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@@ -6,11 +6,33 @@
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\begin{document}
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\section{Gradient Descent}
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+If we keep decreasing the $\epsilon$ in our Finite Difference approach we effectively get the Derivative of the Cost Function.
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+
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\begin{align}
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C'(w) = \lim_{\epsilon \to 0}\frac{C(w + \epsilon) - C(w)}{\epsilon}
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\end{align}
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-\subsection{``Twice''}
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+Let's compute the derivatives of all our models. Throughout the entire paper $n$ means the amount of samples in the training set.
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+
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+\subsection{Linear Model}
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+
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+\def\d{2.0}
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+
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+\begin{center}
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+ \begin{tikzpicture}
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+ \node (X) at ({-\d*0.75}, 0) {$x$};
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+ \node[shape=circle,draw=black] (N) at (0, 0) {$w$};
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+ \node (Y) at ({\d*0.75}, 0) {$y$};
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+ \path[->] (X) edge (N);
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+ \path[->] (N) edge (Y);
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+ \end{tikzpicture}
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+\end{center}
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+
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+\begin{align}
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+ y &= x \cdot w
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+\end{align}
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+
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+\subsubsection{Cost}
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\begin{align}
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C(w) &= \frac{1}{n}\sum_{i=1}^{n}(x_iw - y_i)^2 \\
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@@ -18,18 +40,11 @@
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&= \left(\frac{1}{n}\sum_{i=1}^{n}(x_iw - y_i)^2\right)' = \\
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&= \frac{1}{n}\left(\sum_{i=1}^{n}(x_iw - y_i)^2\right)' \\
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&= \frac{1}{n}\sum_{i=1}^{n}\left((x_iw - y_i)^2\right)' \\
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- &= \frac{1}{n}\sum_{i=1}^{n}2(x_iw - y_i)x_i \\
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-\end{align}
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-
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-\begin{align}
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- C(w) &= \frac{1}{n}\sum_{i=1}^{n}(x_iw - y_i)^2 \\
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- C'(w) &= \frac{1}{n}\sum_{i=1}^{n}2(x_iw - y_i)x_i \\
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+ &= \frac{1}{n}\sum_{i=1}^{n}2(x_iw - y_i)x_i
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\end{align}
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\subsection{One Neuron Model with 2 inputs}
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-\def\d{2.0}
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-
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\begin{center}
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\begin{tikzpicture}
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\node (X) at (-\d, 1) {$x$};
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@@ -44,7 +59,7 @@
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\begin{align}
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y &= \sigma(xw_1 + yw_2 + b) \\
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\sigma(x) &= \frac{1}{1 + e^{-x}} \\
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- \sigma'(x) &= \sigma(x)(1 - \sigma(x)) \\
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+ \sigma'(x) &= \sigma(x)(1 - \sigma(x))
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\end{align}
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\subsubsection{Cost}
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@@ -65,7 +80,7 @@
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&= \avgsum[i, n]2(a_i - z_i)\pd[w_1]a_i = \\
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&= \avgsum[i, n]2(a_i - z_i)a_i(1 - a_i)x_i \\
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\pd[w_2] C &= \avgsum[i, n]2(a_i - z_i)a_i(1 - a_i)y_i \\
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- \pd[b] C &= \avgsum[i, n]2(a_i - z_i)a_i(1 - a_i) \\
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+ \pd[b] C &= \avgsum[i, n]2(a_i - z_i)a_i(1 - a_i)
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\end{align}
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\subsection{Two Neurons Model with 1 input}
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@@ -87,7 +102,7 @@
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y &= \sigma(a^{(1)}w^{(2)} + b^{(2)})
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\end{align}
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-\subsubsection{Cost}
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+\subsubsection{Feed-Forward}
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\begin{align}
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a_i^{(1)} &= \sigma(x_iw^{(1)} + b^{(1)}) \\
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@@ -96,7 +111,12 @@
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a_i^{(2)} &= \sigma(a_i^{(1)}w^{(2)} + b^{(2)}) \\
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\pd[w^{(2)}]a_i^{(2)} &= a_i^{(2)}(1 - a_i^{(2)})a_i^{(1)} \\
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\pd[b^{(2)}]a_i^{(2)} &= a_i^{(2)}(1 - a_i^{(2)}) \\
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- \pd[a_i^{(1)}]a_i^{(2)} &= a_i^{(2)}(1 - a_i^{(2)})w^{(2)} \\
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+ \pd[a_i^{(1)}]a_i^{(2)} &= a_i^{(2)}(1 - a_i^{(2)})w^{(2)}
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+\end{align}
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+
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+\subsubsection{Back-Propagation}
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+
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+\begin{align}
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C^{(2)} &= \avgsum[i, n] (a_i^{(2)} - y_i)^2 \\
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\pd[w^{(2)}] C^{(2)}
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&= \avgsum[i, n] \pd[w^{(2)}]((a_i^{(2)} - y_i)^2) = \\
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@@ -111,7 +131,7 @@
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&= \avgsum[i, n] \pd[w^{1}]\left((a_1^{(i)} - e_i)^2\right) =\\
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&= \avgsum[i, n] 2(a_1^{(i)} - e_i)\pd[w^{1}]a_1^{(i)} =\\
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&= \avgsum[i, n] 2(\pd[a_i^{(1)}]C^{(2)})x_i \\
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- \pd[b^{1}]C^{(1)} &= \avgsum[i, n] 2(\pd[a_i^{(1)}]C^{(2)}) \\
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+ \pd[b^{1}]C^{(1)} &= \avgsum[i, n] 2(\pd[a_i^{(1)}]C^{(2)})
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\end{align}
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\subsection{Arbitrary Neurons Model with 1 input}
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@@ -126,7 +146,7 @@ Let's assume that $a_i^{(0)}$ is $x_i$.
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a_i^{(l)} &= \sigma(a_i^{(l-1)}w^{(l)} + b^{(l)}) \\
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\pd[w^{(l)}]a_i^{(l)} &= a_i^{(l)}(1 - a_i^{(l)})a_i^{(l-1)} \\
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\pd[b^{(l)}]a_i^{(l)} &= a_i^{(l)}(1 - a_i^{(l)}) \\
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- \pd[a_i^{(l-1)}]a_i^{(l)} &= a_i^{(l)}(1 - a_i^{(l)})w^{(l)} \\
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+ \pd[a_i^{(l-1)}]a_i^{(l)} &= a_i^{(l)}(1 - a_i^{(l)})w^{(l)}
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\end{align}
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\subsubsection{Back-Propagation}
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@@ -137,7 +157,7 @@ Let's denote $a_i^{(m)} - y_i$ as $\pd[a_i^{(m)}]C^{(m+1)}$.
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C^{(l)} &= \avgsum[i, n] (\pd[a_i^{(l)}]C^{(l+1)})^2 \\
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\pd[w^{(l)}]C^{(l)} &= \avgsum[i, n] 2(\pd[a_i^{(l)}]C^{(l+1)})a_i^{(l)}(1 - a_i^{(l)})a_i^{(l-1)} =\\
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\pd[b^{(l)}]C^{(l)} &= \avgsum[i, n] 2(\pd[a_i^{(l)}]C^{(l+1)})a_i^{(l)}(1 - a_i^{(l)}) \\
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- \pd[a_i^{(l-1)}]C^{(l)} &= \avgsum[i, n] 2(\pd[a_i^{(l)}]C^{(l+1)})a_i^{(l)}(1 - a_i^{(l)})w^{(l)} \\
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+ \pd[a_i^{(l-1)}]C^{(l)} &= \avgsum[i, n] 2(\pd[a_i^{(l)}]C^{(l+1)})a_i^{(l)}(1 - a_i^{(l)})w^{(l)}
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\end{align}
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\end{document}
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