"></span><span class="frac-line" style="border-bottom-width:0.04em;"></span></span><span style="top:-3.677em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord" style="margin-right:0.05556em;">∂</span><span class="mord"><span class="mord mathnormal" style="margin-right:0.02778em;">O</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3361079999999999em;"><span style="top:-2.5500000000000003em;margin-left:-0.02778em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">in</span><span class="mpunct mtight">,</span><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.286108em;"><span></span></span></span></span></span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.972108em;"><span></span></span></span></span></span><span class="mclose nulldelimiter"></span></span><span class="mspace" style="margin-right:0.2222222222222222em;"></span><span class="mbin">⋅</span><span class="mspace" style="margin-right:0.2222222222222222em;"></span><span class="mord"><span class="mopen nulldelimiter"></span><span class="mfrac"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.37144em;"><span style="top:-2.314em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord" style="margin-right:0.05556em;">∂</span><span class="mord"><span class="mord mathnormal" style="margin-right:0.08125em;">H</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3361079999999999em;"><span style="top:-2.5500000000000003em;margin-left:-0.08125em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">in</span><span class="mpunct mtight">,</span><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.286108em;"><span></span></span></span></span></span></span></span></span><span style="top:-3.23em;"><span class="pstrut" style="height:3em;"></span><span class="frac-line" style="border-bottom-width:0.04em;"></span></span><span style="top:-3.677em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord" style="margin-right:0.05556em;">∂</span><span class="mord"><span class="mord mathnormal" style="margin-right:0.08125em;">H</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3361079999999999em;"><span style="top:-2.5500000000000003em;margin-left:-0.08125em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">o</span><span class="mord mathnormal mtight">u</span><span class="mord mathnormal mtight">t</span><span class="mpunct mtight">,</span><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.286108em;"><span></span></span></span></span></span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.972108em;"><span></span></span></span></span></span><span class="mclose nulldelimiter"></span></span></span></span><span style="top:-2.25em;"><span class="pstrut" style="height:3.836113em;"></span><span class="mord"><span class="mord"></span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mop op-limits"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.836113em;"><span style="top:-1.8478869999999998em;margin-left:0em;"><span class="pstrut" style="height:3.05em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span><span class="mrel mtight">=</span><span class="mord mtight">1</span></span></span></span><span style="top:-3.0500049999999996em;"><span class="pstrut" style="height:3.05em;"></span><span><span class="mop op-symbol large-op">∑</span></span></span><span style="top:-4.300005em;margin-left:0em;"><span class="pstrut" style="height:3.05em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.01968em;">l</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:1.302113em;"><span></span></span></span></span></span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mord"><span class="mord mathnormal" style="margin-right:0.03785em;">δ</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3361079999999999em;"><span style="top:-2.5500000000000003em;margin-left:-0.03785em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.02778em;">O</span><span class="mpunct mtight">,</span><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.286108em;"><span></span></span></span></span></span></span><span class="mord"><span class="mord mathnormal" style="margin-right:0.02691em;">w</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3361079999999999em;"><span style="top:-2.5500000000000003em;margin-left:-0.02691em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.03148em;">jk</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.286108em;"><span></span></span></span></span></span></span><span class="mord mathnormal" style="margin-right:0.10764em;">f</span><span class="mopen">(</span><span class="mord"><span class="mord mathnormal" style="margin-right:0.08125em;">H</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3361079999999999em;"><span style="top:-2.5500000000000003em;margin-left:-0.08125em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">in</span><span class="mpunct mtight">,</span><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.286108em;"><span></span></span></span></span></span></span><span class="mclose">)</span><span class="mopen">[</span><span class="mord">1</span><span class="mspace" style="margin-right:0.2222222222222222em;"></span><span class="mbin">−</span><span class="mspace" style="margin-right:0.2222222222222222em;"></span><span class="mord mathnormal" style="margin-right:0.10764em;">f</span><span class="mopen">(</span><span class="mord"><span class="mord mathnormal" style="margin-right:0.08125em;">H</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3361079999999999em;"><span style="top:-2.5500000000000003em;margin-left:-0.08125em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">in</span><span class="mpunct mtight">,</span><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.286108em;"><span></span></span></span></span></span></span><span class="mclose">)]</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:3.1882260000000002em;"><span></span></span></span></span></span></span></span></span></span></span></span></p>
<p>同样记输出层误差信号</p>
<p><span class="katex-display"><span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML" display="block"><semantics><mrow><msub><mi>δ</mi><mrow><mi>H</mi><mo separator="true">,</mo><mi>j</mi></mrow></msub><mo>=</mo><mo>−</mo><mfrac><mrow><mi mathvariant="normal">∂</mi><mi>E</mi></mrow><mrow><mi mathvariant="normal">∂</mi><msub><mi>H</mi><mrow><mi>i</mi><mi>n</mi><mo separator="true">,</mo><mi>k</mi></mrow></msub></mrow></mfrac><mo>=</mo><munderover><mo>∑</mo><mrow><mi>k</mi><mo>=</mo><mn>1</mn></mrow><mi>l</mi></munderover><msub><mi>δ</mi><mrow><mi>O</mi><mo separator="true">,</mo><mi>k</mi></mrow></msub><msub><mi>w</mi><mrow><mi>j</mi><mi>k</mi></mrow></msub><mi>f</mi><mo stretchy="false">(</mo><msub><mi>H</mi><mrow><mi>i</mi><mi>n</mi><mo separator="true">,</mo><mi>k</mi></mrow></msub><mo stretchy="false">)</mo><mo stretchy="false">[</mo><mn>1</mn><mo>−</mo><mi>f</mi><mo stretchy="false">(</mo><msub><mi>H</mi><mrow><mi>i</mi><mi>n</mi><mo separator="true">,</mo><mi>k</mi></mrow></msub><mo stretchy="false">)</mo><mo stretchy="false">]</mo></mrow><annotation encoding="application/x-tex">\delta_{H,j} = -\frac{\partial E}{\partial H_{in,k}} = \sum_{k=1}^{l} \delta_{O,k} w_{jk} f(H_{in,k})[1-f(H_{in,k})]</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.980548em;vertical-align:-0.286108em;"></span><span class="mord"><span class="mord mathnormal" style="margin-right:0.03785em;">δ</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.328331em;"><span style="top:-2.5500000000000003em;margin-left:-0.03785em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.08125em;">H</span><span class="mpunct mtight">,</span><span class="mord mathnormal mtight" style="margin-right:0.05724em;">j</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.286108em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span></span><span class="base"><span class="strut" style="height:2.343548em;vertical-align:-0.972108em;"></span><span class="mord">−</span><span class="mord"><span class="mopen nulldelimiter"></span><span class="mfrac"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.37144em;"><span style="top:-2.314em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord" style="margin-right:0.05556em;">∂</span><span class="mord"><span class="mord mathnormal" style="margin-right:0.08125em;">H</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3361079999999999em;"><span style="top:-2.5500000000000003em;margin-left:-0.08125em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">in</span><span class="mpunct mtight">,</span><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.286108em;"><span></span></span></span></span></span></span></span></span><span style="top:-3.23em;"><span class="pstrut" style="height:3em;"></span><span class="frac-line" style="border-bottom-width:0.04em;"></span></span><span style="top:-3.677em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord" style="margin-right:0.05556em;">∂</span><span class="mord mathnormal" style="margin-right:0.05764em;">E</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.972108em;"><span></span></span></span></span></span><span class="mclose nulldelimiter"></span></span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span></span><span class="base"><span class="strut" style="height:3.1382260000000004em;vertical-align:-1.302113em;"></span><span class="mop op-limits"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.836113em;"><span style="top:-1.8478869999999998em;margin-left:0em;"><span class="pstrut" style="height:3.05em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span><span class="mrel mtight">=</span><span class="mord mtight">1</span></span></span></span><span style="top:-3.0500049999999996em;"><span class="pstrut" style="height:3.05em;"></span><span><span class="mop op-symbol large-op">∑</span></span></span><span style="top:-4.300005em;margin-left:0em;"><span class="pstrut" style="height:3.05em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.01968em;">l</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:1.302113em;"><span></span></span></span></span></span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mord"><span class="mord mathnormal" style="margin-right:0.03785em;">δ</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3361079999999999em;"><span style="top:-2.5500000000000003em;margin-left:-0.03785em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.02778em;">O</span><span class="mpunct mtight">,</span><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.286108em;"><span></span></span></span></span></span></span><span class="mord"><span class="mord mathnormal" style="margin-right:0.02691em;">w</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3361079999999999em;"><span style="top:-2.5500000000000003em;margin-left:-0.02691em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.03148em;">jk</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.286108em;"><span></span></span></span></span></span></span><span class="mord mathnormal" style="margin-right:0.10764em;">f</span><span class="mopen">(</span><span class="mord"><span class="mord mathnormal" style="margin-right:0.08125em;">H</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3361079999999999em;"><span style="top:-2.5500000000000003em;margin-left:-0.08125em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">in</span><span class="mpunct mtight">,</span><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.286108em;"><span></span></span></span></span></span></span><span class="mclose">)</span><span class="mopen">[</span><span class="mord">1</span><span class="mspace" style="margin-right:0.2222222222222222em;"></span><span class="mbin">−</span><span class="mspace" style="margin-right:0.2222222222222222em;"></span></span><span class="base"><span class="strut" style="height:1.036108em;vertical-align:-0.286108em;"></span><span class="mord mathnormal" style="margin-right:0.10764em;">f</span><span class="mopen">(</span><span class="mord"><span class="mord mathnormal" style="margin-right:0.08125em;">H</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3361079999999999em;"><span style="top:-2.5500000000000003em;margin-left:-0.08125em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">in</span><span class="mpunct mtight">,</span><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.286108em;"><span></span></span></span></span></span></span><span class="mclose">)]</span></span></span></span></span></p>
<p><mark>隐层权值更新公式</mark>为：</p>
<p><span class="katex-display"><span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML" display="block"><semantics><mrow><mi mathvariant="normal">Δ</mi><msub><mi>v</mi><mrow><mi>i</mi><mi>j</mi></mrow></msub><mo>=</mo><mi>η</mi><msub><mi>δ</mi><mrow><mi>H</mi><mo separator="true">,</mo><mi>j</mi></mrow></msub><msub><mi>H</mi><mrow><mi>o</mi><mi>u</mi><mi>t</mi><mo separator="true">,</mo><mi>k</mi></mrow></msub></mrow><annotation encoding="application/x-tex">\Delta v_{ij} = \eta \delta_{H,j} H_{out,k}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.969438em;vertical-align:-0.286108em;"></span><span class="mord">Δ</span><span class="mord"><span class="mord mathnormal" style="margin-right:0.03588em;">v</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.311664em;"><span style="top:-2.5500000000000003em;margin-left:-0.03588em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.05724em;">ij</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.286108em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span></span><span class="base"><span class="strut" style="height:0.980548em;vertical-align:-0.286108em;"></span><span class="mord mathnormal" style="margin-right:0.03588em;">η</span><span class="mord"><span class="mord mathnormal" style="margin-right:0.03785em;">δ</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.328331em;"><span style="top:-2.5500000000000003em;margin-left:-0.03785em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.08125em;">H</span><span class="mpunct mtight">,</span><span class="mord mathnormal mtight" style="margin-right:0.05724em;">j</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.286108em;"><span></span></span></span></span></span></span><span class="mord"><span class="mord mathnormal" style="margin-right:0.08125em;">H</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3361079999999999em;"><span style="top:-2.5500000000000003em;margin-left:-0.08125em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">o</span><span class="mord mathnormal mtight">u</span><span class="mord mathnormal mtight">t</span><span class="mpunct mtight">,</span><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.286108em;"><span></span></span></span></span></span></span></span></span></span></span></p>
<p><img src alt="BP链式法则"></p>
<hr>
<p>激活函数采用softmax。以交叉熵为损失函数。</p>
<h5 class="mume-header" id="softmax-%E4%BA%A4%E5%8F%89%E7%86%B5">Softmax + 交叉熵</h5>
<p>下面整理一个以Softmax为输出层（常常用作分类），使用交叉熵作为损失函数的BP权值迭代公式推导过程：</p>
<p>损失函数和目标为：</p>
<p><span class="katex-display"><span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML" display="block"><semantics><mrow><mi>E</mi><mo>=</mo><mo>−</mo><munderover><mo>∑</mo><mrow><mi>k</mi><mo>=</mo><mn>1</mn></mrow><mi>l</mi></munderover><msub><mi>L</mi><mi>k</mi></msub><mi>ln</mi><mo>⁡</mo><msub><mover accent="true"><mi>L</mi><mo>^</mo></mover><mi>k</mi></msub></mrow><annotation encoding="application/x-tex">E=-\sum_{k=1}^{l}L_k\ln{\hat{L}_k}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.68333em;vertical-align:0em;"></span><span class="mord mathnormal" style="margin-right:0.05764em;">E</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span></span><span class="base"><span class="strut" style="height:3.1382260000000004em;vertical-align:-1.302113em;"></span><span class="mord">−</span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mop op-limits"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.836113em;"><span style="top:-1.8478869999999998em;margin-left:0em;"><span class="pstrut" style="height:3.05em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span><span class="mrel mtight">=</span><span class="mord mtight">1</span></span></span></span><span style="top:-3.0500049999999996em;"><span class="pstrut" style="height:3.05em;"></span><span><span class="mop op-symbol large-op">∑</span></span></span><span style="top:-4.300005em;margin-left:0em;"><span class="pstrut" style="height:3.05em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.01968em;">l</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:1.302113em;"><span></span></span></span></span></span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mord"><span class="mord mathnormal">L</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.33610799999999996em;"><span style="top:-2.5500000000000003em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mop">ln</span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mord"><span class="mord"><span class="mord accent"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.9467699999999999em;"><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="mord mathnormal">L</span></span><span style="top:-3.25233em;"><span class="pstrut" style="height:3em;"></span><span class="accent-body" style="left:-0.22222em;"><span class="mord">^</span></span></span></span></span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.33610799999999996em;"><span style="top:-2.5500000000000003em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span></span></span></span></span></span></p>
<p><span class="katex-display"><span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML" display="block"><semantics><mrow><msubsup><mi>w</mi><mrow><mi>j</mi><mi>k</mi></mrow><mo>∗</mo></msubsup><mo separator="true">,</mo><mo>⋯</mo><mtext> </mtext><mo separator="true">,</mo><msubsup><mi>v</mi><mrow><mi>i</mi><mi>j</mi></mrow><mo>∗</mo></msubsup><mo separator="true">,</mo><mo>⋯</mo><mo>=</mo><munder><mrow><mi mathvariant="normal">arg min</mi><mo>⁡</mo></mrow><mrow><msub><mi>w</mi><mrow><mi>j</mi><mi>k</mi></mrow></msub><mo separator="true">,</mo><mo>⋯</mo><mtext> </mtext><mo separator="true">,</mo><msub><mi>v</mi><mrow><mi>i</mi><mi>j</mi></mrow></msub><mo separator="true">,</mo><mo>⋯</mo></mrow></munder><mi>E</mi></mrow><annotation encoding="application/x-tex">w_{jk}^*,\cdots,v_{ij}^*,\cdots = \argmin_{w_{jk},\cdots,v_{ij},\cdots}E</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1.121804em;vertical-align:-0.383108em;"></span><span class="mord"><span class="mord mathnormal" style="margin-right:0.02691em;">w</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.738696em;"><span style="top:-2.4530000000000003em;margin-left:-0.02691em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.03148em;">jk</span></span></span></span><span style="top:-3.1130000000000004em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mbin mtight">∗</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.383108em;"><span></span></span></span></span></span></span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="minner">⋯</span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mord"><span class="mord mathnormal" style="margin-right:0.03588em;">v</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.738696em;"><span style="top:-2.4530000000000003em;margin-left:-0.03588em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.05724em;">ij</span></span></span></span><span style="top:-3.1130000000000004em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mbin mtight">∗</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.383108em;"><span></span></span></span></span></span></span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="minner">⋯</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span></span><span class="base"><span class="strut" style="height:1.7808499999999998em;vertical-align:-1.0975199999999998em;"></span><span class="mop op-limits"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.6678600000000001em;"><span style="top:-2.20556em;margin-left:0em;"><span class="pstrut" style="height:3em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.02691em;">w</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3448em;"><span style="top:-2.3487714285714287em;margin-left:-0.02691em;margin-right:0.07142857142857144em;"><span class="pstrut" style="height:2.5em;"></span><span class="sizing reset-size3 size1 mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.03148em;">jk</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.29011428571428566em;"><span></span></span></span></span></span></span><span class="mpunct mtight">,</span><span class="minner mtight">⋯</span><span class="mspace mtight" style="margin-right:0.19516666666666668em;"></span><span class="mpunct mtight">,</span><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.03588em;">v</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3280857142857143em;"><span style="top:-2.357em;margin-left:-0.03588em;margin-right:0.07142857142857144em;"><span class="pstrut" style="height:2.5em;"></span><span class="sizing reset-size3 size1 mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.05724em;">ij</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.2818857142857143em;"><span></span></span></span></span></span></span><span class="mpunct mtight">,</span><span class="minner mtight">⋯</span></span></span></span><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span><span class="mop"><span class="mord mathrm" style="margin-right:0.01389em;">arg</span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mord mathrm">min</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:1.0975199999999998em;"><span></span></span></span></span></span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mord mathnormal" style="margin-right:0.05764em;">E</span></span></span></span></span></p>
<p>其中</p>
<p><span class="katex-display"><span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML" display="block"><semantics><mrow><mo fence="true">{</mo><mtable rowspacing="0.2500em" columnalign="right" columnspacing><mtr><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow><msub><mover accent="true"><mi>L</mi><mo>^</mo></mover><mi>k</mi></msub><mo>=</mo><msub><mi>O</mi><mrow><mi>o</mi><mi>u</mi><mi>t</mi><mo separator="true">,</mo><mi>k</mi></mrow></msub><mo>=</mo><msub><mi>s</mi><mi>k</mi></msub><mo stretchy="false">(</mo><msub><mi>O</mi><mrow><mi>i</mi><mi>n</mi><mo separator="true">,</mo><mi>k</mi></mrow></msub><mo stretchy="false">)</mo></mrow></mstyle></mtd></mtr><mtr><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow><msub><mi>O</mi><mrow><mi>i</mi><mi>n</mi><mo separator="true">,</mo><mi>k</mi></mrow></msub><mo>=</mo><munderover><mo>∑</mo><mrow><mi>j</mi><mo>=</mo><mn>1</mn></mrow><mi>m</mi></munderover><msub><mi>w</mi><mrow><mi>j</mi><mi>k</mi></mrow></msub><msub><mi>H</mi><mrow><mi>o</mi><mi>u</mi><mi>t</mi><mo separator="true">,</mo><mi>k</mi></mrow></msub></mrow></mstyle></mtd></mtr><mtr><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow><msub><mi>H</mi><mrow><mi>o</mi><mi>u</mi><mi>t</mi><mo separator="true">,</mo><mi>k</mi></mrow></msub><mo>=</mo><mi>f</mi><mo stretchy="false">(</mo><msub><mi>H</mi><mrow><mi>i</mi><mi>n</mi><mo separator="true">,</mo><mi>k</mi></mrow></msub><mo stretchy="false">)</mo></mrow></mstyle></mtd></mtr><mtr><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow><msub><mi>H</mi><mrow><mi>i</mi><mi>n</mi><mo separator="true">,</mo><mi>k</mi></mrow></msub><mo>=</mo><munderover><mo>∑</mo><mrow><mi>i</mi><mo>=</mo><mn>1</mn></mrow><mi>n</mi></munderover><msub><mi>v</mi><mrow><mi>i</mi><mi>j</mi></mrow></msub><msub><mi>x</mi><mi>i</mi></msub></mrow></mstyle></mtd></mtr></mtable></mrow><annotation encoding="application/x-tex">\left\{\begin{aligned}
\hat{L}_k = O_{out,k} = s_k(O_{in,k}) \\
O_{in,k} = \sum_{j=1}^{m} w_{jk}H_{out,k} \\
H_{out,k} = f(H_{in,k}) \\
H_{in,k} = \sum_{i=1}^{n} v_{ij}x_i
\end{aligned}\right.</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:9.70101em;vertical-align:-4.600505em;"></span><span class="minner"><span class="mopen"><span class="delimsizing mult"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:5.05002em;"><span style="top:-1.36599em;"><span class="pstrut" style="height:5.016em;"></span><span class="delimsizinginner delim-size4"><span>⎩</span></span></span><span style="top:-1.35799em;"><span class="pstrut" style="height:5.016em;"></span><span style="height:3.016em;width:0.889em;"><svg width="0.889em" height="3.016em" style="width:0.889em" viewBox="0 0 889 3016" preserveAspectRatio="xMinYMin"><path d="M384 0 H504 V3016 H384z M384 0 H504 V3016 H384z"/></svg></span></span><span style="top:-5.01601em;"><span class="pstrut" style="height:5.016em;"></span><span class="delimsizinginner delim-size4"><span>⎨</span></span></span><span style="top:-6.15801em;"><span class="pstrut" style="height:5.016em;"></span><span style="height:3.016em;width:0.889em;"><svg width="0.889em" height="3.016em" style="width:0.889em" viewBox="0 0 889 3016" preserveAspectRatio="xMinYMin"><path d="M384 0 H504 V3016 H384z M384 0 H504 V3016 H384z"/></svg></span></span><span style="top:-9.16602em;"><span class="pstrut" style="height:5.016em;"></span><span class="delimsizinginner delim-size4"><span>⎧</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:4.55002em;"><span></span></span></span></span></span></span><span class="mord"><span class="mtable"><span class="col-align-r"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:5.100505em;"><span style="top:-7.805132em;"><span class="pstrut" style="height:3.6513970000000007em;"></span><span class="mord"><span class="mord"><span class="mord accent"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.9467699999999999em;"><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="mord mathnormal">L</span></span><span style="top:-3.25233em;"><span class="pstrut" style="height:3em;"></span><span class="accent-body" style="left:-0.22222em;"><span class="mord">^</span></span></span></span></span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.33610799999999996em;"><span style="top:-2.5500000000000003em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mord"><span class="mord mathnormal" style="margin-right:0.02778em;">O</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3361079999999999em;"><span style="top:-2.5500000000000003em;margin-left:-0.02778em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">o</span><span class="mord mathnormal mtight">u</span><span class="mord mathnormal mtight">t</span><span class="mpunct mtight">,</span><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.286108em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mord"><span class="mord mathnormal">s</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.33610799999999996em;"><span style="top:-2.5500000000000003em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mopen">(</span><span class="mord"><span class="mord mathnormal" style="margin-right:0.02778em;">O</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3361079999999999em;"><span style="top:-2.5500000000000003em;margin-left:-0.02778em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">in</span><span class="mpunct mtight">,</span><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.286108em;"><span></span></span></span></span></span></span><span class="mclose">)</span></span></span><span style="top:-5.493735em;"><span class="pstrut" style="height:3.6513970000000007em;"></span><span class="mord"><span class="mord"><span class="mord mathnormal" style="margin-right:0.02778em;">O</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3361079999999999em;"><span style="top:-2.5500000000000003em;margin-left:-0.02778em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">in</span><span class="mpunct mtight">,</span><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.286108em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mop op-limits"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.6513970000000007em;"><span style="top:-1.872331em;margin-left:0em;"><span class="pstrut" style="height:3.05em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.05724em;">j</span><span class="mrel mtight">=</span><span class="mord mtight">1</span></span></span></span><span style="top:-3.050005em;"><span class="pstrut" style="height:3.05em;"></span><span><span class="mop op-symbol large-op">∑</span></span></span><span style="top:-4.3000050000000005em;margin-left:0em;"><span class="pstrut" style="height:3.05em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">m</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:1.4137769999999998em;"><span></span></span></span></span></span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mord"><span class="mord mathnormal" style="margin-right:0.02691em;">w</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3361079999999999em;"><span style="top:-2.5500000000000003em;margin-left:-0.02691em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.03148em;">jk</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.286108em;"><span></span></span></span></span></span></span><span class="mord"><span class="mord mathnormal" style="margin-right:0.08125em;">H</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3361079999999999em;"><span style="top:-2.5500000000000003em;margin-left:-0.08125em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">o</span><span class="mord mathnormal mtight">u</span><span class="mord mathnormal mtight">t</span><span class="mpunct mtight">,</span><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.286108em;"><span></span></span></span></span></span></span></span></span><span style="top:-2.9399580000000003em;"><span class="pstrut" style="height:3.6513970000000007em;"></span><span class="mord"><span class="mord"><span class="mord mathnormal" style="margin-right:0.08125em;">H</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3361079999999999em;"><span style="top:-2.5500000000000003em;margin-left:-0.08125em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">o</span><span class="mord mathnormal mtight">u</span><span class="mord mathnormal mtight">t</span><span class="mpunct mtight">,</span><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.286108em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mord mathnormal" style="margin-right:0.10764em;">f</span><span class="mopen">(</span><span class="mord"><span class="mord mathnormal" style="margin-right:0.08125em;">H</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3361079999999999em;"><span style="top:-2.5500000000000003em;margin-left:-0.08125em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">in</span><span class="mpunct mtight">,</span><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.286108em;"><span></span></span></span></span></span></span><span class="mclose">)</span></span></span><span style="top:-0.6285610000000006em;"><span class="pstrut" style="height:3.6513970000000007em;"></span><span class="mord"><span class="mord"><span class="mord mathnormal" style="margin-right:0.08125em;">H</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3361079999999999em;"><span style="top:-2.5500000000000003em;margin-left:-0.08125em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">in</span><span class="mpunct mtight">,</span><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.286108em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mop op-limits"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.6513970000000002em;"><span style="top:-1.872331em;margin-left:0em;"><span class="pstrut" style="height:3.05em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">i</span><span class="mrel mtight">=</span><span class="mord mtight">1</span></span></span></span><span style="top:-3.050005em;"><span class="pstrut" style="height:3.05em;"></span><span><span class="mop op-symbol large-op">∑</span></span></span><span style="top:-4.3000050000000005em;margin-left:0em;"><span class="pstrut" style="height:3.05em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">n</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:1.277669em;"><span></span></span></span></span></span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mord"><span class="mord mathnormal" style="margin-right:0.03588em;">v</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.311664em;"><span style="top:-2.5500000000000003em;margin-left:-0.03588em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.05724em;">ij</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.286108em;"><span></span></span></span></span></span></span><span class="mord"><span class="mord mathnormal">x</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.31166399999999994em;"><span style="top:-2.5500000000000003em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight">i</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:4.600505em;"><span></span></span></span></span></span></span></span><span class="mclose nulldelimiter"></span></span></span></span></span></span></p>
<p>梯度下降的形式为：</p>
<p><span class="katex-display"><span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML" display="block"><semantics><mrow><mi mathvariant="normal">Δ</mi><msub><mi>w</mi><mrow><mi>j</mi><mi>k</mi></mrow></msub><mo>=</mo><mo>−</mo><mi>η</mi><mfrac><mrow><mi mathvariant="normal">∂</mi><mi>E</mi></mrow><mrow><mi mathvariant="normal">∂</mi><msub><mi>w</mi><mrow><mi>j</mi><mi>k</mi></mrow></msub></mrow></mfrac></mrow><annotation encoding="application/x-tex">\Delta w_{jk} = - \eta \frac{\partial E}{\partial w_{jk}}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.969438em;vertical-align:-0.286108em;"></span><span class="mord">Δ</span><span class="mord"><span class="mord mathnormal" style="margin-right:0.02691em;">w</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3361079999999999em;"><span style="top:-2.5500000000000003em;margin-left:-0.02691em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.03148em;">jk</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.286108em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span></span><span class="base"><span class="strut" style="height:2.343548em;vertical-align:-0.972108em;"></span><span class="mord">−</span><span class="mord mathnormal" style="margin-right:0.03588em;">η</span><span class="mord"><span class="mopen nulldelimiter"></span><span class="mfrac"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.37144em;"><span style="top:-2.314em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord" style="margin-right:0.05556em;">∂</span><span class="mord"><span class="mord mathnormal" style="margin-right:0.02691em;">w</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3361079999999999em;"><span style="top:-2.5500000000000003em;margin-left:-0.02691em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.03148em;">jk</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.286108em;"><span></span></span></span></span></span></span></span></span><span style="top:-3.23em;"><span class="pstrut" style="height:3em;"></span><span class="frac-line" style="border-bottom-width:0.04em;"></span></span><span style="top:-3.677em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord" style="margin-right:0.05556em;">∂</span><span class="mord mathnormal" style="margin-right:0.05764em;">E</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.972108em;"><span></span></span></span></span></span><span class="mclose nulldelimiter"></span></span></span></span></span></span></p>
<p>由链式法则：</p>
<p><span class="katex-display"><span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML" display="block"><semantics><mrow><mfrac><mrow><mi mathvariant="normal">∂</mi><mi>E</mi></mrow><mrow><mi mathvariant="normal">∂</mi><msub><mi>w</mi><mrow><mi>j</mi><mi>k</mi></mrow></msub></mrow></mfrac><mo>=</mo><mfrac><mrow><mi mathvariant="normal">∂</mi><mi>E</mi></mrow><mrow><mi mathvariant="normal">∂</mi><msub><mi>O</mi><mrow><mi>i</mi><mi>n</mi><mo separator="true">,</mo><mi>k</mi></mrow></msub></mrow></mfrac><mo>⋅</mo><mfrac><mrow><mi mathvariant="normal">∂</mi><msub><mi>O</mi><mrow><mi>i</mi><mi>n</mi><mo separator="true">,</mo><mi>k</mi></mrow></msub></mrow><mrow><mi mathvariant="normal">∂</mi><msub><mi>w</mi><mrow><mi>j</mi><mi>k</mi></mrow></msub></mrow></mfrac></mrow><annotation encoding="application/x-tex">\frac{\partial E}{\partial w_{jk}} = \frac{\partial E}{\partial O_{in,k}} \cdot \frac{\partial O_{in,k}}{\partial w_{jk}}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:2.343548em;vertical-align:-0.972108em;"></span><span class="mord"><span class="mopen nulldelimiter"></span><span class="mfrac"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.37144em;"><span style="top:-2.314em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord" style="margin-right:0.05556em;">∂</span><span class="mord"><span class="mord mathnormal" style="margin-right:0.02691em;">w</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3361079999999999em;"><span style="top:-2.5500000000000003em;margin-left:-0.02691em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.03148em;">jk</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.286108em;"><span></span></span></span></span></span></span></span></span><span style="top:-3.23em;"><span class="pstrut" style="height:3em;"></span><span class="frac-line" style="border-bottom-width:0.04em;"></span></span><span style="top:-3.677em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord" style="margin-right:0.05556em;">∂</span><span class="mord mathnormal" style="margin-right:0.05764em;">E</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.972108em;"><span></span></span></span></span></span><span class="mclose nulldelimiter"></span></span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span></span><span class="base"><span class="strut" style="height:2.343548em;vertical-align:-0.972108em;"></span><span class="mord"><span class="mopen nulldelimiter"></span><span class="mfrac"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.37144em;"><span style="top:-2.314em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord" style="margin-right:0.05556em;">∂</span><span class="mord"><span class="mord mathnormal" style="margin-right:0.02778em;">O</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3361079999999999em;"><span style="top:-2.5500000000000003em;margin-left:-0.02778em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">in</span><span class="mpunct mtight">,</span><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.286108em;"><span></span></span></span></span></span></span></span></span><span style="top:-3.23em;"><span class="pstrut" style="height:3em;"></span><span class="frac-line" style="border-bottom-width:0.04em;"></span></span><span style="top:-3.677em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord" style="margin-right:0.05556em;">∂</span><span class="mord mathnormal" style="margin-right:0.05764em;">E</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.972108em;"><span></span></span></span></span></span><span class="mclose nulldelimiter"></span></span><span class="mspace" style="margin-right:0.2222222222222222em;"></span><span class="mbin">⋅</span><span class="mspace" style="margin-right:0.2222222222222222em;"></span></span><span class="base"><span class="strut" style="height:2.343548em;vertical-align:-0.972108em;"></span><span class="mord"><span class="mopen nulldelimiter"></span><span class="mfrac"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.37144em;"><span style="top:-2.314em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord" style="margin-right:0.05556em;">∂</span><span class="mord"><span class="mord mathnormal" style="margin-right:0.02691em;">w</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3361079999999999em;"><span style="top:-2.5500000000000003em;margin-left:-0.02691em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.03148em;">jk</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.286108em;"><span></span></span></span></span></span></span></span></span><span style="top:-3.23em;"><span class="pstrut" style="height:3em;"></span><span class="frac-line" style="border-bottom-width:0.04em;"></span></span><span style="top:-3.677em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord" style="margin-right:0.05556em;">∂</span><span class="mord"><span class="mord mathnormal" style="margin-right:0.02778em;">O</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3361079999999999em;"><span style="top:-2.5500000000000003em;margin-left:-0.02778em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">in</span><span class="mpunct mtight">,</span><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.286108em;"><span></span></span></span></span></span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.972108em;"><span></span></span></span></span></span><span class="mclose nulldelimiter"></span></span></span></span></span></span></p>
<p>首先先给出sigmoid函数导数的性质：</p>
<p><span class="katex-display"><span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML" display="block"><semantics><mrow><mi>f</mi><mo stretchy="false">(</mo><mi>x</mi><mo stretchy="false">)</mo><mo>=</mo><mfrac><mn>1</mn><mrow><mn>1</mn><mo>+</mo><msup><mi>e</mi><mrow><mo>−</mo><mi>x</mi></mrow></msup></mrow></mfrac></mrow><annotation encoding="application/x-tex">f(x) = \frac{1}{1+e^{-x}}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mord mathnormal" style="margin-right:0.10764em;">f</span><span class="mopen">(</span><span class="mord mathnormal">x</span><span class="mclose">)</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span></span><span class="base"><span class="strut" style="height:2.09077em;vertical-align:-0.7693300000000001em;"></span><span class="mord"><span class="mopen nulldelimiter"></span><span class="mfrac"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.32144em;"><span style="top:-2.314em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord">1</span><span class="mspace" style="margin-right:0.2222222222222222em;"></span><span class="mbin">+</span><span class="mspace" style="margin-right:0.2222222222222222em;"></span><span class="mord"><span class="mord mathnormal">e</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.697331em;"><span style="top:-2.989em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight">−</span><span class="mord mathnormal mtight">x</span></span></span></span></span></span></span></span></span></span></span><span style="top:-3.23em;"><span class="pstrut" style="height:3em;"></span><span class="frac-line" style="border-bottom-width:0.04em;"></span></span><span style="top:-3.677em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord">1</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.7693300000000001em;"><span></span></span></span></span></span><span class="mclose nulldelimiter"></span></span></span></span></span></span></p>
<p><span class="katex-display"><span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML" display="block"><semantics><mrow><mfrac><mrow><mi mathvariant="normal">∂</mi><mi>f</mi></mrow><mrow><mi mathvariant="normal">∂</mi><mi>x</mi></mrow></mfrac><mo>=</mo><mi>f</mi><mo stretchy="false">(</mo><mi>x</mi><mo stretchy="false">)</mo><mo stretchy="false">[</mo><mn>1</mn><mo>−</mo><mi>f</mi><mo stretchy="false">(</mo><mi>x</mi><mo stretchy="false">)</mo><mo stretchy="false">]</mo></mrow><annotation encoding="application/x-tex">\frac{\partial f}{\partial x} = f(x)[1-f(x)]</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:2.0574399999999997em;vertical-align:-0.686em;"></span><span class="mord"><span class="mopen nulldelimiter"></span><span class="mfrac"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.3714399999999998em;"><span style="top:-2.314em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord" style="margin-right:0.05556em;">∂</span><span class="mord mathnormal">x</span></span></span><span style="top:-3.23em;"><span class="pstrut" style="height:3em;"></span><span class="frac-line" style="border-bottom-width:0.04em;"></span></span><span style="top:-3.677em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord" style="margin-right:0.05556em;">∂</span><span class="mord mathnormal" style="margin-right:0.10764em;">f</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.686em;"><span></span></span></span></span></span><span class="mclose nulldelimiter"></span></span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span></span><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mord mathnormal" style="margin-right:0.10764em;">f</span><span class="mopen">(</span><span class="mord mathnormal">x</span><span class="mclose">)</span><span class="mopen">[</span><span class="mord">1</span><span class="mspace" style="margin-right:0.2222222222222222em;"></span><span class="mbin">−</span><span class="mspace" style="margin-right:0.2222222222222222em;"></span></span><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mord mathnormal" style="margin-right:0.10764em;">f</span><span class="mopen">(</span><span class="mord mathnormal">x</span><span class="mclose">)]</span></span></span></span></span></p>
<p>softmax函数有性质：</p>
<p><span class="katex-display"><span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML" display="block"><semantics><mrow><msub><mi>s</mi><mi>i</mi></msub><mo stretchy="false">(</mo><msub><mi>x</mi><mi>i</mi></msub><mo stretchy="false">)</mo><mo>=</mo><mfrac><msup><mi>e</mi><msub><mi>x</mi><mi>i</mi></msub></msup><mrow><munder><mo>∑</mo><mi>a</mi></munder><msup><mi>e</mi><msub><mi>x</mi><mi>a</mi></msub></msup></mrow></mfrac></mrow><annotation encoding="application/x-tex">s_i(x_i)=\frac{e^{x_i}}{\sum_a e^{x_a}}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mord"><span class="mord mathnormal">s</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.31166399999999994em;"><span style="top:-2.5500000000000003em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight">i</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mopen">(</span><span class="mord"><span class="mord mathnormal">x</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.31166399999999994em;"><span style="top:-2.5500000000000003em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight">i</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mclose">)</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span></span><span class="base"><span class="strut" style="height:2.327102em;vertical-align:-0.9857100000000001em;"></span><span class="mord"><span class="mopen nulldelimiter"></span><span class="mfrac"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.341392em;"><span style="top:-2.314em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mop"><span class="mop op-symbol small-op" style="position:relative;top:-0.0000050000000000050004em;">∑</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.0016819999999999613em;"><span style="top:-2.40029em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight">a</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.29971000000000003em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mord"><span class="mord mathnormal">e</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.590392em;"><span style="top:-2.989em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight"><span class="mord mathnormal mtight">x</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.16454285714285719em;"><span style="top:-2.357em;margin-left:0em;margin-right:0.07142857142857144em;"><span class="pstrut" style="height:2.5em;"></span><span class="sizing reset-size3 size1 mtight"><span class="mord mathnormal mtight">a</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.143em;"><span></span></span></span></span></span></span></span></span></span></span></span></span></span></span></span></span><span style="top:-3.23em;"><span class="pstrut" style="height:3em;"></span><span class="frac-line" style="border-bottom-width:0.04em;"></span></span><span style="top:-3.677em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord"><span class="mord mathnormal">e</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.664392em;"><span style="top:-3.063em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight"><span class="mord mathnormal mtight">x</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3280857142857143em;"><span style="top:-2.357em;margin-left:0em;margin-right:0.07142857142857144em;"><span class="pstrut" style="height:2.5em;"></span><span class="sizing reset-size3 size1 mtight"><span class="mord mathnormal mtight">i</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.143em;"><span></span></span></span></span></span></span></span></span></span></span></span></span></span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.9857100000000001em;"><span></span></span></span></span></span><span class="mclose nulldelimiter"></span></span></span></span></span></span></p>
<p><span class="katex-display"><span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML" display="block"><semantics><mrow><mfrac><mrow><mi mathvariant="normal">∂</mi><msub><mi>s</mi><mi>i</mi></msub></mrow><mrow><mi mathvariant="normal">∂</mi><msub><mi>x</mi><mi>i</mi></msub></mrow></mfrac><mo>=</mo><mfrac><mrow><msup><mi>e</mi><msub><mi>x</mi><mi>i</mi></msub></msup><mo stretchy="false">(</mo><munder><mo>∑</mo><mi>a</mi></munder><msup><mi>e</mi><msub><mi>x</mi><mi>a</mi></msub></msup><mo>−</mo><msup><mi>e</mi><msub><mi>x</mi><mi>i</mi></msub></msup><mo stretchy="false">)</mo></mrow><mrow><mo stretchy="false">(</mo><munder><mo>∑</mo><mi>a</mi></munder><msup><mi>e</mi><msub><mi>x</mi><mi>a</mi></msub></msup><msup><mo stretchy="false">)</mo><mn>2</mn></msup></mrow></mfrac><mo>=</mo><msub><mi>s</mi><mi>i</mi></msub><mo stretchy="false">[</mo><mn>1</mn><mo>−</mo><msub><mi>s</mi><mi>i</mi></msub><mo stretchy="false">]</mo></mrow><annotation encoding="application/x-tex">\frac{\partial s_i}{\partial x_i} = \frac{e^{x_i}(\sum_a e^{x_a}-e^{x_i})}{(\sum_a e^{x_a})^2} = s_i[1-s_i]</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:2.20744em;vertical-align:-0.8360000000000001em;"></span><span class="mord"><span class="mopen nulldelimiter"></span><span class="mfrac"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.37144em;"><span style="top:-2.3139999999999996em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord" style="margin-right:0.05556em;">∂</span><span class="mord"><span class="mord mathnormal">x</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.31166399999999994em;"><span style="top:-2.5500000000000003em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight">i</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span></span></span><span style="top:-3.23em;"><span class="pstrut" style="height:3em;"></span><span class="frac-line" style="border-bottom-width:0.04em;"></span></span><span style="top:-3.677em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord" style="margin-right:0.05556em;">∂</span><span class="mord"><span class="mord mathnormal">s</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.31166399999999994em;"><span style="top:-2.5500000000000003em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight">i</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.8360000000000001em;"><span></span></span></span></span></span><span class="mclose nulldelimiter"></span></span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span></span><span class="base"><span class="strut" style="height:2.4254200000000004em;vertical-align:-0.9857100000000001em;"></span><span class="mord"><span class="mopen nulldelimiter"></span><span class="mfrac"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.4397100000000003em;"><span style="top:-2.314em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mopen">(</span><span class="mop"><span class="mop op-symbol small-op" style="position:relative;top:-0.0000050000000000050004em;">∑</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.0016819999999999613em;"><span style="top:-2.40029em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight">a</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.29971000000000003em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mord"><span class="mord mathnormal">e</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.590392em;"><span style="top:-2.989em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight"><span class="mord mathnormal mtight">x</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.16454285714285719em;"><span style="top:-2.357em;margin-left:0em;margin-right:0.07142857142857144em;"><span class="pstrut" style="height:2.5em;"></span><span class="sizing reset-size3 size1 mtight"><span class="mord mathnormal mtight">a</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.143em;"><span></span></span></span></span></span></span></span></span></span></span></span></span></span></span><span class="mclose"><span class="mclose">)</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.740108em;"><span style="top:-2.9890000000000003em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">2</span></span></span></span></span></span></span></span></span></span><span style="top:-3.23em;"><span class="pstrut" style="height:3em;"></span><span class="frac-line" style="border-bottom-width:0.04em;"></span></span><span style="top:-3.6897100000000003em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord"><span class="mord mathnormal">e</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.664392em;"><span style="top:-3.063em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight"><span class="mord mathnormal mtight">x</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3280857142857143em;"><span style="top:-2.357em;margin-left:0em;margin-right:0.07142857142857144em;"><span class="pstrut" style="height:2.5em;"></span><span class="sizing reset-size3 size1 mtight"><span class="mord mathnormal mtight">i</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.143em;"><span></span></span></span></span></span></span></span></span></span></span></span></span></span></span><span class="mopen">(</span><span class="mop"><span class="mop op-symbol small-op" style="position:relative;top:-0.0000050000000000050004em;">∑</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.0016819999999999613em;"><span style="top:-2.40029em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight">a</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.29971000000000003em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mord"><span class="mord mathnormal">e</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.664392em;"><span style="top:-3.063em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight"><span class="mord mathnormal mtight">x</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.16454285714285719em;"><span style="top:-2.357em;margin-left:0em;margin-right:0.07142857142857144em;"><span class="pstrut" style="height:2.5em;"></span><span class="sizing reset-size3 size1 mtight"><span class="mord mathnormal mtight">a</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.143em;"><span></span></span></span></span></span></span></span></span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2222222222222222em;"></span><span class="mbin">−</span><span class="mspace" style="margin-right:0.2222222222222222em;"></span><span class="mord"><span class="mord mathnormal">e</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.664392em;"><span style="top:-3.063em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight"><span class="mord mathnormal mtight">x</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3280857142857143em;"><span style="top:-2.357em;margin-left:0em;margin-right:0.07142857142857144em;"><span class="pstrut" style="height:2.5em;"></span><span class="sizing reset-size3 size1 mtight"><span class="mord mathnormal mtight">i</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.143em;"><span></span></span></span></span></span></span></span></span></span></span></span></span></span></span><span class="mclose">)</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.9857100000000001em;"><span></span></span></span></span></span><span class="mclose nulldelimiter"></span></span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span></span><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mord"><span class="mord mathnormal">s</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.31166399999999994em;"><span style="top:-2.5500000000000003em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight">i</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mopen">[</span><span class="mord">1</span><span class="mspace" style="margin-right:0.2222222222222222em;"></span><span class="mbin">−</span><span class="mspace" style="margin-right:0.2222222222222222em;"></span></span><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mord"><span class="mord mathnormal">s</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.31166399999999994em;"><span style="top:-2.5500000000000003em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight">i</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mclose">]</span></span></span></span></span></p>
<p><span class="katex-display"><span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML" display="block"><semantics><mrow><mfrac><mrow><mi mathvariant="normal">∂</mi><msub><mi>s</mi><mi>i</mi></msub></mrow><mrow><mi mathvariant="normal">∂</mi><msub><mi>x</mi><mi>j</mi></msub></mrow></mfrac><mo>=</mo><mfrac><mrow><mo>−</mo><msup><mi>e</mi><msub><mi>x</mi><mi>i</mi></msub></msup><msup><mi>e</mi><msub><mi>x</mi><mi>j</mi></msub></msup></mrow><mrow><mo stretchy="false">(</mo><munder><mo>∑</mo><mi>a</mi></munder><msup><mi>e</mi><msub><mi>x</mi><mi>a</mi></msub></msup><msup><mo stretchy="false">)</mo><mn>2</mn></msup></mrow></mfrac><mo separator="true">,</mo><mspace width="1em"></mspace><mi>i</mi><mo>≠</mo><mi>j</mi></mrow><annotation encoding="application/x-tex">\frac{\partial s_i}{\partial x_j} = \frac{-e^{x_i}e^{x_j}}{(\sum_a e^{x_a})^2},\quad i \not= j</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:2.343548em;vertical-align:-0.972108em;"></span><span class="mord"><span class="mopen nulldelimiter"></span><span class="mfrac"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.37144em;"><span style="top:-2.314em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord" style="margin-right:0.05556em;">∂</span><span class="mord"><span class="mord mathnormal">x</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.311664em;"><span style="top:-2.5500000000000003em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.05724em;">j</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.286108em;"><span></span></span></span></span></span></span></span></span><span style="top:-3.23em;"><span class="pstrut" style="height:3em;"></span><span class="frac-line" style="border-bottom-width:0.04em;"></span></span><span style="top:-3.677em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord" style="margin-right:0.05556em;">∂</span><span class="mord"><span class="mord mathnormal">s</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.31166399999999994em;"><span style="top:-2.5500000000000003em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight">i</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.972108em;"><span></span></span></span></span></span><span class="mclose nulldelimiter"></span></span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span></span><span class="base"><span class="strut" style="height:2.327102em;vertical-align:-0.9857100000000001em;"></span><span class="mord"><span class="mopen nulldelimiter"></span><span class="mfrac"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.341392em;"><span style="top:-2.314em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mopen">(</span><span class="mop"><span class="mop op-symbol small-op" style="position:relative;top:-0.0000050000000000050004em;">∑</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.0016819999999999613em;"><span style="top:-2.40029em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight">a</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.29971000000000003em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mord"><span class="mord mathnormal">e</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.590392em;"><span style="top:-2.989em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight"><span class="mord mathnormal mtight">x</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.16454285714285719em;"><span style="top:-2.357em;margin-left:0em;margin-right:0.07142857142857144em;"><span class="pstrut" style="height:2.5em;"></span><span class="sizing reset-size3 size1 mtight"><span class="mord mathnormal mtight">a</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.143em;"><span></span></span></span></span></span></span></span></span></span></span></span></span></span></span><span class="mclose"><span class="mclose">)</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.740108em;"><span style="top:-2.9890000000000003em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">2</span></span></span></span></span></span></span></span></span></span><span style="top:-3.23em;"><span class="pstrut" style="height:3em;"></span><span class="frac-line" style="border-bottom-width:0.04em;"></span></span><span style="top:-3.677em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord">−</span><span class="mord"><span class="mord mathnormal">e</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.664392em;"><span style="top:-3.063em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight"><span class="mord mathnormal mtight">x</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3280857142857143em;"><span style="top:-2.357em;margin-left:0em;margin-right:0.07142857142857144em;"><span class="pstrut" style="height:2.5em;"></span><span class="sizing reset-size3 size1 mtight"><span class="mord mathnormal mtight">i</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.143em;"><span></span></span></span></span></span></span></span></span></span></span></span></span></span></span><span class="mord"><span class="mord mathnormal">e</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.664392em;"><span style="top:-3.063em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight"><span class="mord mathnormal mtight">x</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3280857142857143em;"><span style="top:-2.357em;margin-left:0em;margin-right:0.07142857142857144em;"><span class="pstrut" style="height:2.5em;"></span><span class="sizing reset-size3 size1 mtight"><span class="mord mathnormal mtight" style="margin-right:0.05724em;">j</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.2818857142857143em;"><span></span></span></span></span></span></span></span></span></span></span></span></span></span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.9857100000000001em;"><span></span></span></span></span></span><span class="mclose nulldelimiter"></span></span><span class="mpunct">,</span><span class="mspace" style="margin-right:1em;"></span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mord mathnormal">i</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel"><span class="mord vbox"><span class="thinbox"><span class="rlap"><span class="strut" style="height:0.8888799999999999em;vertical-align:-0.19444em;"></span><span class="inner"><span class="mord"><span class="mrel"></span></span></span><span class="fix"></span></span></span></span></span></span><span class="base"><span class="strut" style="height:0.36687em;vertical-align:0em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span></span><span class="base"><span class="strut" style="height:0.85396em;vertical-align:-0.19444em;"></span><span class="mord mathnormal" style="margin-right:0.05724em;">j</span></span></span></span></span></p>
<p>由于softmax对每个输出层神经元都有连接：</p>
<p><span class="katex-display"><span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML" display="block"><semantics><mtable rowspacing="0.2500em" columnalign="right left" columnspacing="0em"><mtr><mtd><mstyle scriptlevel="0" displaystyle="true"><mfrac><mrow><mi mathvariant="normal">∂</mi><mi>E</mi></mrow><mrow><mi mathvariant="normal">∂</mi><msub><mi>O</mi><mrow><mi>i</mi><mi>n</mi><mo separator="true">,</mo><mi>k</mi></mrow></msub></mrow></mfrac></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow><mrow></mrow><mo>=</mo><munder><mo>∑</mo><mi>k</mi></munder><mfrac><mrow><mi mathvariant="normal">∂</mi><mi>E</mi></mrow><mrow><mi mathvariant="normal">∂</mi><msub><mi>O</mi><mrow><mi>o</mi><mi>u</mi><mi>t</mi><mo separator="true">,</mo><mi>k</mi></mrow></msub></mrow></mfrac><mfrac><mrow><mi mathvariant="normal">∂</mi><msub><mi>O</mi><mrow><mi>o</mi><mi>u</mi><mi>t</mi><mo separator="true">,</mo><mi>k</mi></mrow></msub></mrow><mrow><mi mathvariant="normal">∂</mi><msub><mi>O</mi><mrow><mi>i</mi><mi>n</mi><mo separator="true">,</mo><mi>k</mi></mrow></msub></mrow></mfrac></mrow></mstyle></mtd></mtr><mtr><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow></mrow></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow><mrow></mrow><mo>=</mo><mo>−</mo><mfrac><msub><mi>L</mi><mi>k</mi></msub><msub><mi>O</mi><mrow><mi>o</mi><mi>u</mi><mi>t</mi><mo separator="true">,</mo><mi>k</mi></mrow></msub></mfrac><msub><mi>O</mi><mrow><mi>o</mi><mi>u</mi><mi>t</mi><mo separator="true">,</mo><mi>k</mi></mrow></msub><mo stretchy="false">(</mo><mn>1</mn><mo>−</mo><msub><mi>O</mi><mrow><mi>o</mi><mi>u</mi><mi>t</mi><mo separator="true">,</mo><mi>k</mi></mrow></msub><mo stretchy="false">)</mo><mo>+</mo><munder><mo>∑</mo><mrow><msup><mi>k</mi><msup><mrow></mrow><mo mathvariant="normal" lspace="0em" rspace="0em">′</mo></msup></msup><mo>≠</mo><mi>k</mi></mrow></munder><mrow><mo fence="true">[</mo><mo>−</mo><mfrac><msub><mi>L</mi><msup><mi>k</mi><msup><mrow></mrow><mo mathvariant="normal" lspace="0em" rspace="0em">′</mo></msup></msup></msub><msub><mi>O</mi><mrow><mi>o</mi><mi>u</mi><mi>t</mi><mo separator="true">,</mo><msup><mi>k</mi><msup><mrow></mrow><mo mathvariant="normal" lspace="0em" rspace="0em">′</mo></msup></msup></mrow></msub></mfrac><mo stretchy="false">(</mo><mo>−</mo><msub><mi>O</mi><mrow><mi>o</mi><mi>u</mi><mi>t</mi><mo separator="true">,</mo><msup><mi>k</mi><msup><mrow></mrow><mo mathvariant="normal" lspace="0em" rspace="0em">′</mo></msup></msup></mrow></msub><msub><mi>O</mi><mrow><mi>o</mi><mi>u</mi><mi>t</mi><mo separator="true">,</mo><mi>k</mi></mrow></msub><mo stretchy="false">)</mo><mo fence="true">]</mo></mrow></mrow></mstyle></mtd></mtr><mtr><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow></mrow></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow><mrow></mrow><mo>=</mo><mo stretchy="false">(</mo><munder><mo>∑</mo><mi>k</mi></munder><msub><mi>L</mi><mi>k</mi></msub><mo stretchy="false">)</mo><msub><mi>O</mi><mrow><mi>o</mi><mi>u</mi><mi>t</mi><mo separator="true">,</mo><mi>k</mi></mrow></msub><mo>−</mo><msub><mi>L</mi><mi>k</mi></msub></mrow></mstyle></mtd></mtr></mtable><annotation encoding="application/x-tex">\begin{aligned}
\frac{\partial E}{\partial O_{in,k}} &= \sum_k \frac{\partial E}{\partial O_{out,k}} \frac{\partial O_{out,k}}{\partial O_{in,k}} \\
&= -\frac{L_k}{O_{out,k}} O_{out,k}(1-O_{out,k}) +
\sum_{k^{'}\not=k} \left[ -\frac{L_{k^{'}}}{O_{out,k^{'}}} (-O_{out,k^{'}} O_{out,k})\right] \\
&= (\sum_k L_k)O_{out,k}-L_k
\end{aligned}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:9.252764em;vertical-align:-4.376382em;"></span><span class="mord"><span class="mtable"><span class="col-align-r"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:4.876382em;"><span style="top:-7.254942000000001em;"><span class="pstrut" style="height:3.75em;"></span><span class="mord"><span class="mord"><span class="mopen nulldelimiter"></span><span class="mfrac"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.37144em;"><span style="top:-2.314em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord" style="margin-right:0.05556em;">∂</span><span class="mord"><span class="mord mathnormal" style="margin-right:0.02778em;">O</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3361079999999999em;"><span style="top:-2.5500000000000003em;margin-left:-0.02778em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">in</span><span class="mpunct mtight">,</span><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.286108em;"><span></span></span></span></span></span></span></span></span><span style="top:-3.23em;"><span class="pstrut" style="height:3em;"></span><span class="frac-line" style="border-bottom-width:0.04em;"></span></span><span style="top:-3.677em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord" style="margin-right:0.05556em;">∂</span><span class="mord mathnormal" style="margin-right:0.05764em;">E</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.972108em;"><span></span></span></span></span></span><span class="mclose nulldelimiter"></span></span></span></span><span style="top:-3.9028290000000005em;"><span class="pstrut" style="height:3.75em;"></span><span class="mord"></span></span><span style="top:-0.9757309999999995em;"><span class="pstrut" style="height:3.75em;"></span><span class="mord"></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:4.376382em;"><span></span></span></span></span></span><span class="col-align-l"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:4.876382em;"><span style="top:-7.254942000000001em;"><span class="pstrut" style="height:3.75em;"></span><span class="mord"><span class="mord"></span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mop op-limits"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.0500050000000005em;"><span style="top:-1.847887em;margin-left:0em;"><span class="pstrut" style="height:3.05em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span><span style="top:-3.050005em;"><span class="pstrut" style="height:3.05em;"></span><span><span class="mop op-symbol large-op">∑</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:1.3021129999999999em;"><span></span></span></span></span></span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mord"><span class="mopen nulldelimiter"></span><span class="mfrac"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.37144em;"><span style="top:-2.314em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord" style="margin-right:0.05556em;">∂</span><span class="mord"><span class="mord mathnormal" style="margin-right:0.02778em;">O</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3361079999999999em;"><span style="top:-2.5500000000000003em;margin-left:-0.02778em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">o</span><span class="mord mathnormal mtight">u</span><span class="mord mathnormal mtight">t</span><span class="mpunct mtight">,</span><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.286108em;"><span></span></span></span></span></span></span></span></span><span style="top:-3.23em;"><span class="pstrut" style="height:3em;"></span><span class="frac-line" style="border-bottom-width:0.04em;"></span></span><span style="top:-3.677em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord" style="margin-right:0.05556em;">∂</span><span class="mord mathnormal" style="margin-right:0.05764em;">E</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.972108em;"><span></span></span></span></span></span><span class="mclose nulldelimiter"></span></span><span class="mord"><span class="mopen nulldelimiter"></span><span class="mfrac"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.37144em;"><span style="top:-2.314em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord" style="margin-right:0.05556em;">∂</span><span class="mord"><span class="mord mathnormal" style="margin-right:0.02778em;">O</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3361079999999999em;"><span style="top:-2.5500000000000003em;margin-left:-0.02778em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">in</span><span class="mpunct mtight">,</span><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.286108em;"><span></span></span></span></span></span></span></span></span><span style="top:-3.23em;"><span class="pstrut" style="height:3em;"></span><span class="frac-line" style="border-bottom-width:0.04em;"></span></span><span style="top:-3.677em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord" style="margin-right:0.05556em;">∂</span><span class="mord"><span class="mord mathnormal" style="margin-right:0.02778em;">O</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3361079999999999em;"><span style="top:-2.5500000000000003em;margin-left:-0.02778em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">o</span><span class="mord mathnormal mtight">u</span><span class="mord mathnormal mtight">t</span><span class="mpunct mtight">,</span><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.286108em;"><span></span></span></span></span></span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.972108em;"><span></span></span></span></span></span><span class="mclose nulldelimiter"></span></span></span></span><span style="top:-3.9028290000000005em;"><span class="pstrut" style="height:3.75em;"></span><span class="mord"><span class="mord"></span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mord">−</span><span class="mord"><span class="mopen nulldelimiter"></span><span class="mfrac"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.36033em;"><span style="top:-2.314em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord"><span class="mord mathnormal" style="margin-right:0.02778em;">O</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3361079999999999em;"><span style="top:-2.5500000000000003em;margin-left:-0.02778em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">o</span><span class="mord mathnormal mtight">u</span><span class="mord mathnormal mtight">t</span><span class="mpunct mtight">,</span><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.286108em;"><span></span></span></span></span></span></span></span></span><span style="top:-3.23em;"><span class="pstrut" style="height:3em;"></span><span class="frac-line" style="border-bottom-width:0.04em;"></span></span><span style="top:-3.677em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord"><span class="mord mathnormal">L</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.33610799999999996em;"><span style="top:-2.5500000000000003em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.972108em;"><span></span></span></span></span></span><span class="mclose nulldelimiter"></span></span><span class="mord"><span class="mord mathnormal" style="margin-right:0.02778em;">O</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3361079999999999em;"><span style="top:-2.5500000000000003em;margin-left:-0.02778em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">o</span><span class="mord mathnormal mtight">u</span><span class="mord mathnormal mtight">t</span><span class="mpunct mtight">,</span><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.286108em;"><span></span></span></span></span></span></span><span class="mopen">(</span><span class="mord">1</span><span class="mspace" style="margin-right:0.2222222222222222em;"></span><span class="mbin">−</span><span class="mspace" style="margin-right:0.2222222222222222em;"></span><span class="mord"><span class="mord mathnormal" style="margin-right:0.02778em;">O</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3361079999999999em;"><span style="top:-2.5500000000000003em;margin-left:-0.02778em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">o</span><span class="mord mathnormal mtight">u</span><span class="mord mathnormal mtight">t</span><span class="mpunct mtight">,</span><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.286108em;"><span></span></span></span></span></span></span><span class="mclose">)</span><span class="mspace" style="margin-right:0.2222222222222222em;"></span><span class="mbin">+</span><span class="mspace" style="margin-right:0.2222222222222222em;"></span><span class="mop op-limits"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.050005em;"><span style="top:-1.7090149999999997em;margin-left:0em;"><span class="pstrut" style="height:3.05em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8928285714285715em;"><span style="top:-2.8928285714285713em;margin-right:0.07142857142857144em;"><span class="pstrut" style="height:2.6068285714285713em;"></span><span class="sizing reset-size3 size1 mtight"><span class="mord mtight"><span class="mord mtight"><span></span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8495600000000001em;"><span style="top:-2.84956em;margin-right:0.1em;"><span class="pstrut" style="height:2.55556em;"></span><span class="mord mtight"><span class="mord mtight">′</span></span></span></span></span></span></span></span></span></span></span></span></span></span></span></span><span class="mrel mtight"><span class="mord vbox mtight"><span class="thinbox mtight"><span class="rlap mtight"><span class="strut" style="height:0.8888799999999999em;vertical-align:-0.19444em;"></span><span class="inner"><span class="mord mtight"><span class="mrel mtight"></span></span></span><span class="fix"></span></span></span></span></span><span class="mrel mtight">=</span><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span></span><span style="top:-3.0500049999999996em;"><span class="pstrut" style="height:3.05em;"></span><span><span class="mop op-symbol large-op">∑</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:1.577093em;"><span></span></span></span></span></span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="minner"><span class="mopen delimcenter" style="top:0em;"><span class="delimsizing size4">[</span></span><span class="mord">−</span><span class="mord"><span class="mopen nulldelimiter"></span><span class="mfrac"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.36033em;"><span style="top:-2.314em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord"><span class="mord mathnormal" style="margin-right:0.02778em;">O</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3448em;"><span style="top:-2.4198200000000005em;margin-left:-0.02778em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">o</span><span class="mord mathnormal mtight">u</span><span class="mord mathnormal mtight">t</span><span class="mpunct mtight">,</span><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8928285714285715em;"><span style="top:-2.8928285714285713em;margin-right:0.07142857142857144em;"><span class="pstrut" style="height:2.6068285714285713em;"></span><span class="sizing reset-size3 size1 mtight"><span class="mord mtight"><span class="mord mtight"><span></span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8495600000000001em;"><span style="top:-2.84956em;margin-right:0.1em;"><span class="pstrut" style="height:2.55556em;"></span><span class="mord mtight"><span class="mord mtight">′</span></span></span></span></span></span></span></span></span></span></span></span></span></span></span></span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.416288em;"><span></span></span></span></span></span></span></span></span><span style="top:-3.23em;"><span class="pstrut" style="height:3em;"></span><span class="frac-line" style="border-bottom-width:0.04em;"></span></span><span style="top:-3.677em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord"><span class="mord mathnormal">L</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3448em;"><span style="top:-2.41982em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8928285714285715em;"><span style="top:-2.8928285714285713em;margin-right:0.07142857142857144em;"><span class="pstrut" style="height:2.6068285714285713em;"></span><span class="sizing reset-size3 size1 mtight"><span class="mord mtight"><span class="mord mtight"><span></span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8495600000000001em;"><span style="top:-2.84956em;margin-right:0.1em;"><span class="pstrut" style="height:2.55556em;"></span><span class="mord mtight"><span class="mord mtight">′</span></span></span></span></span></span></span></span></span></span></span></span></span></span></span></span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.28018em;"><span></span></span></span></span></span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:1.1022880000000002em;"><span></span></span></span></span></span><span class="mclose nulldelimiter"></span></span><span class="mopen">(</span><span class="mord">−</span><span class="mord"><span class="mord mathnormal" style="margin-right:0.02778em;">O</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3448em;"><span style="top:-2.4198200000000005em;margin-left:-0.02778em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">o</span><span class="mord mathnormal mtight">u</span><span class="mord mathnormal mtight">t</span><span class="mpunct mtight">,</span><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8928285714285715em;"><span style="top:-2.8928285714285713em;margin-right:0.07142857142857144em;"><span class="pstrut" style="height:2.6068285714285713em;"></span><span class="sizing reset-size3 size1 mtight"><span class="mord mtight"><span class="mord mtight"><span></span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8495600000000001em;"><span style="top:-2.84956em;margin-right:0.1em;"><span class="pstrut" style="height:2.55556em;"></span><span class="mord mtight"><span class="mord mtight">′</span></span></span></span></span></span></span></span></span></span></span></span></span></span></span></span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.416288em;"><span></span></span></span></span></span></span><span class="mord"><span class="mord mathnormal" style="margin-right:0.02778em;">O</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3361079999999999em;"><span style="top:-2.5500000000000003em;margin-left:-0.02778em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">o</span><span class="mord mathnormal mtight">u</span><span class="mord mathnormal mtight">t</span><span class="mpunct mtight">,</span><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.286108em;"><span></span></span></span></span></span></span><span class="mclose">)</span><span class="mclose delimcenter" style="top:0em;"><span class="delimsizing size4">]</span></span></span></span></span><span style="top:-0.9757309999999995em;"><span class="pstrut" style="height:3.75em;"></span><span class="mord"><span class="mord"></span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mopen">(</span><span class="mop op-limits"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.0500050000000005em;"><span style="top:-1.847887em;margin-left:0em;"><span class="pstrut" style="height:3.05em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span><span style="top:-3.050005em;"><span class="pstrut" style="height:3.05em;"></span><span><span class="mop op-symbol large-op">∑</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:1.3021129999999999em;"><span></span></span></span></span></span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mord"><span class="mord mathnormal">L</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.33610799999999996em;"><span style="top:-2.5500000000000003em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mclose">)</span><span class="mord"><span class="mord mathnormal" style="margin-right:0.02778em;">O</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3361079999999999em;"><span style="top:-2.5500000000000003em;margin-left:-0.02778em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">o</span><span class="mord mathnormal mtight">u</span><span class="mord mathnormal mtight">t</span><span class="mpunct mtight">,</span><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.286108em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2222222222222222em;"></span><span class="mbin">−</span><span class="mspace" style="margin-right:0.2222222222222222em;"></span><span class="mord"><span class="mord mathnormal">L</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.33610799999999996em;"><span style="top:-2.5500000000000003em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:4.376382em;"><span></span></span></span></span></span></span></span></span></span></span></span></p>
<p>由于用作分类，所以标签<span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><msub><mi>L</mi><mi>k</mi></msub></mrow><annotation encoding="application/x-tex">L_k</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.83333em;vertical-align:-0.15em;"></span><span class="mord"><span class="mord mathnormal">L</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.33610799999999996em;"><span style="top:-2.5500000000000003em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span></span></span></span>一定只有一个为<span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mn>1</mn></mrow><annotation encoding="application/x-tex">1</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.64444em;vertical-align:0em;"></span><span class="mord">1</span></span></span></span>，其他均为<span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mn>0</mn></mrow><annotation encoding="application/x-tex">0</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.64444em;vertical-align:0em;"></span><span class="mord">0</span></span></span></span>，即有<span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mstyle scriptlevel="0" displaystyle="true"><mrow><munder><mo>∑</mo><mi>k</mi></munder><msub><mi>L</mi><mi>k</mi></msub><mo>=</mo><mn>1</mn></mrow></mstyle></mrow><annotation encoding="application/x-tex">\displaystyle{\sum_k L_k=1}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:2.3521180000000004em;vertical-align:-1.3021129999999999em;"></span><span class="mord"><span class="mop op-limits"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.0500050000000005em;"><span style="top:-1.847887em;margin-left:0em;"><span class="pstrut" style="height:3.05em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span><span style="top:-3.050005em;"><span class="pstrut" style="height:3.05em;"></span><span><span class="mop op-symbol large-op">∑</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:1.3021129999999999em;"><span></span></span></span></span></span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mord"><span class="mord mathnormal">L</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.33610799999999996em;"><span style="top:-2.5500000000000003em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mord">1</span></span></span></span></span></p>
<p>又记输出层误差信号</p>
<p><span class="katex-display"><span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML" display="block"><semantics><mtable rowspacing="0.2500em" columnalign="right" columnspacing><mtr><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow><msub><mi>δ</mi><mrow><mi>O</mi><mo separator="true">,</mo><mi>k</mi></mrow></msub><mo>=</mo><mo>−</mo><mfrac><mrow><mi mathvariant="normal">∂</mi><mi>E</mi></mrow><mrow><mi mathvariant="normal">∂</mi><msub><mi>O</mi><mrow><mi>i</mi><mi>n</mi><mo separator="true">,</mo><mi>k</mi></mrow></msub></mrow></mfrac><mo>=</mo><msub><mi>L</mi><mi>k</mi></msub><mo>−</mo><msub><mi>O</mi><mrow><mi>o</mi><mi>u</mi><mi>t</mi><mo separator="true">,</mo><mi>k</mi></mrow></msub></mrow></mstyle></mtd></mtr></mtable><annotation encoding="application/x-tex">\begin{aligned}
\delta_{O,k} = - \frac{\partial E}{\partial O_{in,k}} = L_k - O_{out,k}
\end{aligned}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:2.643548em;vertical-align:-1.071774em;"></span><span class="mord"><span class="mtable"><span class="col-align-r"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.571774em;"><span style="top:-3.5717739999999996em;"><span class="pstrut" style="height:3.3714399999999998em;"></span><span class="mord"><span class="mord"><span class="mord mathnormal" style="margin-right:0.03785em;">δ</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3361079999999999em;"><span style="top:-2.5500000000000003em;margin-left:-0.03785em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.02778em;">O</span><span class="mpunct mtight">,</span><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.286108em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mord">−</span><span class="mord"><span class="mopen nulldelimiter"></span><span class="mfrac"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.37144em;"><span style="top:-2.314em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord" style="margin-right:0.05556em;">∂</span><span class="mord"><span class="mord mathnormal" style="margin-right:0.02778em;">O</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3361079999999999em;"><span style="top:-2.5500000000000003em;margin-left:-0.02778em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">in</span><span class="mpunct mtight">,</span><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.286108em;"><span></span></span></span></span></span></span></span></span><span style="top:-3.23em;"><span class="pstrut" style="height:3em;"></span><span class="frac-line" style="border-bottom-width:0.04em;"></span></span><span style="top:-3.677em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord" style="margin-right:0.05556em;">∂</span><span class="mord mathnormal" style="margin-right:0.05764em;">E</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.972108em;"><span></span></span></span></span></span><span class="mclose nulldelimiter"></span></span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mord"><span class="mord mathnormal">L</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.33610799999999996em;"><span style="top:-2.5500000000000003em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2222222222222222em;"></span><span class="mbin">−</span><span class="mspace" style="margin-right:0.2222222222222222em;"></span><span class="mord"><span class="mord mathnormal" style="margin-right:0.02778em;">O</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3361079999999999em;"><span style="top:-2.5500000000000003em;margin-left:-0.02778em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">o</span><span class="mord mathnormal mtight">u</span><span class="mord mathnormal mtight">t</span><span class="mpunct mtight">,</span><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.286108em;"><span></span></span></span></span></span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:1.071774em;"><span></span></span></span></span></span></span></span></span></span></span></span></p>
<p>则有输出层权值更新公式：</p>
<p><span class="katex-display"><span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML" display="block"><semantics><mrow><mi mathvariant="normal">Δ</mi><msub><mi>w</mi><mrow><mi>j</mi><mi>k</mi></mrow></msub><mo>=</mo><mi>η</mi><msub><mi>δ</mi><mrow><mi>O</mi><mo separator="true">,</mo><mi>k</mi></mrow></msub><msub><mi>H</mi><mrow><mi>o</mi><mi>u</mi><mi>t</mi><mo separator="true">,</mo><mi>j</mi></mrow></msub></mrow><annotation encoding="application/x-tex">\Delta w_{jk} = \eta \delta_{O,k} H_{out,j}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.969438em;vertical-align:-0.286108em;"></span><span class="mord">Δ</span><span class="mord"><span class="mord mathnormal" style="margin-right:0.02691em;">w</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3361079999999999em;"><span style="top:-2.5500000000000003em;margin-left:-0.02691em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.03148em;">jk</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.286108em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span></span><span class="base"><span class="strut" style="height:0.980548em;vertical-align:-0.286108em;"></span><span class="mord mathnormal" style="margin-right:0.03588em;">η</span><span class="mord"><span class="mord mathnormal" style="margin-right:0.03785em;">δ</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3361079999999999em;"><span style="top:-2.5500000000000003em;margin-left:-0.03785em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.02778em;">O</span><span class="mpunct mtight">,</span><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.286108em;"><span></span></span></span></span></span></span><span class="mord"><span class="mord mathnormal" style="margin-right:0.08125em;">H</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.311664em;"><span style="top:-2.5500000000000003em;margin-left:-0.08125em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">o</span><span class="mord mathnormal mtight">u</span><span class="mord mathnormal mtight">t</span><span class="mpunct mtight">,</span><span class="mord mathnormal mtight" style="margin-right:0.05724em;">j</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.286108em;"><span></span></span></span></span></span></span></span></span></span></span></p>
<p>对于隐层的权值更新公式同理：</p>
<p><span class="katex-display"><span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML" display="block"><semantics><mrow><mi mathvariant="normal">Δ</mi><msub><mi>v</mi><mrow><mi>i</mi><mi>j</mi></mrow></msub><mo>=</mo><mo>−</mo><mi>η</mi><mfrac><mrow><mi mathvariant="normal">∂</mi><mi>E</mi></mrow><mrow><mi mathvariant="normal">∂</mi><msub><mi>v</mi><mrow><mi>i</mi><mi>j</mi></mrow></msub></mrow></mfrac></mrow><annotation encoding="application/x-tex">\Delta v_{ij} = - \eta \frac{\partial E}{\partial v_{ij}}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.969438em;vertical-align:-0.286108em;"></span><span class="mord">Δ</span><span class="mord"><span class="mord mathnormal" style="margin-right:0.03588em;">v</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.311664em;"><span style="top:-2.5500000000000003em;margin-left:-0.03588em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.05724em;">ij</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.286108em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span></span><span class="base"><span class="strut" style="height:2.343548em;vertical-align:-0.972108em;"></span><span class="mord">−</span><span class="mord mathnormal" style="margin-right:0.03588em;">η</span><span class="mord"><span class="mopen nulldelimiter"></span><span class="mfrac"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.37144em;"><span style="top:-2.314em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord" style="margin-right:0.05556em;">∂</span><span class="mord"><span class="mord mathnormal" style="margin-right:0.03588em;">v</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.311664em;"><span style="top:-2.5500000000000003em;margin-left:-0.03588em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.05724em;">ij</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.286108em;"><span></span></span></span></span></span></span></span></span><span style="top:-3.23em;"><span class="pstrut" style="height:3em;"></span><span class="frac-line" style="border-bottom-width:0.04em;"></span></span><span style="top:-3.677em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord" style="margin-right:0.05556em;">∂</span><span class="mord mathnormal" style="margin-right:0.05764em;">E</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.972108em;"><span></span></span></span></span></span><span class="mclose nulldelimiter"></span></span></span></span></span></span></p>
<p><span class="katex-display"><span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML" display="block"><semantics><mrow><mfrac><mrow><mi mathvariant="normal">∂</mi><mi>E</mi></mrow><mrow><mi mathvariant="normal">∂</mi><msub><mi>v</mi><mrow><mi>i</mi><mi>j</mi></mrow></msub></mrow></mfrac><mo>=</mo><mfrac><mrow><mi mathvariant="normal">∂</mi><mi>E</mi></mrow><mrow><mi mathvariant="normal">∂</mi><msub><mi>H</mi><mrow><mi>i</mi><mi>n</mi><mo separator="true">,</mo><mi>k</mi></mrow></msub></mrow></mfrac><mo>⋅</mo><mfrac><mrow><mi mathvariant="normal">∂</mi><msub><mi>H</mi><mrow><mi>i</mi><mi>n</mi><mo separator="true">,</mo><mi>k</mi></mrow></msub></mrow><mrow><mi mathvariant="normal">∂</mi><msub><mi>v</mi><mrow><mi>i</mi><mi>j</mi></mrow></msub></mrow></mfrac></mrow><annotation encoding="application/x-tex">\frac{\partial E}{\partial v_{ij}} = \frac{\partial E}{\partial H_{in,k}} \cdot \frac{\partial H_{in,k}}{\partial v_{ij}}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:2.343548em;vertical-align:-0.972108em;"></span><span class="mord"><span class="mopen nulldelimiter"></span><span class="mfrac"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.37144em;"><span style="top:-2.314em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord" style="margin-right:0.05556em;">∂</span><span class="mord"><span class="mord mathnormal" style="margin-right:0.03588em;">v</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.311664em;"><span style="top:-2.5500000000000003em;margin-left:-0.03588em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.05724em;">ij</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.286108em;"><span></span></span></span></span></span></span></span></span><span style="top:-3.23em;"><span class="pstrut" style="height:3em;"></span><span class="frac-line" style="border-bottom-width:0.04em;"></span></span><span style="top:-3.677em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord" style="margin-right:0.05556em;">∂</span><span class="mord mathnormal" style="margin-right:0.05764em;">E</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.972108em;"><span></span></span></span></span></span><span class="mclose nulldelimiter"></span></span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span></span><span class="base"><span class="strut" style="height:2.343548em;vertical-align:-0.972108em;"></span><span class="mord"><span class="mopen nulldelimiter"></span><span class="mfrac"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.37144em;"><span style="top:-2.314em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord" style="margin-right:0.05556em;">∂</span><span class="mord"><span class="mord mathnormal" style="margin-right:0.08125em;">H</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3361079999999999em;"><span style="top:-2.5500000000000003em;margin-left:-0.08125em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">in</span><span class="mpunct mtight">,</span><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.286108em;"><span></span></span></span></span></span></span></span></span><span style="top:-3.23em;"><span class="pstrut" style="height:3em;"></span><span class="frac-line" style="border-bottom-width:0.04em;"></span></span><span style="top:-3.677em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord" style="margin-right:0.05556em;">∂</span><span class="mord mathnormal" style="margin-right:0.05764em;">E</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.972108em;"><span></span></span></span></span></span><span class="mclose nulldelimiter"></span></span><span class="mspace" style="margin-right:0.2222222222222222em;"></span><span class="mbin">⋅</span><span class="mspace" style="margin-right:0.2222222222222222em;"></span></span><span class="base"><span class="strut" style="height:2.343548em;vertical-align:-0.972108em;"></span><span class="mord"><span class="mopen nulldelimiter"></span><span class="mfrac"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.37144em;"><span style="top:-2.314em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord" style="margin-right:0.05556em;">∂</span><span class="mord"><span class="mord mathnormal" style="margin-right:0.03588em;">v</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.311664em;"><span style="top:-2.5500000000000003em;margin-left:-0.03588em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.05724em;">ij</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.286108em;"><span></span></span></span></span></span></span></span></span><span style="top:-3.23em;"><span class="pstrut" style="height:3em;"></span><span class="frac-line" style="border-bottom-width:0.04em;"></span></span><span style="top:-3.677em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord" style="margin-right:0.05556em;">∂</span><span class="mord"><span class="mord mathnormal" style="margin-right:0.08125em;">H</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3361079999999999em;"><span style="top:-2.5500000000000003em;margin-left:-0.08125em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">in</span><span class="mpunct mtight">,</span><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.286108em;"><span></span></span></span></span></span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.972108em;"><span></span></span></span></span></span><span class="mclose nulldelimiter"></span></span></span></span></span></span></p>
<p>有</p>
<p><span class="katex-display"><span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML" display="block"><semantics><mtable rowspacing="0.2500em" columnalign="right left" columnspacing="0em"><mtr><mtd><mstyle scriptlevel="0" displaystyle="true"><mfrac><mrow><mi mathvariant="normal">∂</mi><mi>E</mi></mrow><mrow><mi mathvariant="normal">∂</mi><msub><mi>H</mi><mrow><mi>i</mi><mi>n</mi><mo separator="true">,</mo><mi>k</mi></mrow></msub></mrow></mfrac></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow><mrow></mrow><mo>=</mo><munderover><mo>∑</mo><mrow><mi>k</mi><mo>=</mo><mn>1</mn></mrow><mi>l</mi></munderover><mfrac><mrow><mi mathvariant="normal">∂</mi><mi>E</mi></mrow><mrow><mi mathvariant="normal">∂</mi><msub><mi>O</mi><mrow><mi>i</mi><mi>n</mi><mo separator="true">,</mo><mi>k</mi></mrow></msub></mrow></mfrac><mo>⋅</mo><mfrac><mrow><mi mathvariant="normal">∂</mi><msub><mi>O</mi><mrow><mi>i</mi><mi>n</mi><mo separator="true">,</mo><mi>k</mi></mrow></msub></mrow><mrow><mi mathvariant="normal">∂</mi><msub><mi>H</mi><mrow><mi>o</mi><mi>u</mi><mi>t</mi><mo separator="true">,</mo><mi>k</mi></mrow></msub></mrow></mfrac><mo>⋅</mo><mfrac><mrow><mi mathvariant="normal">∂</mi><msub><mi>H</mi><mrow><mi>o</mi><mi>u</mi><mi>t</mi><mo separator="true">,</mo><mi>k</mi></mrow></msub></mrow><mrow><mi mathvariant="normal">∂</mi><msub><mi>H</mi><mrow><mi>i</mi><mi>n</mi><mo separator="true">,</mo><mi>k</mi></mrow></msub></mrow></mfrac></mrow></mstyle></mtd></mtr><mtr><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow></mrow></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow><mrow></mrow><mo>=</mo><mo>−</mo><munderover><mo>∑</mo><mrow><mi>k</mi><mo>=</mo><mn>1</mn></mrow><mi>l</mi></munderover><msub><mi>δ</mi><mrow><mi>O</mi><mo separator="true">,</mo><mi>k</mi></mrow></msub><msub><mi>w</mi><mrow><mi>j</mi><mi>k</mi></mrow></msub><mi>f</mi><mo stretchy="false">(</mo><msub><mi>H</mi><mrow><mi>i</mi><mi>n</mi><mo separator="true">,</mo><mi>k</mi></mrow></msub><mo stretchy="false">)</mo><mo stretchy="false">[</mo><mn>1</mn><mo>−</mo><mi>f</mi><mo stretchy="false">(</mo><msub><mi>H</mi><mrow><mi>i</mi><mi>n</mi><mo separator="true">,</mo><mi>k</mi></mrow></msub><mo stretchy="false">)</mo><mo stretchy="false">]</mo></mrow></mstyle></mtd></mtr></mtable><annotation encoding="application/x-tex">\begin{aligned}
\frac{\partial E}{\partial H_{in,k}} &= \sum_{k=1}^{l} \frac{\partial E}{\partial O_{in,k}} \cdot \frac{\partial O_{in,k}}{\partial H_{out,k}} \cdot \frac{\partial H_{out,k}}{\partial H_{in,k}} \\
&= -\sum_{k=1}^{l} \delta_{O,k} w_{jk} f(H_{in,k})[1-f(H_{in,k})]
\end{aligned}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:6.8764520000000005em;vertical-align:-3.1882260000000002em;"></span><span class="mord"><span class="mtable"><span class="col-align-r"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:3.6882260000000002em;"><span style="top:-5.688226em;"><span class="pstrut" style="height:3.836113em;"></span><span class="mord"><span class="mord"><span class="mopen nulldelimiter"></span><span class="mfrac"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.37144em;"><span style="top:-2.314em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord" style="margin-right:0.05556em;">∂</span><span class="mord"><span class="mord mathnormal" style="margin-right:0.08125em;">H</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3361079999999999em;"><span style="top:-2.5500000000000003em;margin-left:-0.08125em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">in</span><span class="mpunct mtight">,</span><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.286108em;"><span></span></span></span></span></span></span></span></span><span style="top:-3.23em;"><span class="pstrut" style="height:3em;"></span><span class="frac-line" style="border-bottom-width:0.04em;"></span></span><span style="top:-3.677em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord" style="margin-right:0.05556em;">∂</span><span class="mord mathnormal" style="margin-right:0.05764em;">E</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.972108em;"><span></span></span></span></span></span><span class="mclose nulldelimiter"></span></span></span></span><span style="top:-2.25em;"><span class="pstrut" style="height:3.836113em;"></span><span class="mord"></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:3.1882260000000002em;"><span></span></span></span></span></span><span class="col-align-l"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:3.6882260000000002em;"><span style="top:-5.688226em;"><span class="pstrut" style="height:3.836113em;"></span><span class="mord"><span class="mord"></span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mop op-limits"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.836113em;"><span style="top:-1.8478869999999998em;margin-left:0em;"><span class="pstrut" style="height:3.05em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span><span class="mrel mtight">=</span><span class="mord mtight">1</span></span></span></span><span style="top:-3.0500049999999996em;"><span class="pstrut" style="height:3.05em;"></span><span><span class="mop op-symbol large-op">∑</span></span></span><span style="top:-4.300005em;margin-left:0em;"><span class="pstrut" style="height:3.05em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.01968em;">l</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:1.302113em;"><span></span></span></span></span></span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mord"><span class="mopen nulldelimiter"></span><span class="mfrac"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.37144em;"><span style="top:-2.314em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord" style="margin-right:0.05556em;">∂</span><span class="mord"><span class="mord mathnormal" style="margin-right:0.02778em;">O</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3361079999999999em;"><span style="top:-2.5500000000000003em;margin-left:-0.02778em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">in</span><span class="mpunct mtight">,</span><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.286108em;"><span></span></span></span></span></span></span></span></span><span style="top:-3.23em;"><span class="pstrut" style="height:3em;"></span><span class="frac-line" style="border-bottom-width:0.04em;"></span></span><span style="top:-3.677em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord" style="margin-right:0.05556em;">∂</span><span class="mord mathnormal" style="margin-right:0.05764em;">E</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.972108em;"><span></span></span></span></span></span><span class="mclose nulldelimiter"></span></span><span class="mspace" style="margin-right:0.2222222222222222em;"></span><span class="mbin">⋅</span><span class="mspace" style="margin-right:0.2222222222222222em;"></span><span class="mord"><span class="mopen nulldelimiter"></span><span class="mfrac"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.37144em;"><span style="top:-2.314em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord" style="margin-right:0.05556em;">∂</span><span class="mord"><span class="mord mathnormal" style="margin-right:0.08125em;">H</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3361079999999999em;"><span style="top:-2.5500000000000003em;margin-left:-0.08125em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">o</span><span class="mord mathnormal mtight">u</span><span class="mord mathnormal mtight">t</span><span class="mpunct mtight">,</span><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.286108em;"><span></span></span></span></span></span></span></span></span><span style="top:-3.23em;"><span class="pstrut" style="height:3em;"></span><span class="frac-line" style="border-bottom-width:0.04em;"></span></span><span style="top:-3.677em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord" style="margin-right:0.05556em;">∂</span><span class="mord"><span class="mord mathnormal" style="margin-right:0.02778em;">O</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3361079999999999em;"><span style="top:-2.5500000000000003em;margin-left:-0.02778em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">in</span><span class="mpunct mtight">,</span><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.286108em;"><span></span></span></span></span></span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.972108em;"><span></span></span></span></span></span><span class="mclose nulldelimiter"></span></span><span class="mspace" style="margin-right:0.2222222222222222em;"></span><span class="mbin">⋅</span><span class="mspace" style="margin-right:0.2222222222222222em;"></span><span class="mord"><span class="mopen nulldelimiter"></span><span class="mfrac"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.37144em;"><span style="top:-2.314em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord" style="margin-right:0.05556em;">∂</span><span class="mord"><span class="mord mathnormal" style="margin-right:0.08125em;">H</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3361079999999999em;"><span style="top:-2.5500000000000003em;margin-left:-0.08125em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">in</span><span class="mpunct mtight">,</span><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.286108em;"><span></span></span></span></span></span></span></span></span><span style="top:-3.23em;"><span class="pstrut" style="height:3em;"></span><span class="frac-line" style="border-bottom-width:0.04em;"></span></span><span style="top:-3.677em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord" style="margin-right:0.05556em;">∂</span><span class="mord"><span class="mord mathnormal" style="margin-right:0.08125em;">H</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3361079999999999em;"><span style="top:-2.5500000000000003em;margin-left:-0.08125em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">o</span><span class="mord mathnormal mtight">u</span><span class="mord mathnormal mtight">t</span><span class="mpunct mtight">,</span><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.286108em;"><span></span></span></span></span></span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.972108em;"><span></span></span></span></span></span><span class="mclose nulldelimiter"></span></span></span></span><span style="top:-2.25em;"><span class="pstrut" style="height:3.836113em;"></span><span class="mord"><span class="mord"></span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mord">−</span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mop op-limits"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.836113em;"><span style="top:-1.8478869999999998em;margin-left:0em;"><span class="pstrut" style="height:3.05em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span><span class="mrel mtight">=</span><span class="mord mtight">1</span></span></span></span><span style="top:-3.0500049999999996em;"><span class="pstrut" style="height:3.05em;"></span><span><span class="mop op-symbol large-op">∑</span></span></span><span style="top:-4.300005em;margin-left:0em;"><span class="pstrut" style="height:3.05em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.01968em;">l</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:1.302113em;"><span></span></span></span></span></span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mord"><span class="mord mathnormal" style="margin-right:0.03785em;">δ</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3361079999999999em;"><span style="top:-2.5500000000000003em;margin-left:-0.03785em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.02778em;">O</span><span class="mpunct mtight">,</span><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.286108em;"><span></span></span></span></span></span></span><span class="mord"><span class="mord mathnormal" style="margin-right:0.02691em;">w</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3361079999999999em;"><span style="top:-2.5500000000000003em;margin-left:-0.02691em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.03148em;">jk</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.286108em;"><span></span></span></span></span></span></span><span class="mord mathnormal" style="margin-right:0.10764em;">f</span><span class="mopen">(</span><span class="mord"><span class="mord mathnormal" style="margin-right:0.08125em;">H</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3361079999999999em;"><span style="top:-2.5500000000000003em;margin-left:-0.08125em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">in</span><span class="mpunct mtight">,</span><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.286108em;"><span></span></span></span></span></span></span><span class="mclose">)</span><span class="mopen">[</span><span class="mord">1</span><span class="mspace" style="margin-right:0.2222222222222222em;"></span><span class="mbin">−</span><span class="mspace" style="margin-right:0.2222222222222222em;"></span><span class="mord mathnormal" style="margin-right:0.10764em;">f</span><span class="mopen">(</span><span class="mord"><span class="mord mathnormal" style="margin-right:0.08125em;">H</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3361079999999999em;"><span style="top:-2.5500000000000003em;margin-left:-0.08125em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">in</span><span class="mpunct mtight">,</span><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.286108em;"><span></span></span></span></span></span></span><span class="mclose">)]</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:3.1882260000000002em;"><span></span></span></span></span></span></span></span></span></span></span></span></p>
<p>同样记输出层误差信号</p>
<p><span class="katex-display"><span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML" display="block"><semantics><mrow><msub><mi>δ</mi><mrow><mi>H</mi><mo separator="true">,</mo><mi>j</mi></mrow></msub><mo>=</mo><mo>−</mo><mfrac><mrow><mi mathvariant="normal">∂</mi><mi>E</mi></mrow><mrow><mi mathvariant="normal">∂</mi><msub><mi>H</mi><mrow><mi>i</mi><mi>n</mi><mo separator="true">,</mo><mi>k</mi></mrow></msub></mrow></mfrac><mo>=</mo><munderover><mo>∑</mo><mrow><mi>k</mi><mo>=</mo><mn>1</mn></mrow><mi>l</mi></munderover><msub><mi>δ</mi><mrow><mi>O</mi><mo separator="true">,</mo><mi>k</mi></mrow></msub><msub><mi>w</mi><mrow><mi>j</mi><mi>k</mi></mrow></msub><mi>f</mi><mo stretchy="false">(</mo><msub><mi>H</mi><mrow><mi>i</mi><mi>n</mi><mo separator="true">,</mo><mi>k</mi></mrow></msub><mo stretchy="false">)</mo><mo stretchy="false">[</mo><mn>1</mn><mo>−</mo><mi>f</mi><mo stretchy="false">(</mo><msub><mi>H</mi><mrow><mi>i</mi><mi>n</mi><mo separator="true">,</mo><mi>k</mi></mrow></msub><mo stretchy="false">)</mo><mo stretchy="false">]</mo></mrow><annotation encoding="application/x-tex">\delta_{H,j} = -\frac{\partial E}{\partial H_{in,k}} = \sum_{k=1}^{l} \delta_{O,k} w_{jk} f(H_{in,k})[1-f(H_{in,k})]</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.980548em;vertical-align:-0.286108em;"></span><span class="mord"><span class="mord mathnormal" style="margin-right:0.03785em;">δ</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.328331em;"><span style="top:-2.5500000000000003em;margin-left:-0.03785em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.08125em;">H</span><span class="mpunct mtight">,</span><span class="mord mathnormal mtight" style="margin-right:0.05724em;">j</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.286108em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span></span><span class="base"><span class="strut" style="height:2.343548em;vertical-align:-0.972108em;"></span><span class="mord">−</span><span class="mord"><span class="mopen nulldelimiter"></span><span class="mfrac"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.37144em;"><span style="top:-2.314em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord" style="margin-right:0.05556em;">∂</span><span class="mord"><span class="mord mathnormal" style="margin-right:0.08125em;">H</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3361079999999999em;"><span style="top:-2.5500000000000003em;margin-left:-0.08125em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">in</span><span class="mpunct mtight">,</span><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.286108em;"><span></span></span></span></span></span></span></span></span><span style="top:-3.23em;"><span class="pstrut" style="height:3em;"></span><span class="frac-line" style="border-bottom-width:0.04em;"></span></span><span style="top:-3.677em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord" style="margin-right:0.05556em;">∂</span><span class="mord mathnormal" style="margin-right:0.05764em;">E</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.972108em;"><span></span></span></span></span></span><span class="mclose nulldelimiter"></span></span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span></span><span class="base"><span class="strut" style="height:3.1382260000000004em;vertical-align:-1.302113em;"></span><span class="mop op-limits"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.836113em;"><span style="top:-1.8478869999999998em;margin-left:0em;"><span class="pstrut" style="height:3.05em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span><span class="mrel mtight">=</span><span class="mord mtight">1</span></span></span></span><span style="top:-3.0500049999999996em;"><span class="pstrut" style="height:3.05em;"></span><span><span class="mop op-symbol large-op">∑</span></span></span><span style="top:-4.300005em;margin-left:0em;"><span class="pstrut" style="height:3.05em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.01968em;">l</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:1.302113em;"><span></span></span></span></span></span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mord"><span class="mord mathnormal" style="margin-right:0.03785em;">δ</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3361079999999999em;"><span style="top:-2.5500000000000003em;margin-left:-0.03785em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.02778em;">O</span><span class="mpunct mtight">,</span><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.286108em;"><span></span></span></span></span></span></span><span class="mord"><span class="mord mathnormal" style="margin-right:0.02691em;">w</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3361079999999999em;"><span style="top:-2.5500000000000003em;margin-left:-0.02691em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.03148em;">jk</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.286108em;"><span></span></span></span></span></span></span><span class="mord mathnormal" style="margin-right:0.10764em;">f</span><span class="mopen">(</span><span class="mord"><span class="mord mathnormal" style="margin-right:0.08125em;">H</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3361079999999999em;"><span style="top:-2.5500000000000003em;margin-left:-0.08125em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">in</span><span class="mpunct mtight">,</span><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.286108em;"><span></span></span></span></span></span></span><span class="mclose">)</span><span class="mopen">[</span><span class="mord">1</span><span class="mspace" style="margin-right:0.2222222222222222em;"></span><span class="mbin">−</span><span class="mspace" style="margin-right:0.2222222222222222em;"></span></span><span class="base"><span class="strut" style="height:1.036108em;vertical-align:-0.286108em;"></span><span class="mord mathnormal" style="margin-right:0.10764em;">f</span><span class="mopen">(</span><span class="mord"><span class="mord mathnormal" style="margin-right:0.08125em;">H</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3361079999999999em;"><span style="top:-2.5500000000000003em;margin-left:-0.08125em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">in</span><span class="mpunct mtight">,</span><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.286108em;"><span></span></span></span></span></span></span><span class="mclose">)]</span></span></span></span></span></p>
<p>隐层权值更新公式为：</p>
<p><span class="katex-display"><span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML" display="block"><semantics><mrow><mi mathvariant="normal">Δ</mi><msub><mi>v</mi><mrow><mi>i</mi><mi>j</mi></mrow></msub><mo>=</mo><mi>η</mi><msub><mi>δ</mi><mrow><mi>H</mi><mo separator="true">,</mo><mi>j</mi></mrow></msub><msub><mi>I</mi><mrow><mi>o</mi><mi>u</mi><mi>t</mi><mo separator="true">,</mo><mi>i</mi></mrow></msub></mrow><annotation encoding="application/x-tex">\Delta v_{ij} = \eta \delta_{H,j} I_{out,i}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.969438em;vertical-align:-0.286108em;"></span><span class="mord">Δ</span><span class="mord"><span class="mord mathnormal" style="margin-right:0.03588em;">v</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.311664em;"><span style="top:-2.5500000000000003em;margin-left:-0.03588em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.05724em;">ij</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.286108em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span></span><span class="base"><span class="strut" style="height:0.980548em;vertical-align:-0.286108em;"></span><span class="mord mathnormal" style="margin-right:0.03588em;">η</span><span class="mord"><span class="mord mathnormal" style="margin-right:0.03785em;">δ</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.328331em;"><span style="top:-2.5500000000000003em;margin-left:-0.03785em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.08125em;">H</span><span class="mpunct mtight">,</span><span class="mord mathnormal mtight" style="margin-right:0.05724em;">j</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.286108em;"><span></span></span></span></span></span></span><span class="mord"><span class="mord mathnormal" style="margin-right:0.07847em;">I</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.311664em;"><span style="top:-2.5500000000000003em;margin-left:-0.07847em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">o</span><span class="mord mathnormal mtight">u</span><span class="mord mathnormal mtight">t</span><span class="mpunct mtight">,</span><span class="mord mathnormal mtight">i</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.286108em;"><span></span></span></span></span></span></span></span></span></span></span></p>
<h3 class="mume-header" id="cnn">CNN</h3>
<h3 class="mume-header" id="rnn">RNN</h3>
<h2 class="mume-header" id="%E6%94%AF%E6%8C%81%E5%90%91%E9%87%8F%E6%9C%BAsvm-support-vector-machine">支持向量机（SVM, Support Vector Machine）</h2>
<p><s>这个名字我十分想吐槽，其实是“支持向量 - 机”，而不是“支持 - 向量 - 机”</s></p>
<h3 class="mume-header" id="%E7%BA%BF%E6%80%A7svm">线性SVM</h3>
<h4 class="mume-header" id="%E7%82%B9%E5%88%B0%E8%B6%85%E5%B9%B3%E9%9D%A2%E7%9A%84%E8%B7%9D%E7%A6%BB">点到超平面的距离</h4>
<h2 class="mume-header" id="%E5%A4%9A%E5%88%86%E7%B1%BB%E9%97%AE%E9%A2%98">多分类问题</h2>
<p>单个分类器只能处理二分类问题，如果要使用二分类的分类器而解决多分类问题，一个方法是使用多个二分类的分类器进行处理。若共有<span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi>M</mi></mrow><annotation encoding="application/x-tex">M</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.68333em;vertical-align:0em;"></span><span class="mord mathnormal" style="margin-right:0.10903em;">M</span></span></span></span>个不同类别<span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><msub><mi>ω</mi><mn>1</mn></msub><mo separator="true">,</mo><msub><mi>ω</mi><mn>2</mn></msub><mo separator="true">,</mo><mo>⋯</mo><mtext> </mtext><mo separator="true">,</mo><msub><mi>ω</mi><mi>M</mi></msub></mrow><annotation encoding="application/x-tex">\omega_1,\omega_2,\cdots,\omega_M</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.625em;vertical-align:-0.19444em;"></span><span class="mord"><span class="mord mathnormal" style="margin-right:0.03588em;">ω</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.30110799999999993em;"><span style="top:-2.5500000000000003em;margin-left:-0.03588em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">1</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mord"><span class="mord mathnormal" style="margin-right:0.03588em;">ω</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.30110799999999993em;"><span style="top:-2.5500000000000003em;margin-left:-0.03588em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">2</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="minner">⋯</span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mord"><span class="mord mathnormal" style="margin-right:0.03588em;">ω</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.32833099999999993em;"><span style="top:-2.5500000000000003em;margin-left:-0.03588em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.10903em;">M</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span></span></span></span>，分类方法有：</p>
<h3 class="mume-header" id="ovrone-vs-restomega_ibaromega_i%E4%BA%8C%E5%88%86%E7%B1%BB%E6%B3%95">OvR(One vs. Rest)：<span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><msub><mi>ω</mi><mi>i</mi></msub><mi mathvariant="normal">/</mi><mover accent="true"><msub><mi>ω</mi><mi>i</mi></msub><mo>ˉ</mo></mover></mrow><annotation encoding="application/x-tex">\omega_i/\bar{\omega_i}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mord"><span class="mord mathnormal" style="margin-right:0.03588em;">ω</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.31166399999999994em;"><span style="top:-2.5500000000000003em;margin-left:-0.03588em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight">i</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mord">/</span><span class="mord accent"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.56778em;"><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord mathnormal" style="margin-right:0.03588em;">ω</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.31166399999999994em;"><span style="top:-2.5500000000000003em;margin-left:-0.03588em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight">i</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span></span><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="accent-body" style="left:-0.25em;"><span class="mord">ˉ</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span></span></span>二分类法</h3>
<p>对于OvR，每个分类器<span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><msub><mi>d</mi><mi>i</mi></msub><mo stretchy="false">(</mo><mi mathvariant="bold-italic">x</mi><mo stretchy="false">)</mo></mrow><annotation encoding="application/x-tex">d_i(\boldsymbol{x})</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mord"><span class="mord mathnormal">d</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.31166399999999994em;"><span style="top:-2.5500000000000003em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight">i</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mopen">(</span><span class="mord"><span class="mord"><span class="mord boldsymbol">x</span></span></span><span class="mclose">)</span></span></span></span>只区分一个样本属于<span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><msub><mi>ω</mi><mi>i</mi></msub></mrow><annotation encoding="application/x-tex">\omega_i</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.58056em;vertical-align:-0.15em;"></span><span class="mord"><span class="mord mathnormal" style="margin-right:0.03588em;">ω</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.31166399999999994em;"><span style="top:-2.5500000000000003em;margin-left:-0.03588em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight">i</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span></span></span></span>类或不属于<span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><msub><mi>ω</mi><mi>i</mi></msub></mrow><annotation encoding="application/x-tex">\omega_i</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.58056em;vertical-align:-0.15em;"></span><span class="mord"><span class="mord mathnormal" style="margin-right:0.03588em;">ω</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.31166399999999994em;"><span style="top:-2.5500000000000003em;margin-left:-0.03588em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight">i</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span></span></span></span>类（即<span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mover accent="true"><msub><mi>ω</mi><mi>i</mi></msub><mo>ˉ</mo></mover></mrow><annotation encoding="application/x-tex">\bar{\omega_i}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.71778em;vertical-align:-0.15em;"></span><span class="mord accent"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.56778em;"><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord mathnormal" style="margin-right:0.03588em;">ω</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.31166399999999994em;"><span style="top:-2.5500000000000003em;margin-left:-0.03588em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight">i</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span></span><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="accent-body" style="left:-0.25em;"><span class="mord">ˉ</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span></span></span>），因此总共需要<span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi>M</mi></mrow><annotation encoding="application/x-tex">M</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.68333em;vertical-align:0em;"></span><span class="mord mathnormal" style="margin-right:0.10903em;">M</span></span></span></span>个分类器。对于每个类<span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><msub><mi>ω</mi><mi>i</mi></msub></mrow><annotation encoding="application/x-tex">\omega_i</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.58056em;vertical-align:-0.15em;"></span><span class="mord"><span class="mord mathnormal" style="margin-right:0.03588em;">ω</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.31166399999999994em;"><span style="top:-2.5500000000000003em;margin-left:-0.03588em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight">i</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span></span></span></span>有一个对应的分类器（这里的分类器形式是相对于线性判别函数来说的）：</p>
<p><span class="katex-display"><span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML" display="block"><semantics><mrow><mstyle scriptlevel="0" displaystyle="true"><mrow><msub><mi>d</mi><mi>i</mi></msub><mo stretchy="false">(</mo><mi mathvariant="bold-italic">x</mi><mo stretchy="false">)</mo><mo>=</mo><msup><mi mathvariant="bold-italic">w</mi><mi>T</mi></msup><mi mathvariant="bold-italic">x</mi><mrow><mo fence="true">{</mo><mtable rowspacing="0.2500em" columnalign="right left" columnspacing="0em"><mtr><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow></mrow></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow><mrow></mrow><mo>></mo><mn>0</mn><mo separator="true">,</mo><mtext> </mtext><mi mathvariant="bold-italic">x</mi><mo>∈</mo><msub><mi>ω</mi><mi>i</mi></msub></mrow></mstyle></mtd></mtr><mtr><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow></mrow></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow><mrow></mrow><mo>≤</mo><mn>0</mn><mo separator="true">,</mo><mtext> </mtext><mi mathvariant="bold-italic">x</mi><mo>∈</mo><mover accent="true"><msub><mi>ω</mi><mi>i</mi></msub><mo>ˉ</mo></mover></mrow></mstyle></mtd></mtr></mtable></mrow><mo separator="true">,</mo><mtext> </mtext><mi>i</mi><mo>∈</mo><mo stretchy="false">{</mo><mn>1</mn><mo separator="true">,</mo><mn>2</mn><mo separator="true">,</mo><mo>⋯</mo><mtext> </mtext><mo separator="true">,</mo><mi>M</mi><mo stretchy="false">}</mo></mrow></mstyle></mrow><annotation encoding="application/x-tex">\displaystyle{
d_i(\boldsymbol{x}) = \boldsymbol{w}^T \boldsymbol{x}
\left\{\begin{aligned}
&> 0, \, \boldsymbol{x} \in \omega_i\\
&\leq 0,\, \boldsymbol{x} \in \bar{\omega_i}
\end{aligned}\right. ,\, i\in \{1,2,\cdots,M\}
}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:3.00003em;vertical-align:-1.25003em;"></span><span class="mord"><span class="mord"><span class="mord mathnormal">d</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.31166399999999994em;"><span style="top:-2.5500000000000003em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight">i</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mopen">(</span><span class="mord"><span class="mord"><span class="mord boldsymbol">x</span></span></span><span class="mclose">)</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.02778em;">w</span></span></span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8913309999999999em;"><span style="top:-3.113em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.13889em;">T</span></span></span></span></span></span></span></span><span class="mord"><span class="mord"><span class="mord boldsymbol">x</span></span></span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="minner"><span class="mopen delimcenter" style="top:0em;"><span class="delimsizing size4">{</span></span><span class="mord"><span class="mtable"><span class="col-align-r"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.7500000000000002em;"><span style="top:-3.75em;"><span class="pstrut" style="height:2.84em;"></span><span class="mord"></span></span><span style="top:-2.25em;"><span class="pstrut" style="height:2.84em;"></span><span class="mord"></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:1.2500000000000002em;"><span></span></span></span></span></span><span class="col-align-l"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.7500000000000002em;"><span style="top:-3.91em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord"></span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">></span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mord">0</span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mord"><span class="mord"><span class="mord boldsymbol">x</span></span></span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">∈</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mord"><span class="mord mathnormal" style="margin-right:0.03588em;">ω</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.31166399999999994em;"><span style="top:-2.5500000000000003em;margin-left:-0.03588em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight">i</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span></span></span><span style="top:-2.41em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord"></span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">≤</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mord">0</span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mord"><span class="mord"><span class="mord boldsymbol">x</span></span></span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">∈</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mord accent"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.56778em;"><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord mathnormal" style="margin-right:0.03588em;">ω</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.31166399999999994em;"><span style="top:-2.5500000000000003em;margin-left:-0.03588em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight">i</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span></span><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="accent-body" style="left:-0.25em;"><span class="mord">ˉ</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:1.2500000000000002em;"><span></span></span></span></span></span></span></span><span class="mclose nulldelimiter"></span></span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mord mathnormal">i</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">∈</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mopen">{</span><span class="mord">1</span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mord">2</span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="minner">⋯</span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mord mathnormal" style="margin-right:0.10903em;">M</span><span class="mclose">}</span></span></span></span></span></span></p>
<p>如果对于一个样本<span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi mathvariant="bold-italic">x</mi></mrow><annotation encoding="application/x-tex">\boldsymbol{x}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.44444em;vertical-align:0em;"></span><span class="mord"><span class="mord"><span class="mord boldsymbol">x</span></span></span></span></span></span>，有且仅有一个<span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><msub><mi>d</mi><mi>k</mi></msub><mo stretchy="false">(</mo><mi mathvariant="bold-italic">x</mi><mo stretchy="false">)</mo><mo>></mo><mn>0</mn></mrow><annotation encoding="application/x-tex">d_k(\boldsymbol{x})>0</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mord"><span class="mord mathnormal">d</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.33610799999999996em;"><span style="top:-2.5500000000000003em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mopen">(</span><span class="mord"><span class="mord"><span class="mord boldsymbol">x</span></span></span><span class="mclose">)</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">></span><span class="mspace" style="margin-right:0.2777777777777778em;"></span></span><span class="base"><span class="strut" style="height:0.64444em;vertical-align:0em;"></span><span class="mord">0</span></span></span></span>，其他<span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi>d</mi><mo stretchy="false">(</mo><mi mathvariant="bold-italic">x</mi><mo stretchy="false">)</mo><mo><</mo><mn>0</mn></mrow><annotation encoding="application/x-tex">d(\boldsymbol{x})<0</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mord mathnormal">d</span><span class="mopen">(</span><span class="mord"><span class="mord"><span class="mord boldsymbol">x</span></span></span><span class="mclose">)</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel"><</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span></span><span class="base"><span class="strut" style="height:0.64444em;vertical-align:0em;"></span><span class="mord">0</span></span></span></span>，那么<span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi mathvariant="bold-italic">x</mi><mo>∈</mo><msub><mi>ω</mi><mi>k</mi></msub></mrow><annotation encoding="application/x-tex">\boldsymbol{x} \in \omega_k</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.5782em;vertical-align:-0.0391em;"></span><span class="mord"><span class="mord"><span class="mord boldsymbol">x</span></span></span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">∈</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span></span><span class="base"><span class="strut" style="height:0.58056em;vertical-align:-0.15em;"></span><span class="mord"><span class="mord mathnormal" style="margin-right:0.03588em;">ω</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.33610799999999996em;"><span style="top:-2.5500000000000003em;margin-left:-0.03588em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span></span></span></span>。</p>
<p>如果有超过一个<span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi>d</mi><mo stretchy="false">(</mo><mi mathvariant="bold-italic">x</mi><mo stretchy="false">)</mo><mo>></mo><mn>0</mn></mrow><annotation encoding="application/x-tex">d(\boldsymbol{x})>0</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mord mathnormal">d</span><span class="mopen">(</span><span class="mord"><span class="mord"><span class="mord boldsymbol">x</span></span></span><span class="mclose">)</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">></span><span class="mspace" style="margin-right:0.2777777777777778em;"></span></span><span class="base"><span class="strut" style="height:0.64444em;vertical-align:0em;"></span><span class="mord">0</span></span></span></span>，或者全部<span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi>d</mi><mo stretchy="false">(</mo><mi mathvariant="bold-italic">x</mi><mo stretchy="false">)</mo><mo><</mo><mn>0</mn></mrow><annotation encoding="application/x-tex">d(\boldsymbol{x})<0</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mord mathnormal">d</span><span class="mopen">(</span><span class="mord"><span class="mord"><span class="mord boldsymbol">x</span></span></span><span class="mclose">)</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel"><</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span></span><span class="base"><span class="strut" style="height:0.64444em;vertical-align:0em;"></span><span class="mord">0</span></span></span></span>，则分类失效，为<strong>不确定区（indefinite region, IR）</strong>。</p>
<h3 class="mume-header" id="ovoone-vs-oneomega_iomega_j%E4%BA%8C%E5%88%86%E7%B1%BB%E6%B3%95">OvO(One vs. One)：<span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><msub><mi>ω</mi><mi>i</mi></msub><mi mathvariant="normal">/</mi><msub><mi>ω</mi><mi>j</mi></msub></mrow><annotation encoding="application/x-tex">\omega_i/\omega_j</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1.036108em;vertical-align:-0.286108em;"></span><span class="mord"><span class="mord mathnormal" style="margin-right:0.03588em;">ω</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.31166399999999994em;"><span style="top:-2.5500000000000003em;margin-left:-0.03588em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight">i</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mord">/</span><span class="mord"><span class="mord mathnormal" style="margin-right:0.03588em;">ω</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.311664em;"><span style="top:-2.5500000000000003em;margin-left:-0.03588em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.05724em;">j</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.286108em;"><span></span></span></span></span></span></span></span></span></span>二分类法</h3>
<p>对于OvO，每个分类器<span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><msub><mi>d</mi><mrow><mi>i</mi><mi>j</mi></mrow></msub><mo stretchy="false">(</mo><mi mathvariant="bold-italic">x</mi><mo stretchy="false">)</mo></mrow><annotation encoding="application/x-tex">d_{ij}(\boldsymbol{x})</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1.036108em;vertical-align:-0.286108em;"></span><span class="mord"><span class="mord mathnormal">d</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.311664em;"><span style="top:-2.5500000000000003em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.05724em;">ij</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.286108em;"><span></span></span></span></span></span></span><span class="mopen">(</span><span class="mord"><span class="mord"><span class="mord boldsymbol">x</span></span></span><span class="mclose">)</span></span></span></span>区分一个样本属于<span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><msub><mi>ω</mi><mi>i</mi></msub></mrow><annotation encoding="application/x-tex">\omega_i</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.58056em;vertical-align:-0.15em;"></span><span class="mord"><span class="mord mathnormal" style="margin-right:0.03588em;">ω</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.31166399999999994em;"><span style="top:-2.5500000000000003em;margin-left:-0.03588em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight">i</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span></span></span></span>或者<span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><msub><mi>ω</mi><mi>j</mi></msub></mrow><annotation encoding="application/x-tex">\omega_j</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.716668em;vertical-align:-0.286108em;"></span><span class="mord"><span class="mord mathnormal" style="margin-right:0.03588em;">ω</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.311664em;"><span style="top:-2.5500000000000003em;margin-left:-0.03588em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.05724em;">j</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.286108em;"><span></span></span></span></span></span></span></span></span></span>，不区分其他类。通过计算可以求得OvO需要<span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mstyle scriptlevel="0" displaystyle="true"><mrow><msubsup><mi>C</mi><mi>M</mi><mn>2</mn></msubsup><mo>=</mo><mfrac><mrow><mi>M</mi><mo stretchy="false">(</mo><mi>M</mi><mo>−</mo><mn>1</mn><mo stretchy="false">)</mo></mrow><mn>2</mn></mfrac></mrow></mstyle></mrow><annotation encoding="application/x-tex">\displaystyle{C_M^2=\frac{M(M-1)}{2}}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:2.113em;vertical-align:-0.686em;"></span><span class="mord"><span class="mord"><span class="mord mathnormal" style="margin-right:0.07153em;">C</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.8641079999999999em;"><span style="top:-2.4530000000000003em;margin-left:-0.07153em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.10903em;">M</span></span></span><span style="top:-3.113em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">2</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.247em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mord"><span class="mopen nulldelimiter"></span><span class="mfrac"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.427em;"><span style="top:-2.314em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord">2</span></span></span><span style="top:-3.23em;"><span class="pstrut" style="height:3em;"></span><span class="frac-line" style="border-bottom-width:0.04em;"></span></span><span style="top:-3.677em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord mathnormal" style="margin-right:0.10903em;">M</span><span class="mopen">(</span><span class="mord mathnormal" style="margin-right:0.10903em;">M</span><span class="mspace" style="margin-right:0.2222222222222222em;"></span><span class="mbin">−</span><span class="mspace" style="margin-right:0.2222222222222222em;"></span><span class="mord">1</span><span class="mclose">)</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.686em;"><span></span></span></span></span></span><span class="mclose nulldelimiter"></span></span></span></span></span></span>个分类器。对于<span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><msub><mi>ω</mi><mi>i</mi></msub></mrow><annotation encoding="application/x-tex">\omega_i</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.58056em;vertical-align:-0.15em;"></span><span class="mord"><span class="mord mathnormal" style="margin-right:0.03588em;">ω</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.31166399999999994em;"><span style="top:-2.5500000000000003em;margin-left:-0.03588em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight">i</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span></span></span></span>和<span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><msub><mi>ω</mi><mi>j</mi></msub></mrow><annotation encoding="application/x-tex">\omega_j</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.716668em;vertical-align:-0.286108em;"></span><span class="mord"><span class="mord mathnormal" style="margin-right:0.03588em;">ω</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.311664em;"><span style="top:-2.5500000000000003em;margin-left:-0.03588em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.05724em;">j</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.286108em;"><span></span></span></span></span></span></span></span></span></span>有：</p>
<p><span class="katex-display"><span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML" display="block"><semantics><mrow><mstyle scriptlevel="0" displaystyle="true"><mrow><msub><mi>d</mi><mrow><mi>i</mi><mi>j</mi></mrow></msub><mo stretchy="false">(</mo><mi mathvariant="bold-italic">x</mi><mo stretchy="false">)</mo><mo>=</mo><msup><mi mathvariant="bold-italic">w</mi><mi>T</mi></msup><mi mathvariant="bold-italic">x</mi><mrow><mo fence="true">{</mo><mtable rowspacing="0.2500em" columnalign="right left" columnspacing="0em"><mtr><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow></mrow></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow><mrow></mrow><mo>></mo><mn>0</mn><mo separator="true">,</mo><mtext> </mtext><mi mathvariant="bold-italic">x</mi><mo>∈</mo><msub><mi>ω</mi><mi>i</mi></msub></mrow></mstyle></mtd></mtr><mtr><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow></mrow></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow><mrow></mrow><mo>≤</mo><mn>0</mn><mo separator="true">,</mo><mtext> </mtext><mi mathvariant="bold-italic">x</mi><mo>∈</mo><msub><mi>ω</mi><mi>j</mi></msub></mrow></mstyle></mtd></mtr></mtable></mrow><mo separator="true">,</mo><mi>i</mi><mo separator="true">,</mo><mi>j</mi><mo>∈</mo><mo stretchy="false">{</mo><mn>1</mn><mo separator="true">,</mo><mn>2</mn><mo separator="true">,</mo><mo>⋯</mo><mtext> </mtext><mo separator="true">,</mo><mi>M</mi><mo stretchy="false">}</mo><mo separator="true">,</mo><mi>j</mi><mo>≠</mo><mi>i</mi></mrow></mstyle></mrow><annotation encoding="application/x-tex">\displaystyle{
d_{ij}(\boldsymbol{x}) = \boldsymbol{w}^T \boldsymbol{x}
\left\{\begin{aligned}
&> 0, \, \boldsymbol{x} \in \omega_i\\
&\leq 0,\, \boldsymbol{x} \in \omega_j
\end{aligned}\right. , i,j \in \{1,2,\cdots,M\} ,j \not= i
}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:3.00003em;vertical-align:-1.25003em;"></span><span class="mord"><span class="mord"><span class="mord mathnormal">d</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.311664em;"><span style="top:-2.5500000000000003em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.05724em;">ij</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.286108em;"><span></span></span></span></span></span></span><span class="mopen">(</span><span class="mord"><span class="mord"><span class="mord boldsymbol">x</span></span></span><span class="mclose">)</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.02778em;">w</span></span></span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8913309999999999em;"><span style="top:-3.113em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.13889em;">T</span></span></span></span></span></span></span></span><span class="mord"><span class="mord"><span class="mord boldsymbol">x</span></span></span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="minner"><span class="mopen delimcenter" style="top:0em;"><span class="delimsizing size4">{</span></span><span class="mord"><span class="mtable"><span class="col-align-r"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.7500000000000002em;"><span style="top:-3.75em;"><span class="pstrut" style="height:2.84em;"></span><span class="mord"></span></span><span style="top:-2.25em;"><span class="pstrut" style="height:2.84em;"></span><span class="mord"></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:1.2500000000000002em;"><span></span></span></span></span></span><span class="col-align-l"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.7500000000000002em;"><span style="top:-3.91em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord"></span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">></span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mord">0</span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mord"><span class="mord"><span class="mord boldsymbol">x</span></span></span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">∈</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mord"><span class="mord mathnormal" style="margin-right:0.03588em;">ω</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.31166399999999994em;"><span style="top:-2.5500000000000003em;margin-left:-0.03588em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight">i</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span></span></span><span style="top:-2.41em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord"></span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">≤</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mord">0</span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mord"><span class="mord"><span class="mord boldsymbol">x</span></span></span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">∈</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mord"><span class="mord mathnormal" style="margin-right:0.03588em;">ω</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.311664em;"><span style="top:-2.5500000000000003em;margin-left:-0.03588em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.05724em;">j</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.286108em;"><span></span></span></span></span></span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:1.2500000000000002em;"><span></span></span></span></span></span></span></span><span class="mclose nulldelimiter"></span></span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mord mathnormal">i</span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mord mathnormal" style="margin-right:0.05724em;">j</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">∈</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mopen">{</span><span class="mord">1</span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mord">2</span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="minner">⋯</span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mord mathnormal" style="margin-right:0.10903em;">M</span><span class="mclose">}</span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mord mathnormal" style="margin-right:0.05724em;">j</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel"><span class="mord vbox"><span class="thinbox"><span class="rlap"><span class="strut" style="height:0.8888799999999999em;vertical-align:-0.19444em;"></span><span class="inner"><span class="mord"><span class="mrel"></span></span></span><span class="fix"></span></span></span></span></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mord mathnormal">i</span></span></span></span></span></span></p>
<p>如果对于一个样本<span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi mathvariant="bold-italic">x</mi></mrow><annotation encoding="application/x-tex">\boldsymbol{x}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.44444em;vertical-align:0em;"></span><span class="mord"><span class="mord"><span class="mord boldsymbol">x</span></span></span></span></span></span>，与<span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi>k</mi></mrow><annotation encoding="application/x-tex">k</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.69444em;vertical-align:0em;"></span><span class="mord mathnormal" style="margin-right:0.03148em;">k</span></span></span></span>有关的<span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi>M</mi><mo>−</mo><mn>1</mn></mrow><annotation encoding="application/x-tex">M-1</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.76666em;vertical-align:-0.08333em;"></span><span class="mord mathnormal" style="margin-right:0.10903em;">M</span><span class="mspace" style="margin-right:0.2222222222222222em;"></span><span class="mbin">−</span><span class="mspace" style="margin-right:0.2222222222222222em;"></span></span><span class="base"><span class="strut" style="height:0.64444em;vertical-align:0em;"></span><span class="mord">1</span></span></span></span>个判决函数全为正，则<span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi mathvariant="bold-italic">x</mi><mo>∈</mo><msub><mi>ω</mi><mi>k</mi></msub></mrow><annotation encoding="application/x-tex">\boldsymbol{x} \in \omega_k</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.5782em;vertical-align:-0.0391em;"></span><span class="mord"><span class="mord"><span class="mord boldsymbol">x</span></span></span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">∈</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span></span><span class="base"><span class="strut" style="height:0.58056em;vertical-align:-0.15em;"></span><span class="mord"><span class="mord mathnormal" style="margin-right:0.03588em;">ω</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.33610799999999996em;"><span style="top:-2.5500000000000003em;margin-left:-0.03588em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span></span></span></span>。若有一个为负，则为<strong>不确定区（indefinite region, IR）</strong>。</p>
<h4 class="mume-header" id="ovo%E7%9A%84%E4%B8%80%E7%A7%8D%E7%89%B9%E4%BE%8B%E7%9A%84%E7%AD%89%E4%BB%B7%E8%A1%A8%E8%BE%BE">OvO的一种特例的等价表达</h4>
<p>如果OvO中的每一个分类器<span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><msub><mi>d</mi><mrow><mi>i</mi><mi>j</mi></mrow></msub><mo stretchy="false">(</mo><mi mathvariant="bold-italic">x</mi><mo stretchy="false">)</mo></mrow><annotation encoding="application/x-tex">d_{ij}(\boldsymbol{x})</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1.036108em;vertical-align:-0.286108em;"></span><span class="mord"><span class="mord mathnormal">d</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.311664em;"><span style="top:-2.5500000000000003em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.05724em;">ij</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.286108em;"><span></span></span></span></span></span></span><span class="mopen">(</span><span class="mord"><span class="mord"><span class="mord boldsymbol">x</span></span></span><span class="mclose">)</span></span></span></span>可以分解为：</p>
<p><span class="katex-display"><span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML" display="block"><semantics><mrow><msub><mi>d</mi><mrow><mi>i</mi><mi>j</mi></mrow></msub><mo stretchy="false">(</mo><mi mathvariant="bold-italic">x</mi><mo stretchy="false">)</mo><mo>=</mo><msub><mi>d</mi><mi>i</mi></msub><mo stretchy="false">(</mo><mi mathvariant="bold-italic">x</mi><mo stretchy="false">)</mo><mo>−</mo><msub><mi>d</mi><mi>j</mi></msub><mo stretchy="false">(</mo><mi mathvariant="bold-italic">x</mi><mo stretchy="false">)</mo></mrow><annotation encoding="application/x-tex">d_{ij}(\boldsymbol{x}) = d_{i}(\boldsymbol{x}) - d_{j}(\boldsymbol{x})</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1.036108em;vertical-align:-0.286108em;"></span><span class="mord"><span class="mord mathnormal">d</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.311664em;"><span style="top:-2.5500000000000003em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.05724em;">ij</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.286108em;"><span></span></span></span></span></span></span><span class="mopen">(</span><span class="mord"><span class="mord"><span class="mord boldsymbol">x</span></span></span><span class="mclose">)</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span></span><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mord"><span class="mord mathnormal">d</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.31166399999999994em;"><span style="top:-2.5500000000000003em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">i</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mopen">(</span><span class="mord"><span class="mord"><span class="mord boldsymbol">x</span></span></span><span class="mclose">)</span><span class="mspace" style="margin-right:0.2222222222222222em;"></span><span class="mbin">−</span><span class="mspace" style="margin-right:0.2222222222222222em;"></span></span><span class="base"><span class="strut" style="height:1.036108em;vertical-align:-0.286108em;"></span><span class="mord"><span class="mord mathnormal">d</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.311664em;"><span style="top:-2.5500000000000003em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.05724em;">j</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.286108em;"><span></span></span></span></span></span></span><span class="mopen">(</span><span class="mord"><span class="mord"><span class="mord boldsymbol">x</span></span></span><span class="mclose">)</span></span></span></span></span></p>
<p>当<span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><msub><mi>d</mi><mrow><mi>k</mi><mi>l</mi></mrow></msub><mo stretchy="false">(</mo><mi mathvariant="bold-italic">x</mi><mo stretchy="false">)</mo><mo>></mo><mn>0</mn></mrow><annotation encoding="application/x-tex">d_{kl}(\boldsymbol{x}) > 0</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mord"><span class="mord mathnormal">d</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.33610799999999996em;"><span style="top:-2.5500000000000003em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span><span class="mord mathnormal mtight" style="margin-right:0.01968em;">l</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mopen">(</span><span class="mord"><span class="mord"><span class="mord boldsymbol">x</span></span></span><span class="mclose">)</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">></span><span class="mspace" style="margin-right:0.2777777777777778em;"></span></span><span class="base"><span class="strut" style="height:0.64444em;vertical-align:0em;"></span><span class="mord">0</span></span></span></span>，有<span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><msub><mi>d</mi><mi>k</mi></msub><mo stretchy="false">(</mo><mi mathvariant="bold-italic">x</mi><mo stretchy="false">)</mo><mo>></mo><msub><mi>d</mi><mi>l</mi></msub><mo stretchy="false">(</mo><mi mathvariant="bold-italic">x</mi><mo stretchy="false">)</mo></mrow><annotation encoding="application/x-tex">d_{k}(\boldsymbol{x}) > d_{l}(\boldsymbol{x})</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mord"><span class="mord mathnormal">d</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.33610799999999996em;"><span style="top:-2.5500000000000003em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mopen">(</span><span class="mord"><span class="mord"><span class="mord boldsymbol">x</span></span></span><span class="mclose">)</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">></span><span class="mspace" style="margin-right:0.2777777777777778em;"></span></span><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mord"><span class="mord mathnormal">d</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.33610799999999996em;"><span style="top:-2.5500000000000003em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.01968em;">l</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mopen">(</span><span class="mord"><span class="mord"><span class="mord boldsymbol">x</span></span></span><span class="mclose">)</span></span></span></span>，所以当</p>
<p><span class="katex-display"><span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML" display="block"><semantics><mrow><msub><mi>d</mi><mi>k</mi></msub><mo stretchy="false">(</mo><mi mathvariant="bold-italic">x</mi><mo stretchy="false">)</mo><mo>></mo><msub><mi>d</mi><mi>l</mi></msub><mo stretchy="false">(</mo><mi mathvariant="bold-italic">x</mi><mo stretchy="false">)</mo><mo separator="true">,</mo><mi>l</mi><mo>≠</mo><mi>k</mi><mo separator="true">,</mo><mi>l</mi><mo>∈</mo><mo stretchy="false">{</mo><mn>1</mn><mo separator="true">,</mo><mn>2</mn><mo separator="true">,</mo><mo>⋯</mo><mtext> </mtext><mo separator="true">,</mo><mi>M</mi><mo stretchy="false">}</mo></mrow><annotation encoding="application/x-tex">d_{k}(\boldsymbol{x}) > d_{l}(\boldsymbol{x}),l \not= k,l \in \{ 1,2,\cdots,M \}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mord"><span class="mord mathnormal">d</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.33610799999999996em;"><span style="top:-2.5500000000000003em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mopen">(</span><span class="mord"><span class="mord"><span class="mord boldsymbol">x</span></span></span><span class="mclose">)</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">></span><span class="mspace" style="margin-right:0.2777777777777778em;"></span></span><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mord"><span class="mord mathnormal">d</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.33610799999999996em;"><span style="top:-2.5500000000000003em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.01968em;">l</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mopen">(</span><span class="mord"><span class="mord"><span class="mord boldsymbol">x</span></span></span><span class="mclose">)</span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mord mathnormal" style="margin-right:0.01968em;">l</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel"><span class="mord vbox"><span class="thinbox"><span class="rlap"><span class="strut" style="height:0.8888799999999999em;vertical-align:-0.19444em;"></span><span class="inner"><span class="mord"><span class="mrel"></span></span></span><span class="fix"></span></span></span></span></span></span><span class="base"><span class="strut" style="height:0.36687em;vertical-align:0em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span></span><span class="base"><span class="strut" style="height:0.8888799999999999em;vertical-align:-0.19444em;"></span><span class="mord mathnormal" style="margin-right:0.03148em;">k</span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mord mathnormal" style="margin-right:0.01968em;">l</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">∈</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span></span><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mopen">{</span><span class="mord">1</span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mord">2</span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="minner">⋯</span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mord mathnormal" style="margin-right:0.10903em;">M</span><span class="mclose">}</span></span></span></span></span></p>
<p>或者</p>
<p><span class="katex-display"><span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML" display="block"><semantics><mrow><msub><mi>d</mi><mi>k</mi></msub><mo stretchy="false">(</mo><mi mathvariant="bold-italic">x</mi><mo stretchy="false">)</mo><mo>=</mo><mi>m</mi><mi>a</mi><mi>x</mi><mo stretchy="false">{</mo><msub><mi>d</mi><mi>l</mi></msub><mo stretchy="false">(</mo><mi mathvariant="bold-italic">x</mi><mo stretchy="false">)</mo><mo separator="true">,</mo><mi>l</mi><mo>∈</mo><mo stretchy="false">{</mo><mn>1</mn><mo separator="true">,</mo><mn>2</mn><mo separator="true">,</mo><mo>⋯</mo><mtext> </mtext><mo separator="true">,</mo><mi>M</mi><mo stretchy="false">}</mo><mo stretchy="false">}</mo></mrow><annotation encoding="application/x-tex">d_{k}(\boldsymbol{x})=max\{ d_{l}(\boldsymbol{x}),l\in \{ 1,2,\cdots,M \} \}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mord"><span class="mord mathnormal">d</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.33610799999999996em;"><span style="top:-2.5500000000000003em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mopen">(</span><span class="mord"><span class="mord"><span class="mord boldsymbol">x</span></span></span><span class="mclose">)</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span></span><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mord mathnormal">ma</span><span class="mord mathnormal">x</span><span class="mopen">{</span><span class="mord"><span class="mord mathnormal">d</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.33610799999999996em;"><span style="top:-2.5500000000000003em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.01968em;">l</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mopen">(</span><span class="mord"><span class="mord"><span class="mord boldsymbol">x</span></span></span><span class="mclose">)</span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mord mathnormal" style="margin-right:0.01968em;">l</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">∈</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span></span><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mopen">{</span><span class="mord">1</span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mord">2</span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="minner">⋯</span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mord mathnormal" style="margin-right:0.10903em;">M</span><span class="mclose">}}</span></span></span></span></span></p>
<p>时，<span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi mathvariant="bold-italic">x</mi><mo>∈</mo><msub><mi>ω</mi><mi>k</mi></msub></mrow><annotation encoding="application/x-tex">\boldsymbol{x} \in \omega_k</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.5782em;vertical-align:-0.0391em;"></span><span class="mord"><span class="mord"><span class="mord boldsymbol">x</span></span></span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">∈</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span></span><span class="base"><span class="strut" style="height:0.58056em;vertical-align:-0.15em;"></span><span class="mord"><span class="mord mathnormal" style="margin-right:0.03588em;">ω</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.33610799999999996em;"><span style="top:-2.5500000000000003em;margin-left:-0.03588em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span></span></span></span>。</p>
<hr>
<p>碎碎念：<br>
个人感觉这种方法既不靠谱，也没有应用价值。因为不总存在<span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><msub><mi>d</mi><mi>i</mi></msub><mo stretchy="false">(</mo><mi mathvariant="bold-italic">x</mi><mo stretchy="false">)</mo></mrow><annotation encoding="application/x-tex">d_{i}(\boldsymbol{x})</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mord"><span class="mord mathnormal">d</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.31166399999999994em;"><span style="top:-2.5500000000000003em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">i</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mopen">(</span><span class="mord"><span class="mord"><span class="mord boldsymbol">x</span></span></span><span class="mclose">)</span></span></span></span>使得<span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><msub><mi>d</mi><mrow><mi>i</mi><mi>j</mi></mrow></msub><mo stretchy="false">(</mo><mi mathvariant="bold-italic">x</mi><mo stretchy="false">)</mo></mrow><annotation encoding="application/x-tex">d_{ij}(\boldsymbol{x})</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1.036108em;vertical-align:-0.286108em;"></span><span class="mord"><span class="mord mathnormal">d</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.311664em;"><span style="top:-2.5500000000000003em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.05724em;">ij</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.286108em;"><span></span></span></span></span></span></span><span class="mopen">(</span><span class="mord"><span class="mord"><span class="mord boldsymbol">x</span></span></span><span class="mclose">)</span></span></span></span>可以分解。必须要满足一定的前提条件。而且即使可以分解，也存在一个任取的<span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><msub><mi>d</mi><mi>i</mi></msub><mo stretchy="false">(</mo><mi mathvariant="bold-italic">x</mi><mo stretchy="false">)</mo></mrow><annotation encoding="application/x-tex">d_{i}(\boldsymbol{x})</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mord"><span class="mord mathnormal">d</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.31166399999999994em;"><span style="top:-2.5500000000000003em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">i</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mopen">(</span><span class="mord"><span class="mord"><span class="mord boldsymbol">x</span></span></span><span class="mclose">)</span></span></span></span>。</p>
<p>比如对于三类情况：</p>
<p><span class="katex-display"><span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML" display="block"><semantics><mrow><mstyle scriptlevel="0" displaystyle="true"><mrow><mo fence="true">{</mo><mtable rowspacing="0.2500em" columnalign="right" columnspacing><mtr><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow><msub><mi>d</mi><mn>1</mn></msub><mo>−</mo><msub><mi>d</mi><mn>2</mn></msub><mo>=</mo><msub><mi>d</mi><mn>12</mn></msub></mrow></mstyle></mtd></mtr><mtr><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow><msub><mi>d</mi><mn>2</mn></msub><mo>−</mo><msub><mi>d</mi><mn>3</mn></msub><mo>=</mo><msub><mi>d</mi><mn>23</mn></msub></mrow></mstyle></mtd></mtr><mtr><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow><msub><mi>d</mi><mn>1</mn></msub><mo>−</mo><msub><mi>d</mi><mn>3</mn></msub><mo>=</mo><msub><mi>d</mi><mn>13</mn></msub></mrow></mstyle></mtd></mtr></mtable></mrow></mstyle></mrow><annotation encoding="application/x-tex">\displaystyle{\left\{ \begin{aligned}
d_1 - d_2 = d_{12} \\
d_2 - d_3 = d_{23} \\
d_1 - d_3 = d_{13}
\end{aligned}\right.}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:4.500000000000002em;vertical-align:-2.000000000000001em;"></span><span class="mord"><span class="minner"><span class="mopen"><span class="delimsizing mult"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:2.3500199999999998em;"><span style="top:-2.19999em;"><span class="pstrut" style="height:3.15em;"></span><span class="delimsizinginner delim-size4"><span>⎩</span></span></span><span style="top:-2.19199em;"><span class="pstrut" style="height:3.15em;"></span><span style="height:0.31599999999999984em;width:0.889em;"><svg width="0.889em" height="0.31599999999999984em" style="width:0.889em" viewBox="0 0 889 316" preserveAspectRatio="xMinYMin"><path d="M384 0 H504 V316 H384z M384 0 H504 V316 H384z"/></svg></span></span><span style="top:-3.15001em;"><span class="pstrut" style="height:3.15em;"></span><span class="delimsizinginner delim-size4"><span>⎨</span></span></span><span style="top:-4.292009999999999em;"><span class="pstrut" style="height:3.15em;"></span><span style="height:0.31599999999999984em;width:0.889em;"><svg width="0.889em" height="0.31599999999999984em" style="width:0.889em" viewBox="0 0 889 316" preserveAspectRatio="xMinYMin"><path d="M384 0 H504 V316 H384z M384 0 H504 V316 H384z"/></svg></span></span><span style="top:-4.600019999999999em;"><span class="pstrut" style="height:3.15em;"></span><span class="delimsizinginner delim-size4"><span>⎧</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:1.8500199999999998em;"><span></span></span></span></span></span></span><span class="mord"><span class="mtable"><span class="col-align-r"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:2.5000000000000004em;"><span style="top:-4.66em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord"><span class="mord mathnormal">d</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.30110799999999993em;"><span style="top:-2.5500000000000003em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">1</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2222222222222222em;"></span><span class="mbin">−</span><span class="mspace" style="margin-right:0.2222222222222222em;"></span><span class="mord"><span class="mord mathnormal">d</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.30110799999999993em;"><span style="top:-2.5500000000000003em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">2</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mord"><span class="mord mathnormal">d</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.30110799999999993em;"><span style="top:-2.5500000000000003em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight">12</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span></span></span><span style="top:-3.16em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord"><span class="mord mathnormal">d</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.30110799999999993em;"><span style="top:-2.5500000000000003em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">2</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2222222222222222em;"></span><span class="mbin">−</span><span class="mspace" style="margin-right:0.2222222222222222em;"></span><span class="mord"><span class="mord mathnormal">d</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.30110799999999993em;"><span style="top:-2.5500000000000003em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">3</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mord"><span class="mord mathnormal">d</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.30110799999999993em;"><span style="top:-2.5500000000000003em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight">23</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span></span></span><span style="top:-1.6599999999999993em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord"><span class="mord mathnormal">d</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.30110799999999993em;"><span style="top:-2.5500000000000003em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">1</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2222222222222222em;"></span><span class="mbin">−</span><span class="mspace" style="margin-right:0.2222222222222222em;"></span><span class="mord"><span class="mord mathnormal">d</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.30110799999999993em;"><span style="top:-2.5500000000000003em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">3</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mord"><span class="mord mathnormal">d</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.30110799999999993em;"><span style="top:-2.5500000000000003em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight">13</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:2.000000000000001em;"><span></span></span></span></span></span></span></span><span class="mclose nulldelimiter"></span></span></span></span></span></span></span></p>
<p>简单变形可以得到：</p>
<p><span class="katex-display"><span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML" display="block"><semantics><mrow><msub><mi>d</mi><mn>12</mn></msub><mo>+</mo><msub><mi>d</mi><mn>23</mn></msub><mo>=</mo><msub><mi>d</mi><mn>13</mn></msub></mrow><annotation encoding="application/x-tex">d_{12} + d_{23} = d_{13}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.84444em;vertical-align:-0.15em;"></span><span class="mord"><span class="mord mathnormal">d</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.30110799999999993em;"><span style="top:-2.5500000000000003em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight">12</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2222222222222222em;"></span><span class="mbin">+</span><span class="mspace" style="margin-right:0.2222222222222222em;"></span></span><span class="base"><span class="strut" style="height:0.84444em;vertical-align:-0.15em;"></span><span class="mord"><span class="mord mathnormal">d</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.30110799999999993em;"><span style="top:-2.5500000000000003em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight">23</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span></span><span class="base"><span class="strut" style="height:0.84444em;vertical-align:-0.15em;"></span><span class="mord"><span class="mord mathnormal">d</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.30110799999999993em;"><span style="top:-2.5500000000000003em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight">13</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span></span></span></span></span></p>
<p>意味着这是可以进行<span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><msub><mi>d</mi><mrow><mi>i</mi><mi>j</mi></mrow></msub><mo stretchy="false">(</mo><mi mathvariant="bold-italic">x</mi><mo stretchy="false">)</mo><mo>=</mo><msub><mi>d</mi><mi>i</mi></msub><mo stretchy="false">(</mo><mi mathvariant="bold-italic">x</mi><mo stretchy="false">)</mo><mo>−</mo><msub><mi>d</mi><mi>j</mi></msub><mo stretchy="false">(</mo><mi mathvariant="bold-italic">x</mi><mo stretchy="false">)</mo></mrow><annotation encoding="application/x-tex">d_{ij}(\boldsymbol{x}) = d_{i}(\boldsymbol{x}) - d_{j}(\boldsymbol{x})</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1.036108em;vertical-align:-0.286108em;"></span><span class="mord"><span class="mord mathnormal">d</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.311664em;"><span style="top:-2.5500000000000003em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.05724em;">ij</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.286108em;"><span></span></span></span></span></span></span><span class="mopen">(</span><span class="mord"><span class="mord"><span class="mord boldsymbol">x</span></span></span><span class="mclose">)</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span></span><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mord"><span class="mord mathnormal">d</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.31166399999999994em;"><span style="top:-2.5500000000000003em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">i</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mopen">(</span><span class="mord"><span class="mord"><span class="mord boldsymbol">x</span></span></span><span class="mclose">)</span><span class="mspace" style="margin-right:0.2222222222222222em;"></span><span class="mbin">−</span><span class="mspace" style="margin-right:0.2222222222222222em;"></span></span><span class="base"><span class="strut" style="height:1.036108em;vertical-align:-0.286108em;"></span><span class="mord"><span class="mord mathnormal">d</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.311664em;"><span style="top:-2.5500000000000003em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.05724em;">j</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.286108em;"><span></span></span></span></span></span></span><span class="mopen">(</span><span class="mord"><span class="mord"><span class="mord boldsymbol">x</span></span></span><span class="mclose">)</span></span></span></span>分解的<strong>必要条件</strong>。</p>
<p>另一方面，由于矩阵</p>
<p><span class="katex-display"><span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML" display="block"><semantics><mrow><mo fence="true">[</mo><mtable rowspacing="0.1600em" columnalign="center center center" columnspacing="1em"><mtr><mtd><mstyle scriptlevel="0" displaystyle="false"><mn>1</mn></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="false"><mrow><mo>−</mo><mn>1</mn></mrow></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="false"><mn>0</mn></mstyle></mtd></mtr><mtr><mtd><mstyle scriptlevel="0" displaystyle="false"><mn>0</mn></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="false"><mn>1</mn></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="false"><mrow><mo>−</mo><mn>1</mn></mrow></mstyle></mtd></mtr><mtr><mtd><mstyle scriptlevel="0" displaystyle="false"><mn>1</mn></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="false"><mn>0</mn></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="false"><mrow><mo>−</mo><mn>1</mn></mrow></mstyle></mtd></mtr></mtable><mo fence="true">]</mo></mrow><annotation encoding="application/x-tex">\left[ \begin{matrix}
1 & -1 & 0 \\
0 & 1 & -1 \\
1 & 0 & -1
\end{matrix}\right]</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:3.60004em;vertical-align:-1.55002em;"></span><span class="minner"><span class="mopen"><span class="delimsizing mult"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:2.05002em;"><span style="top:-2.2500000000000004em;"><span class="pstrut" style="height:3.1550000000000002em;"></span><span class="delimsizinginner delim-size4"><span>⎣</span></span></span><span style="top:-3.3970000000000002em;"><span class="pstrut" style="height:3.1550000000000002em;"></span><span style="height:0.016em;width:0.667em;"><svg width="0.667em" height="0.016em" style="width:0.667em" viewBox="0 0 667 16" preserveAspectRatio="xMinYMin"><path d="M319 0 H403 V16 H319z M319 0 H403 V16 H319z"/></svg></span></span><span style="top:-4.05002em;"><span class="pstrut" style="height:3.1550000000000002em;"></span><span class="delimsizinginner delim-size4"><span>⎡</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:1.55002em;"><span></span></span></span></span></span></span><span class="mord"><span class="mtable"><span class="col-align-c"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:2.05em;"><span style="top:-4.21em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord">1</span></span></span><span style="top:-3.0099999999999993em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord">0</span></span></span><span style="top:-1.8099999999999994em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord">1</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:1.5500000000000007em;"><span></span></span></span></span></span><span class="arraycolsep" style="width:0.5em;"></span><span class="arraycolsep" style="width:0.5em;"></span><span class="col-align-c"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:2.05em;"><span style="top:-4.21em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord">−</span><span class="mord">1</span></span></span><span style="top:-3.0099999999999993em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord">1</span></span></span><span style="top:-1.8099999999999994em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord">0</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:1.5500000000000007em;"><span></span></span></span></span></span><span class="arraycolsep" style="width:0.5em;"></span><span class="arraycolsep" style="width:0.5em;"></span><span class="col-align-c"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:2.05em;"><span style="top:-4.21em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord">0</span></span></span><span style="top:-3.0099999999999993em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord">−</span><span class="mord">1</span></span></span><span style="top:-1.8099999999999994em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord">−</span><span class="mord">1</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:1.5500000000000007em;"><span></span></span></span></span></span></span></span><span class="mclose"><span class="delimsizing mult"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:2.05002em;"><span style="top:-2.2500000000000004em;"><span class="pstrut" style="height:3.1550000000000002em;"></span><span class="delimsizinginner delim-size4"><span>⎦</span></span></span><span style="top:-3.3970000000000002em;"><span class="pstrut" style="height:3.1550000000000002em;"></span><span style="height:0.016em;width:0.667em;"><svg width="0.667em" height="0.016em" style="width:0.667em" viewBox="0 0 667 16" preserveAspectRatio="xMinYMin"><path d="M263 0 H347 V16 H263z M263 0 H347 V16 H263z"/></svg></span></span><span style="top:-4.05002em;"><span class="pstrut" style="height:3.1550000000000002em;"></span><span class="delimsizinginner delim-size4"><span>⎤</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:1.55002em;"><span></span></span></span></span></span></span></span></span></span></span></span></p>
<p>不是满秩的，因此方程的解存在一个自由变量。</p>
<h3 class="mume-header" id="mvm">MvM()</h3>
<p>ECOC</p>
<h2 class="mume-header" id="%E8%B4%9D%E5%8F%B6%E6%96%AF%E5%88%86%E7%B1%BB%E5%99%A8">贝叶斯分类器</h2>
<h3 class="mume-header" id="%E5%8F%82%E6%95%B0%E4%BC%B0%E8%AE%A1">参数估计</h3>
<h4 class="mume-header" id="%E6%9E%81%E5%A4%A7%E4%BC%BC%E7%84%B6%E4%BC%B0%E8%AE%A1">极大似然估计</h4>
<p>已知有样本<span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi>χ</mi><mo>=</mo><mo stretchy="false">{</mo><msub><mi>x</mi><mn>1</mn></msub><mo separator="true">,</mo><msub><mi>x</mi><mn>2</mn></msub><mo separator="true">,</mo><mo>⋯</mo><mtext> </mtext><mo separator="true">,</mo><msub><mi>x</mi><mi>N</mi></msub><mo stretchy="false">}</mo></mrow><annotation encoding="application/x-tex">\chi = \{x_1,x_2,\cdots,x_N\}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.625em;vertical-align:-0.19444em;"></span><span class="mord mathnormal">χ</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span></span><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mopen">{</span><span class="mord"><span class="mord mathnormal">x</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.30110799999999993em;"><span style="top:-2.5500000000000003em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">1</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mord"><span class="mord mathnormal">x</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.30110799999999993em;"><span style="top:-2.5500000000000003em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">2</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="minner">⋯</span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mord"><span class="mord mathnormal">x</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.32833099999999993em;"><span style="top:-2.5500000000000003em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.10903em;">N</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mclose">}</span></span></span></span>，参数为<span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi>θ</mi></mrow><annotation encoding="application/x-tex">\theta</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.69444em;vertical-align:0em;"></span><span class="mord mathnormal" style="margin-right:0.02778em;">θ</span></span></span></span>，则产生这些样本的概率（似然函数）为：</p>
<p><span class="katex-display"><span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML" display="block"><semantics><mtable rowspacing="0.2500em" columnalign="right left" columnspacing="0em"><mtr><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow><mi>p</mi><mo stretchy="false">(</mo><mi>χ</mi><mi mathvariant="normal">∣</mi><mi>θ</mi><mo stretchy="false">)</mo></mrow></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow><mrow></mrow><mo>=</mo><mi>p</mi><mo stretchy="false">(</mo><msub><mi>x</mi><mn>1</mn></msub><mo separator="true">,</mo><msub><mi>x</mi><mn>2</mn></msub><mo separator="true">,</mo><mo>⋯</mo><mtext> </mtext><mo separator="true">,</mo><msub><mi>x</mi><mi>N</mi></msub><mi mathvariant="normal">∣</mi><mi>θ</mi><mo stretchy="false">)</mo></mrow></mstyle></mtd></mtr><mtr><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow></mrow></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow><mrow></mrow><mo>=</mo><munderover><mo>∏</mo><mrow><mi>k</mi><mo>=</mo><mn>1</mn></mrow><mi>N</mi></munderover><mi>p</mi><mo stretchy="false">(</mo><msub><mi>x</mi><mi>k</mi></msub><mi mathvariant="normal">∣</mi><mi>θ</mi><mo stretchy="false">)</mo></mrow></mstyle></mtd></mtr></mtable><annotation encoding="application/x-tex">\begin{aligned}
p(\chi|\theta) &= p(x_1,x_2,\cdots,x_N|\theta) \\
&= \prod_{k=1}^{N} p(x_k|\theta)
\end{aligned}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:4.930449em;vertical-align:-2.2152245em;"></span><span class="mord"><span class="mtable"><span class="col-align-r"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:2.7152245em;"><span style="top:-5.7035605em;"><span class="pstrut" style="height:3.828336em;"></span><span class="mord"><span class="mord mathnormal">p</span><span class="mopen">(</span><span class="mord mathnormal">χ</span><span class="mord">∣</span><span class="mord mathnormal" style="margin-right:0.02778em;">θ</span><span class="mclose">)</span></span></span><span style="top:-3.2152245em;"><span class="pstrut" style="height:3.828336em;"></span><span class="mord"></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:2.2152245em;"><span></span></span></span></span></span><span class="col-align-l"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:2.7152245em;"><span style="top:-5.7035605em;"><span class="pstrut" style="height:3.828336em;"></span><span class="mord"><span class="mord"></span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mord mathnormal">p</span><span class="mopen">(</span><span class="mord"><span class="mord mathnormal">x</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.30110799999999993em;"><span style="top:-2.5500000000000003em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">1</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mord"><span class="mord mathnormal">x</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.30110799999999993em;"><span style="top:-2.5500000000000003em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">2</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="minner">⋯</span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mord"><span class="mord mathnormal">x</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.32833099999999993em;"><span style="top:-2.5500000000000003em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.10903em;">N</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mord">∣</span><span class="mord mathnormal" style="margin-right:0.02778em;">θ</span><span class="mclose">)</span></span></span><span style="top:-3.2152245em;"><span class="pstrut" style="height:3.828336em;"></span><span class="mord"><span class="mord"></span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mop op-limits"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.8283360000000002em;"><span style="top:-1.8478869999999998em;margin-left:0em;"><span class="pstrut" style="height:3.05em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span><span class="mrel mtight">=</span><span class="mord mtight">1</span></span></span></span><span style="top:-3.0500049999999996em;"><span class="pstrut" style="height:3.05em;"></span><span><span class="mop op-symbol large-op">∏</span></span></span><span style="top:-4.300005em;margin-left:0em;"><span class="pstrut" style="height:3.05em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.10903em;">N</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:1.302113em;"><span></span></span></span></span></span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mord mathnormal">p</span><span class="mopen">(</span><span class="mord"><span class="mord mathnormal">x</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.33610799999999996em;"><span style="top:-2.5500000000000003em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mord">∣</span><span class="mord mathnormal" style="margin-right:0.02778em;">θ</span><span class="mclose">)</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:2.2152245em;"><span></span></span></span></span></span></span></span></span></span></span></span></p>
<p>为了计算方便，常常取对数，于是有似然函数：</p>
<p><span class="katex-display"><span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML" display="block"><semantics><mrow><mi>L</mi><mo stretchy="false">(</mo><mi>θ</mi><mo stretchy="false">)</mo><mo>=</mo><munderover><mo>∑</mo><mrow><mi>k</mi><mo>=</mo><mn>1</mn></mrow><mi>N</mi></munderover><mi>ln</mi><mo>⁡</mo><mi>p</mi><mo stretchy="false">(</mo><msub><mi>x</mi><mi>k</mi></msub><mi mathvariant="normal">∣</mi><mi>θ</mi><mo stretchy="false">)</mo></mrow><annotation encoding="application/x-tex">L(\theta) = \sum_{k=1}^{N} \ln p(x_k|\theta)</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mord mathnormal">L</span><span class="mopen">(</span><span class="mord mathnormal" style="margin-right:0.02778em;">θ</span><span class="mclose">)</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span></span><span class="base"><span class="strut" style="height:3.1304490000000005em;vertical-align:-1.302113em;"></span><span class="mop op-limits"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.8283360000000002em;"><span style="top:-1.8478869999999998em;margin-left:0em;"><span class="pstrut" style="height:3.05em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span><span class="mrel mtight">=</span><span class="mord mtight">1</span></span></span></span><span style="top:-3.0500049999999996em;"><span class="pstrut" style="height:3.05em;"></span><span><span class="mop op-symbol large-op">∑</span></span></span><span style="top:-4.300005em;margin-left:0em;"><span class="pstrut" style="height:3.05em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.10903em;">N</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:1.302113em;"><span></span></span></span></span></span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mop">ln</span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mord mathnormal">p</span><span class="mopen">(</span><span class="mord"><span class="mord mathnormal">x</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.33610799999999996em;"><span style="top:-2.5500000000000003em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mord">∣</span><span class="mord mathnormal" style="margin-right:0.02778em;">θ</span><span class="mclose">)</span></span></span></span></span></p>
<p>我们知道样本<span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi>χ</mi><mo>=</mo><mo stretchy="false">{</mo><msub><mi>x</mi><mn>1</mn></msub><mo separator="true">,</mo><msub><mi>x</mi><mn>2</mn></msub><mo separator="true">,</mo><mo>⋯</mo><mtext> </mtext><mo separator="true">,</mo><msub><mi>x</mi><mi>N</mi></msub><mo stretchy="false">}</mo></mrow><annotation encoding="application/x-tex">\chi = \{x_1,x_2,\cdots,x_N\}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.625em;vertical-align:-0.19444em;"></span><span class="mord mathnormal">χ</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span></span><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mopen">{</span><span class="mord"><span class="mord mathnormal">x</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.30110799999999993em;"><span style="top:-2.5500000000000003em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">1</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mord"><span class="mord mathnormal">x</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.30110799999999993em;"><span style="top:-2.5500000000000003em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">2</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="minner">⋯</span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mord"><span class="mord mathnormal">x</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.32833099999999993em;"><span style="top:-2.5500000000000003em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.10903em;">N</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mclose">}</span></span></span></span>的发生已经是既然事实，那么我们期望参数<span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mover accent="true"><mi>θ</mi><mo>^</mo></mover></mrow><annotation encoding="application/x-tex">\hat{\theta}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.9578799999999998em;vertical-align:0em;"></span><span class="mord accent"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.9578799999999998em;"><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="mord mathnormal" style="margin-right:0.02778em;">θ</span></span><span style="top:-3.26344em;"><span class="pstrut" style="height:3em;"></span><span class="accent-body" style="left:-0.16666em;"><span class="mord">^</span></span></span></span></span></span></span></span></span></span>应该使其发生概率最大，即极大似然估计的核心为：</p>
<p><span class="katex-display"><span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML" display="block"><semantics><mrow><mover accent="true"><mi>θ</mi><mo>^</mo></mover><mo>=</mo><munder><mrow><mi mathvariant="normal">arg max</mi><mo>⁡</mo></mrow><mi>θ</mi></munder><mi>L</mi><mo stretchy="false">(</mo><mi>θ</mi><mo stretchy="false">)</mo></mrow><annotation encoding="application/x-tex">\hat{\theta} = \argmax_{\theta}L(\theta)</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.9578799999999998em;vertical-align:0em;"></span><span class="mord accent"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.9578799999999998em;"><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="mord mathnormal" style="margin-right:0.02778em;">θ</span></span><span style="top:-3.26344em;"><span class="pstrut" style="height:3em;"></span><span class="accent-body" style="left:-0.16666em;"><span class="mord">^</span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span></span><span class="base"><span class="strut" style="height:1.696548em;vertical-align:-0.946548em;"></span><span class="mop op-limits"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.43055999999999994em;"><span style="top:-2.153452em;margin-left:0em;"><span class="pstrut" style="height:3em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.02778em;">θ</span></span></span></span><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span><span class="mop"><span class="mord mathrm" style="margin-right:0.01389em;">arg</span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mord mathrm">max</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.946548em;"><span></span></span></span></span></span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mord mathnormal">L</span><span class="mopen">(</span><span class="mord mathnormal" style="margin-right:0.02778em;">θ</span><span class="mclose">)</span></span></span></span></span></p>
<p>这通常通过求解导数的零点来实现，即求解</p>
<p><span class="katex-display"><span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML" display="block"><semantics><mrow><mfrac><mrow><mi mathvariant="normal">∂</mi><mi>L</mi><mo stretchy="false">(</mo><mi>θ</mi><mo stretchy="false">)</mo></mrow><mrow><mi mathvariant="normal">∂</mi><mi>θ</mi></mrow></mfrac><mo>=</mo><mn>0</mn></mrow><annotation encoding="application/x-tex">\frac{\partial L(\theta)}{\partial \theta} = 0</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:2.113em;vertical-align:-0.686em;"></span><span class="mord"><span class="mopen nulldelimiter"></span><span class="mfrac"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.427em;"><span style="top:-2.314em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord" style="margin-right:0.05556em;">∂</span><span class="mord mathnormal" style="margin-right:0.02778em;">θ</span></span></span><span style="top:-3.23em;"><span class="pstrut" style="height:3em;"></span><span class="frac-line" style="border-bottom-width:0.04em;"></span></span><span style="top:-3.677em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord" style="margin-right:0.05556em;">∂</span><span class="mord mathnormal">L</span><span class="mopen">(</span><span class="mord mathnormal" style="margin-right:0.02778em;">θ</span><span class="mclose">)</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.686em;"><span></span></span></span></span></span><span class="mclose nulldelimiter"></span></span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span></span><span class="base"><span class="strut" style="height:0.64444em;vertical-align:0em;"></span><span class="mord">0</span></span></span></span></span></p>
<p>如果具有多个参数，即<span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi>θ</mi></mrow><annotation encoding="application/x-tex">\theta</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.69444em;vertical-align:0em;"></span><span class="mord mathnormal" style="margin-right:0.02778em;">θ</span></span></span></span>为一向量，则有更广泛的形式：</p>
<p><span class="katex-display"><span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML" display="block"><semantics><mrow><mi mathvariant="normal">∇</mi><mi>L</mi><mo stretchy="false">(</mo><mi>θ</mi><mo stretchy="false">)</mo><mo>=</mo><mn>0</mn></mrow><annotation encoding="application/x-tex">\nabla L(\theta) = 0</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mord">∇</span><span class="mord mathnormal">L</span><span class="mopen">(</span><span class="mord mathnormal" style="margin-right:0.02778em;">θ</span><span class="mclose">)</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span></span><span class="base"><span class="strut" style="height:0.64444em;vertical-align:0em;"></span><span class="mord">0</span></span></span></span></span></p>
<h4 class="mume-header" id="%E8%B4%9D%E5%8F%B6%E6%96%AF%E4%BC%B0%E8%AE%A1">贝叶斯估计</h4>
<p>已知有样本<span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi>χ</mi><mo>=</mo><mo stretchy="false">{</mo><msub><mi>x</mi><mn>1</mn></msub><mo separator="true">,</mo><msub><mi>x</mi><mn>2</mn></msub><mo separator="true">,</mo><mo>⋯</mo><mtext> </mtext><mo separator="true">,</mo><msub><mi>x</mi><mi>N</mi></msub><mo stretchy="false">}</mo></mrow><annotation encoding="application/x-tex">\chi = \{x_1,x_2,\cdots,x_N\}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.625em;vertical-align:-0.19444em;"></span><span class="mord mathnormal">χ</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span></span><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mopen">{</span><span class="mord"><span class="mord mathnormal">x</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.30110799999999993em;"><span style="top:-2.5500000000000003em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">1</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mord"><span class="mord mathnormal">x</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.30110799999999993em;"><span style="top:-2.5500000000000003em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">2</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="minner">⋯</span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mord"><span class="mord mathnormal">x</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.32833099999999993em;"><span style="top:-2.5500000000000003em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.10903em;">N</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mclose">}</span></span></span></span>，参数为<span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi>θ</mi></mrow><annotation encoding="application/x-tex">\theta</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.69444em;vertical-align:0em;"></span><span class="mord mathnormal" style="margin-right:0.02778em;">θ</span></span></span></span>，估计参数<span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mover accent="true"><mi>θ</mi><mo>^</mo></mover></mrow><annotation encoding="application/x-tex">\hat{\theta}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.9578799999999998em;vertical-align:0em;"></span><span class="mord accent"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.9578799999999998em;"><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="mord mathnormal" style="margin-right:0.02778em;">θ</span></span><span style="top:-3.26344em;"><span class="pstrut" style="height:3em;"></span><span class="accent-body" style="left:-0.16666em;"><span class="mord">^</span></span></span></span></span></span></span></span></span></span>的损失函数为<span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi>λ</mi><mo stretchy="false">(</mo><mi>θ</mi><mo separator="true">,</mo><mover accent="true"><mi>θ</mi><mo>^</mo></mover><mo stretchy="false">)</mo></mrow><annotation encoding="application/x-tex">\lambda(\theta,\hat{\theta})</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1.2078799999999998em;vertical-align:-0.25em;"></span><span class="mord mathnormal">λ</span><span class="mopen">(</span><span class="mord mathnormal" style="margin-right:0.02778em;">θ</span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mord accent"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.9578799999999998em;"><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="mord mathnormal" style="margin-right:0.02778em;">θ</span></span><span style="top:-3.26344em;"><span class="pstrut" style="height:3em;"></span><span class="accent-body" style="left:-0.16666em;"><span class="mord">^</span></span></span></span></span></span></span><span class="mclose">)</span></span></span></span>，如果使用平方误差有：</p>
<p><span class="katex-display"><span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML" display="block"><semantics><mrow><mi>λ</mi><mo stretchy="false">(</mo><mi>θ</mi><mo separator="true">,</mo><mover accent="true"><mi>θ</mi><mo>^</mo></mover><mo stretchy="false">)</mo><mo>=</mo><mo stretchy="false">(</mo><mover accent="true"><mi>θ</mi><mo>^</mo></mover><mo>−</mo><mi>θ</mi><msup><mo stretchy="false">)</mo><mn>2</mn></msup></mrow><annotation encoding="application/x-tex">\lambda(\theta,\hat{\theta}) = (\hat{\theta}-\theta)^2</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1.2078799999999998em;vertical-align:-0.25em;"></span><span class="mord mathnormal">λ</span><span class="mopen">(</span><span class="mord mathnormal" style="margin-right:0.02778em;">θ</span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mord accent"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.9578799999999998em;"><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="mord mathnormal" style="margin-right:0.02778em;">θ</span></span><span style="top:-3.26344em;"><span class="pstrut" style="height:3em;"></span><span class="accent-body" style="left:-0.16666em;"><span class="mord">^</span></span></span></span></span></span></span><span class="mclose">)</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span></span><span class="base"><span class="strut" style="height:1.2078799999999998em;vertical-align:-0.25em;"></span><span class="mopen">(</span><span class="mord accent"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.9578799999999998em;"><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="mord mathnormal" style="margin-right:0.02778em;">θ</span></span><span style="top:-3.26344em;"><span class="pstrut" style="height:3em;"></span><span class="accent-body" style="left:-0.16666em;"><span class="mord">^</span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2222222222222222em;"></span><span class="mbin">−</span><span class="mspace" style="margin-right:0.2222222222222222em;"></span></span><span class="base"><span class="strut" style="height:1.1141079999999999em;vertical-align:-0.25em;"></span><span class="mord mathnormal" style="margin-right:0.02778em;">θ</span><span class="mclose"><span class="mclose">)</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8641079999999999em;"><span style="top:-3.113em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">2</span></span></span></span></span></span></span></span></span></span></span></span></p>
<p>条件风险为</p>
<p><span class="katex-display"><span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML" display="block"><semantics><mrow><mi>R</mi><mo stretchy="false">(</mo><mover accent="true"><mi>θ</mi><mo>^</mo></mover><mi mathvariant="normal">∣</mi><mi>x</mi><mo stretchy="false">)</mo><mo>=</mo><msub><mo>∫</mo><mi>θ</mi></msub><mi>λ</mi><mo stretchy="false">(</mo><mi>θ</mi><mo separator="true">,</mo><mover accent="true"><mi>θ</mi><mo>^</mo></mover><mo stretchy="false">)</mo><mi>p</mi><mo stretchy="false">(</mo><mi>θ</mi><mi mathvariant="normal">∣</mi><mi>x</mi><mo stretchy="false">)</mo><mi>d</mi><mi>θ</mi></mrow><annotation encoding="application/x-tex">R(\hat{\theta}|x) = \int_{\theta} \lambda(\theta,\hat{\theta})p(\theta|x)d\theta</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1.2078799999999998em;vertical-align:-0.25em;"></span><span class="mord mathnormal" style="margin-right:0.00773em;">R</span><span class="mopen">(</span><span class="mord accent"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.9578799999999998em;"><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="mord mathnormal" style="margin-right:0.02778em;">θ</span></span><span style="top:-3.26344em;"><span class="pstrut" style="height:3em;"></span><span class="accent-body" style="left:-0.16666em;"><span class="mord">^</span></span></span></span></span></span></span><span class="mord">∣</span><span class="mord mathnormal">x</span><span class="mclose">)</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span></span><span class="base"><span class="strut" style="height:2.27195em;vertical-align:-0.9119499999999999em;"></span><span class="mop"><span class="mop op-symbol large-op" style="margin-right:0.44445em;position:relative;top:-0.0011249999999999316em;">∫</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:-0.425842em;"><span style="top:-1.7880500000000001em;margin-left:-0.44445em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.02778em;">θ</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.9119499999999999em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mord mathnormal">λ</span><span class="mopen">(</span><span class="mord mathnormal" style="margin-right:0.02778em;">θ</span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mord accent"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.9578799999999998em;"><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="mord mathnormal" style="margin-right:0.02778em;">θ</span></span><span style="top:-3.26344em;"><span class="pstrut" style="height:3em;"></span><span class="accent-body" style="left:-0.16666em;"><span class="mord">^</span></span></span></span></span></span></span><span class="mclose">)</span><span class="mord mathnormal">p</span><span class="mopen">(</span><span class="mord mathnormal" style="margin-right:0.02778em;">θ</span><span class="mord">∣</span><span class="mord mathnormal">x</span><span class="mclose">)</span><span class="mord mathnormal">d</span><span class="mord mathnormal" style="margin-right:0.02778em;">θ</span></span></span></span></span></p>
<p>要最小化条件风险，有</p>
<p><span class="katex-display"><span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML" display="block"><semantics><mrow><msup><mi>θ</mi><mo lspace="0em" rspace="0em">∗</mo></msup><mo>=</mo><munder><mrow><mi mathvariant="normal">arg min</mi><mo>⁡</mo></mrow><mover accent="true"><mi>θ</mi><mo>^</mo></mover></munder><mi>R</mi><mo stretchy="false">(</mo><mover accent="true"><mi>θ</mi><mo>^</mo></mover><mi mathvariant="normal">∣</mi><mi>x</mi><mo stretchy="false">)</mo></mrow><annotation encoding="application/x-tex">\theta^{*} = \argmin_{\hat{\theta}} R(\hat{\theta}|x)</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.738696em;vertical-align:0em;"></span><span class="mord"><span class="mord mathnormal" style="margin-right:0.02778em;">θ</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.738696em;"><span style="top:-3.113em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight">∗</span></span></span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span></span><span class="base"><span class="strut" style="height:2.0888359999999997em;vertical-align:-1.1309559999999999em;"></span><span class="mop op-limits"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.6678600000000002em;"><span style="top:-1.9690440000000002em;margin-left:0em;"><span class="pstrut" style="height:3em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord accent mtight"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.9578799999999998em;"><span style="top:-2.7em;"><span class="pstrut" style="height:2.7em;"></span><span class="mord mathnormal mtight" style="margin-right:0.02778em;">θ</span></span><span style="top:-2.9634400000000003em;"><span class="pstrut" style="height:2.7em;"></span><span class="accent-body" style="left:-0.16666em;"><span class="mord mtight">^</span></span></span></span></span></span></span></span></span></span><span style="top:-3.0000000000000004em;"><span class="pstrut" style="height:3em;"></span><span><span class="mop"><span class="mord mathrm" style="margin-right:0.01389em;">arg</span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mord mathrm">min</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:1.1309559999999999em;"><span></span></span></span></span></span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mord mathnormal" style="margin-right:0.00773em;">R</span><span class="mopen">(</span><span class="mord accent"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.9578799999999998em;"><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="mord mathnormal" style="margin-right:0.02778em;">θ</span></span><span style="top:-3.26344em;"><span class="pstrut" style="height:3em;"></span><span class="accent-body" style="left:-0.16666em;"><span class="mord">^</span></span></span></span></span></span></span><span class="mord">∣</span><span class="mord mathnormal">x</span><span class="mclose">)</span></span></span></span></span></p>
<p>要使</p>
<p><span class="katex-display"><span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML" display="block"><semantics><mtable rowspacing="0.2500em" columnalign="right left" columnspacing="0em"><mtr><mtd><mstyle scriptlevel="0" displaystyle="true"><mfrac><mrow><mi mathvariant="normal">∂</mi><mi>R</mi><mo stretchy="false">(</mo><mover accent="true"><mi>θ</mi><mo>^</mo></mover><mi mathvariant="normal">∣</mi><mi>x</mi><mo stretchy="false">)</mo></mrow><mrow><mi mathvariant="normal">∂</mi><mover accent="true"><mi>θ</mi><mo>^</mo></mover></mrow></mfrac></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow><mrow></mrow><mo>=</mo><msub><mo>∫</mo><mi>θ</mi></msub><mfrac><mrow><mi mathvariant="normal">∂</mi><mi>λ</mi><mo stretchy="false">(</mo><mi>θ</mi><mo separator="true">,</mo><mover accent="true"><mi>θ</mi><mo>^</mo></mover><mo stretchy="false">)</mo></mrow><mrow><mi mathvariant="normal">∂</mi><mover accent="true"><mi>θ</mi><mo>^</mo></mover></mrow></mfrac><mi>p</mi><mo stretchy="false">(</mo><mi>θ</mi><mi mathvariant="normal">∣</mi><mi>x</mi><mo stretchy="false">)</mo><mi>d</mi><mi>θ</mi></mrow></mstyle></mtd></mtr><mtr><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow></mrow></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow><mrow></mrow><mo>=</mo><msub><mo>∫</mo><mi>θ</mi></msub><mn>2</mn><mo stretchy="false">(</mo><mover accent="true"><mi>θ</mi><mo>^</mo></mover><mo>−</mo><mi>θ</mi><mo stretchy="false">)</mo><mi>p</mi><mo stretchy="false">(</mo><mi>θ</mi><mi mathvariant="normal">∣</mi><mi>x</mi><mo stretchy="false">)</mo><mi>d</mi><mi>θ</mi><mo>=</mo><mn>0</mn></mrow></mstyle></mtd></mtr></mtable><annotation encoding="application/x-tex">\begin{aligned}
\frac{\partial R(\hat{\theta}|x)}{\partial \hat{\theta}} &= \int_\theta \frac{\partial \lambda(\theta,\hat{\theta})}{\partial \hat{\theta}}p(\theta|x)d\theta \\
&= \int_\theta 2(\hat{\theta}-\theta) p(\theta|x)d\theta = 0
\end{aligned}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:5.41878em;vertical-align:-2.45939em;"></span><span class="mord"><span class="mtable"><span class="col-align-r"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:2.95939em;"><span style="top:-4.95939em;"><span class="pstrut" style="height:3.63488em;"></span><span class="mord"><span class="mord"><span class="mopen nulldelimiter"></span><span class="mfrac"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.6348799999999999em;"><span style="top:-2.15212em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord" style="margin-right:0.05556em;">∂</span><span class="mord accent"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.9578799999999998em;"><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="mord mathnormal" style="margin-right:0.02778em;">θ</span></span><span style="top:-3.26344em;"><span class="pstrut" style="height:3em;"></span><span class="accent-body" style="left:-0.16666em;"><span class="mord">^</span></span></span></span></span></span></span></span></span><span style="top:-3.23em;"><span class="pstrut" style="height:3em;"></span><span class="frac-line" style="border-bottom-width:0.04em;"></span></span><span style="top:-3.677em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord" style="margin-right:0.05556em;">∂</span><span class="mord mathnormal" style="margin-right:0.00773em;">R</span><span class="mopen">(</span><span class="mord accent"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.9578799999999998em;"><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="mord mathnormal" style="margin-right:0.02778em;">θ</span></span><span style="top:-3.26344em;"><span class="pstrut" style="height:3em;"></span><span class="accent-body" style="left:-0.16666em;"><span class="mord">^</span></span></span></span></span></span></span><span class="mord">∣</span><span class="mord mathnormal">x</span><span class="mclose">)</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.8478799999999999em;"><span></span></span></span></span></span><span class="mclose nulldelimiter"></span></span></span></span><span style="top:-2.38744em;"><span class="pstrut" style="height:3.63488em;"></span><span class="mord"></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:2.45939em;"><span></span></span></span></span></span><span class="col-align-l"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:2.95939em;"><span style="top:-4.95939em;"><span class="pstrut" style="height:3.63488em;"></span><span class="mord"><span class="mord"></span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mop"><span class="mop op-symbol large-op" style="margin-right:0.44445em;position:relative;top:-0.0011249999999999316em;">∫</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:-0.425842em;"><span style="top:-1.7880500000000001em;margin-left:-0.44445em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.02778em;">θ</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.9119499999999999em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mord"><span class="mopen nulldelimiter"></span><span class="mfrac"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.6348799999999999em;"><span style="top:-2.15212em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord" style="margin-right:0.05556em;">∂</span><span class="mord accent"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.9578799999999998em;"><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="mord mathnormal" style="margin-right:0.02778em;">θ</span></span><span style="top:-3.26344em;"><span class="pstrut" style="height:3em;"></span><span class="accent-body" style="left:-0.16666em;"><span class="mord">^</span></span></span></span></span></span></span></span></span><span style="top:-3.23em;"><span class="pstrut" style="height:3em;"></span><span class="frac-line" style="border-bottom-width:0.04em;"></span></span><span style="top:-3.677em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord" style="margin-right:0.05556em;">∂</span><span class="mord mathnormal">λ</span><span class="mopen">(</span><span class="mord mathnormal" style="margin-right:0.02778em;">θ</span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mord accent"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.9578799999999998em;"><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="mord mathnormal" style="margin-right:0.02778em;">θ</span></span><span style="top:-3.26344em;"><span class="pstrut" style="height:3em;"></span><span class="accent-body" style="left:-0.16666em;"><span class="mord">^</span></span></span></span></span></span></span><span class="mclose">)</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.8478799999999999em;"><span></span></span></span></span></span><span class="mclose nulldelimiter"></span></span><span class="mord mathnormal">p</span><span class="mopen">(</span><span class="mord mathnormal" style="margin-right:0.02778em;">θ</span><span class="mord">∣</span><span class="mord mathnormal">x</span><span class="mclose">)</span><span class="mord mathnormal">d</span><span class="mord mathnormal" style="margin-right:0.02778em;">θ</span></span></span><span style="top:-2.38744em;"><span class="pstrut" style="height:3.63488em;"></span><span class="mord"><span class="mord"></span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mop"><span class="mop op-symbol large-op" style="margin-right:0.44445em;position:relative;top:-0.0011249999999999316em;">∫</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:-0.425842em;"><span style="top:-1.7880500000000001em;margin-left:-0.44445em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.02778em;">θ</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.9119499999999999em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mord">2</span><span class="mopen">(</span><span class="mord accent"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.9578799999999998em;"><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="mord mathnormal" style="margin-right:0.02778em;">θ</span></span><span style="top:-3.26344em;"><span class="pstrut" style="height:3em;"></span><span class="accent-body" style="left:-0.16666em;"><span class="mord">^</span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2222222222222222em;"></span><span class="mbin">−</span><span class="mspace" style="margin-right:0.2222222222222222em;"></span><span class="mord mathnormal" style="margin-right:0.02778em;">θ</span><span class="mclose">)</span><span class="mord mathnormal">p</span><span class="mopen">(</span><span class="mord mathnormal" style="margin-right:0.02778em;">θ</span><span class="mord">∣</span><span class="mord mathnormal">x</span><span class="mclose">)</span><span class="mord mathnormal">d</span><span class="mord mathnormal" style="margin-right:0.02778em;">θ</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mord">0</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:2.45939em;"><span></span></span></span></span></span></span></span></span></span></span></span></p>
<p>移项得<br>
<span class="katex-display"><span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML" display="block"><semantics><mrow><mover accent="true"><mi>θ</mi><mo>^</mo></mover><msub><mo>∫</mo><mi>θ</mi></msub><mi>p</mi><mo stretchy="false">(</mo><mi>θ</mi><mi mathvariant="normal">∣</mi><mi>x</mi><mo stretchy="false">)</mo><mi>d</mi><mi>θ</mi><mo>=</mo><msub><mo>∫</mo><mi>θ</mi></msub><mi>θ</mi><mi>p</mi><mo stretchy="false">(</mo><mi>θ</mi><mi mathvariant="normal">∣</mi><mi>x</mi><mo stretchy="false">)</mo><mi>d</mi><mi>θ</mi></mrow><annotation encoding="application/x-tex">\hat{\theta}\int_\theta p(\theta|x)d\theta = \int_\theta \theta p(\theta|x)d\theta</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:2.27195em;vertical-align:-0.9119499999999999em;"></span><span class="mord accent"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.9578799999999998em;"><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="mord mathnormal" style="margin-right:0.02778em;">θ</span></span><span style="top:-3.26344em;"><span class="pstrut" style="height:3em;"></span><span class="accent-body" style="left:-0.16666em;"><span class="mord">^</span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mop"><span class="mop op-symbol large-op" style="margin-right:0.44445em;position:relative;top:-0.0011249999999999316em;">∫</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:-0.425842em;"><span style="top:-1.7880500000000001em;margin-left:-0.44445em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.02778em;">θ</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.9119499999999999em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mord mathnormal">p</span><span class="mopen">(</span><span class="mord mathnormal" style="margin-right:0.02778em;">θ</span><span class="mord">∣</span><span class="mord mathnormal">x</span><span class="mclose">)</span><span class="mord mathnormal">d</span><span class="mord mathnormal" style="margin-right:0.02778em;">θ</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span></span><span class="base"><span class="strut" style="height:2.27195em;vertical-align:-0.9119499999999999em;"></span><span class="mop"><span class="mop op-symbol large-op" style="margin-right:0.44445em;position:relative;top:-0.0011249999999999316em;">∫</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:-0.425842em;"><span style="top:-1.7880500000000001em;margin-left:-0.44445em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.02778em;">θ</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.9119499999999999em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mord mathnormal">θp</span><span class="mopen">(</span><span class="mord mathnormal" style="margin-right:0.02778em;">θ</span><span class="mord">∣</span><span class="mord mathnormal">x</span><span class="mclose">)</span><span class="mord mathnormal">d</span><span class="mord mathnormal" style="margin-right:0.02778em;">θ</span></span></span></span></span></p>
<p>其中</p>
<p><span class="katex-display"><span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML" display="block"><semantics><mtable rowspacing="0.2500em" columnalign="right left" columnspacing="0em"><mtr><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow><msub><mo>∫</mo><mi>θ</mi></msub><mi>p</mi><mo stretchy="false">(</mo><mi>θ</mi><mi mathvariant="normal">∣</mi><mi>x</mi><mo stretchy="false">)</mo><mi>d</mi><mi>θ</mi></mrow></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow><mrow></mrow><mo>=</mo><msub><mo>∫</mo><mi>θ</mi></msub><mfrac><mrow><mi>p</mi><mo stretchy="false">(</mo><mi>x</mi><mi mathvariant="normal">∣</mi><mi>θ</mi><mo stretchy="false">)</mo><mi>p</mi><mo stretchy="false">(</mo><mi>θ</mi><mo stretchy="false">)</mo></mrow><mrow><mi>p</mi><mo stretchy="false">(</mo><mi>x</mi><mo stretchy="false">)</mo></mrow></mfrac><mi>d</mi><mi>θ</mi></mrow></mstyle></mtd></mtr><mtr><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow></mrow></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow><mrow></mrow><mo>=</mo><mfrac><mrow><msub><mo>∫</mo><mi>θ</mi></msub><mi>p</mi><mo stretchy="false">(</mo><mi>x</mi><mi mathvariant="normal">∣</mi><mi>θ</mi><mo stretchy="false">)</mo><mi>p</mi><mo stretchy="false">(</mo><mi>θ</mi><mo stretchy="false">)</mo><mi>d</mi><mi>θ</mi></mrow><mrow><mi>p</mi><mo stretchy="false">(</mo><mi>x</mi><mo stretchy="false">)</mo></mrow></mfrac></mrow></mstyle></mtd></mtr><mtr><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow></mrow></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow><mrow></mrow><mo>=</mo><mfrac><mrow><mi>p</mi><mo stretchy="false">(</mo><mi>x</mi><mo stretchy="false">)</mo></mrow><mrow><mi>p</mi><mo stretchy="false">(</mo><mi>x</mi><mo stretchy="false">)</mo></mrow></mfrac><mo stretchy="false">(</mo><mtext>全概率公式</mtext><mo stretchy="false">)</mo></mrow></mstyle></mtd></mtr><mtr><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow></mrow></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow><mrow></mrow><mo>=</mo><mn>1</mn></mrow></mstyle></mtd></mtr></mtable><annotation encoding="application/x-tex">\begin{aligned}
\int_\theta p(\theta|x)d\theta &= \int_\theta \frac{p(x|\theta)p(\theta)}{p(x)} d\theta\\
&= \frac{\int_\theta p(x|\theta)p(\theta) d\theta}{p(x)} \\
&= \frac{p(x)}{p(x)}(全概率公式) \\
&= 1
\end{aligned}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:9.612820000000001em;vertical-align:-4.5564100000000005em;"></span><span class="mord"><span class="mtable"><span class="col-align-r"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:5.0564100000000005em;"><span style="top:-7.180230000000002em;"><span class="pstrut" style="height:3.5508200000000003em;"></span><span class="mord"><span class="mop"><span class="mop op-symbol large-op" style="margin-right:0.44445em;position:relative;top:-0.0011249999999999316em;">∫</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:-0.425842em;"><span style="top:-1.7880500000000001em;margin-left:-0.44445em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.02778em;">θ</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.9119499999999999em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mord mathnormal">p</span><span class="mopen">(</span><span class="mord mathnormal" style="margin-right:0.02778em;">θ</span><span class="mord">∣</span><span class="mord mathnormal">x</span><span class="mclose">)</span><span class="mord mathnormal">d</span><span class="mord mathnormal" style="margin-right:0.02778em;">θ</span></span></span><span style="top:-4.39341em;"><span class="pstrut" style="height:3.5508200000000003em;"></span><span class="mord"></span></span><span style="top:-1.73041em;"><span class="pstrut" style="height:3.5508200000000003em;"></span><span class="mord"></span></span><span style="top:0.34559000000000006em;"><span class="pstrut" style="height:3.5508200000000003em;"></span><span class="mord"></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:4.5564100000000005em;"><span></span></span></span></span></span><span class="col-align-l"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:5.0564100000000005em;"><span style="top:-7.180230000000002em;"><span class="pstrut" style="height:3.5508200000000003em;"></span><span class="mord"><span class="mord"></span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mop"><span class="mop op-symbol large-op" style="margin-right:0.44445em;position:relative;top:-0.0011249999999999316em;">∫</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:-0.425842em;"><span style="top:-1.7880500000000001em;margin-left:-0.44445em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.02778em;">θ</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.9119499999999999em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mord"><span class="mopen nulldelimiter"></span><span class="mfrac"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.427em;"><span style="top:-2.314em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord mathnormal">p</span><span class="mopen">(</span><span class="mord mathnormal">x</span><span class="mclose">)</span></span></span><span style="top:-3.23em;"><span class="pstrut" style="height:3em;"></span><span class="frac-line" style="border-bottom-width:0.04em;"></span></span><span style="top:-3.677em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord mathnormal">p</span><span class="mopen">(</span><span class="mord mathnormal">x</span><span class="mord">∣</span><span class="mord mathnormal" style="margin-right:0.02778em;">θ</span><span class="mclose">)</span><span class="mord mathnormal">p</span><span class="mopen">(</span><span class="mord mathnormal" style="margin-right:0.02778em;">θ</span><span class="mclose">)</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.936em;"><span></span></span></span></span></span><span class="mclose nulldelimiter"></span></span><span class="mord mathnormal">d</span><span class="mord mathnormal" style="margin-right:0.02778em;">θ</span></span></span><span style="top:-4.39341em;"><span class="pstrut" style="height:3.5508200000000003em;"></span><span class="mord"><span class="mord"></span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mord"><span class="mopen nulldelimiter"></span><span class="mfrac"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.5508200000000003em;"><span style="top:-2.314em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord mathnormal">p</span><span class="mopen">(</span><span class="mord mathnormal">x</span><span class="mclose">)</span></span></span><span style="top:-3.23em;"><span class="pstrut" style="height:3em;"></span><span class="frac-line" style="border-bottom-width:0.04em;"></span></span><span style="top:-3.74582em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mop"><span class="mop op-symbol small-op" style="margin-right:0.19445em;position:relative;top:-0.0005599999999999772em;">∫</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.1302879999999999em;"><span style="top:-2.34418em;margin-left:-0.19445em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.02778em;">θ</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.35582em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mord mathnormal">p</span><span class="mopen">(</span><span class="mord mathnormal">x</span><span class="mord">∣</span><span class="mord mathnormal" style="margin-right:0.02778em;">θ</span><span class="mclose">)</span><span class="mord mathnormal">p</span><span class="mopen">(</span><span class="mord mathnormal" style="margin-right:0.02778em;">θ</span><span class="mclose">)</span><span class="mord mathnormal">d</span><span class="mord mathnormal" style="margin-right:0.02778em;">θ</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.936em;"><span></span></span></span></span></span><span class="mclose nulldelimiter"></span></span></span></span><span style="top:-1.73041em;"><span class="pstrut" style="height:3.5508200000000003em;"></span><span class="mord"><span class="mord"></span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mord"><span class="mopen nulldelimiter"></span><span class="mfrac"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.427em;"><span style="top:-2.314em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord mathnormal">p</span><span class="mopen">(</span><span class="mord mathnormal">x</span><span class="mclose">)</span></span></span><span style="top:-3.23em;"><span class="pstrut" style="height:3em;"></span><span class="frac-line" style="border-bottom-width:0.04em;"></span></span><span style="top:-3.677em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord mathnormal">p</span><span class="mopen">(</span><span class="mord mathnormal">x</span><span class="mclose">)</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.936em;"><span></span></span></span></span></span><span class="mclose nulldelimiter"></span></span><span class="mopen">(</span><span class="mord cjk_fallback">全概率公式</span><span class="mclose">)</span></span></span><span style="top:0.34559000000000006em;"><span class="pstrut" style="height:3.5508200000000003em;"></span><span class="mord"><span class="mord"></span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mord">1</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:4.5564100000000005em;"><span></span></span></span></span></span></span></span></span></span></span></span></p>
<p>所以参数<span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi>θ</mi></mrow><annotation encoding="application/x-tex">\theta</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.69444em;vertical-align:0em;"></span><span class="mord mathnormal" style="margin-right:0.02778em;">θ</span></span></span></span>的最佳估计</p>
<p><span class="katex-display"><span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML" display="block"><semantics><mrow><msup><mi>θ</mi><mo lspace="0em" rspace="0em">∗</mo></msup><mo>=</mo><msub><mo>∫</mo><mi>θ</mi></msub><mi>θ</mi><mi>p</mi><mo stretchy="false">(</mo><mi>θ</mi><mi mathvariant="normal">∣</mi><mi>x</mi><mo stretchy="false">)</mo><mi>d</mi><mi>θ</mi><mo>=</mo><mi>E</mi><mo stretchy="false">[</mo><mi>θ</mi><mi mathvariant="normal">∣</mi><mi>x</mi><mo stretchy="false">]</mo></mrow><annotation encoding="application/x-tex">\theta^{*} = \int_\theta \theta p(\theta|x)d\theta = E[\theta|x]</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.738696em;vertical-align:0em;"></span><span class="mord"><span class="mord mathnormal" style="margin-right:0.02778em;">θ</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.738696em;"><span style="top:-3.113em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight">∗</span></span></span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span></span><span class="base"><span class="strut" style="height:2.27195em;vertical-align:-0.9119499999999999em;"></span><span class="mop"><span class="mop op-symbol large-op" style="margin-right:0.44445em;position:relative;top:-0.0011249999999999316em;">∫</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:-0.425842em;"><span style="top:-1.7880500000000001em;margin-left:-0.44445em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.02778em;">θ</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.9119499999999999em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mord mathnormal">θp</span><span class="mopen">(</span><span class="mord mathnormal" style="margin-right:0.02778em;">θ</span><span class="mord">∣</span><span class="mord mathnormal">x</span><span class="mclose">)</span><span class="mord mathnormal">d</span><span class="mord mathnormal" style="margin-right:0.02778em;">θ</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span></span><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mord mathnormal" style="margin-right:0.05764em;">E</span><span class="mopen">[</span><span class="mord mathnormal" style="margin-right:0.02778em;">θ</span><span class="mord">∣</span><span class="mord mathnormal">x</span><span class="mclose">]</span></span></span></span></span></p>
<h2 class="mume-header" id="%E5%86%B3%E7%AD%96%E6%A0%91">决策树</h2>
<h2 class="mume-header" id="%E9%9B%86%E6%88%90%E5%AD%A6%E4%B9%A0">集成学习</h2>
<h2 class="mume-header" id="boosting">Boosting</h2>
<h2 class="mume-header" id="bagging%E4%B8%8E%E9%9A%8F%E6%9C%BA%E6%A3%AE%E6%9E%97">Bagging与随机森林</h2>
<hr class="footnotes-sep">
<section class="footnotes">
<ol class="footnotes-list">
<li id="fn1" class="footnote-item"><p>Sigmoid即S形函数。 <a href="#fnref1" class="footnote-backref">↩︎</a></p>
</li>
<li id="fn2" class="footnote-item"><p>译名来自周志华《机器学习》。图也是。 <a href="#fnref2" class="footnote-backref">↩︎</a></p>
</li>
</ol>
</section>
</div>
</body></html>