archwalker 6 лет назад
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1 измененных файлов с 5 добавлено и 2 удалено
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      docs/chapter9/chapter9.md

+ 5 - 2
docs/chapter9/chapter9.md

@@ -135,8 +135,11 @@ $$\cfrac {\partial LL(D)}{\partial\mathbf\Sigma_{i}}=\sum_{j=1}^m\cfrac{\alpha_{
 $$\cfrac {\partial LL(D)}{\partial\mathbf\Sigma_{i}}=\sum_{j=1}^m\gamma_{ji}\cdot\left[-\cfrac{1}{2}\mathbf{\Sigma}_i^{-1}+\cfrac{1}{2}\mathbf{\Sigma}_i^{-1}(\boldsymbol x_j-\boldsymbol\mu_i)(\boldsymbol x_j-\boldsymbol\mu_i)^T\mathbf{\Sigma}_i^{-1}\right]$$
 $$\cfrac {\partial LL(D)}{\partial\mathbf\Sigma_{i}}=\sum_{j=1}^m\gamma_{ji}\cdot\left[-\cfrac{1}{2}\mathbf{\Sigma}_i^{-1}+\cfrac{1}{2}\mathbf{\Sigma}_i^{-1}(\boldsymbol x_j-\boldsymbol\mu_i)(\boldsymbol x_j-\boldsymbol\mu_i)^T\mathbf{\Sigma}_i^{-1}\right]$$
 令上式等于0可得
 令上式等于0可得
 $$\cfrac {\partial LL(D)}{\partial\mathbf\Sigma_{i}}=\sum_{j=1}^m\gamma_{ji}\cdot\left[-\cfrac{1}{2}\mathbf{\Sigma}_i^{-1}+\cfrac{1}{2}\mathbf{\Sigma}_i^{-1}(\boldsymbol x_j-\boldsymbol\mu_i)(\boldsymbol x_j-\boldsymbol\mu_i)^T\mathbf{\Sigma}_i^{-1}\right]=0$$
 $$\cfrac {\partial LL(D)}{\partial\mathbf\Sigma_{i}}=\sum_{j=1}^m\gamma_{ji}\cdot\left[-\cfrac{1}{2}\mathbf{\Sigma}_i^{-1}+\cfrac{1}{2}\mathbf{\Sigma}_i^{-1}(\boldsymbol x_j-\boldsymbol\mu_i)(\boldsymbol x_j-\boldsymbol\mu_i)^T\mathbf{\Sigma}_i^{-1}\right]=0$$
-$$\sum_{j=1}^m\gamma_{ji}\cdot\left[-1+(\boldsymbol x_j-\boldsymbol\mu_i)(\boldsymbol x_j-\boldsymbol\mu_i)^T\mathbf{\Sigma}_i^{-1}\right]=0$$
-$$\sum_{j=1}^m\gamma_{ji}(\boldsymbol x_j-\boldsymbol\mu_i)(\boldsymbol x_j-\boldsymbol\mu_i)^T\mathbf{\Sigma}_i^{-1}=\sum_{j=1}^m\gamma_{ji}$$
+$$\sum_{j=1}^m\gamma_{ji}\cdot\left[-\boldsymbol{I}+(\boldsymbol x_j-\boldsymbol\mu_i)(\boldsymbol x_j-\boldsymbol\mu_i)^T\mathbf{\Sigma}_i^{-1}\right]=0$$
+$$\sum_{j=1}^m\gamma_{ji}(\boldsymbol x_j-\boldsymbol\mu_i)(\boldsymbol x_j-\boldsymbol\mu_i)^T\mathbf{\Sigma}_i^{-1}=\sum_{j=1}^m\gamma_{ji}\boldsymbol{I}$$
+
+$$\sum_{j=1}^m\gamma_{ji}(\boldsymbol x_j-\boldsymbol\mu_i)(\boldsymbol x_j-\boldsymbol\mu_i)^T=\sum_{j=1}^m\gamma_{ji}\mathbf{\Sigma}_i$$
+
 $$\mathbf{\Sigma}_i^{-1}\cdot\sum_{j=1}^m\gamma_{ji}(\boldsymbol x_j-\boldsymbol\mu_i)(\boldsymbol x_j-\boldsymbol\mu_i)^T=\sum_{j=1}^m\gamma_{ji}$$
 $$\mathbf{\Sigma}_i^{-1}\cdot\sum_{j=1}^m\gamma_{ji}(\boldsymbol x_j-\boldsymbol\mu_i)(\boldsymbol x_j-\boldsymbol\mu_i)^T=\sum_{j=1}^m\gamma_{ji}$$
 $$\mathbf{\Sigma}_i=\cfrac{\sum_{j=1}^m\gamma_{ji}(\boldsymbol x_j-\boldsymbol\mu_i)(\boldsymbol x_j-\boldsymbol\mu_i)^T}{\sum_{j=1}^m\gamma_{ji}}$$
 $$\mathbf{\Sigma}_i=\cfrac{\sum_{j=1}^m\gamma_{ji}(\boldsymbol x_j-\boldsymbol\mu_i)(\boldsymbol x_j-\boldsymbol\mu_i)^T}{\sum_{j=1}^m\gamma_{ji}}$$
 此即为公式(9.35)
 此即为公式(9.35)