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ゼロから作るDeep Learning ❺ ―生成モデル編
book

ゼロから作るDeep Learning ❺ ―生成モデル編

by 斎藤 康毅
April 2024
Intermediate to advanced
336 pages
3h 27m
Japanese
O'Reilly Japan, Inc.
Content preview from ゼロから作るDeep Learning ❺ ―生成モデル編

付録A多次元正規分布の最尤推定の導出✪

本付録は「3.4 多次元正規分布の最尤推定」の補足ページです。タイトルに✪があるとおり、数式がメインのページで、数学的に難易度の高い内容になっています。

ここでは多次元正規分布の最尤推定の導出を行います。前提とする式は次の2つです。

\begin{align} \mathcal{N}({\boldsymbol{x}}; {\boldsymbol{\mu}}, {\boldsymbol{\Sigma}}) &= \frac{1}{\sqrt{(2\pi)^D |{\boldsymbol{\Sigma}}|}}\exp \left \{-\frac{1}{2}{} ({\boldsymbol{x}}-{\boldsymbol{\mu}})^{\top} {\boldsymbol {\Sigma}}^{-1} ({\boldsymbol{x}}-{\boldsymbol{\mu}}) \right \} \taglabel{A.1} \\  L({\boldsymbol{\mu}}, {\boldsymbol{\Sigma}}) &= \log \prod_{n=1}^{N}\mathcal{N}({\boldsymbol{x}}^{(n)}; {\boldsymbol{\mu}}, {\boldsymbol{\Sigma}}) \taglabel{A.2} \end{align}

そして\frac{\partial L}{\partial {\boldsymbol{\mu}}} = {\boldsymbol 0}\frac{\partial L}{\partial {\boldsymbol{\Sigma}}} = {\boldsymbol 0}により、次の解を得る過程を示します。

\begin{align*}   \hat {\boldsymbol \mu}    &= \frac{1}{N}\sum_{n=1}^{N}{\boldsymbol x}^{(n)} \\   \hat {\boldsymbol \Sigma} &= \frac{1}{N}\sum_{n=1}^{N}({\boldsymbol x}^{(n)}-\hat {\boldsymbol \mu})({\boldsymbol x}^{(n)}-\hat {\boldsymbol \mu})^{\top} \end{align*}

まずは、式(A.2)\mathcal{N}({\boldsymbol{x}}^{(n)}; {\boldsymbol{\mu}}, {\boldsymbol{\Sigma}})に正規分布の式(A.1)を代入して展開します。

ここでの式展開では、次の式が成り立つことを利用しています。

A.1 の最尤推定

最初の目標は ...

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Publisher Resources

ISBN: 9784814400591Publisher Website