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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Bイェンセンの不等式

ここでは、イェンセンの不等式について説明します。またイェンセンの不等式により、ELBOの導出ができることを示します(「5.2 EMアルゴリズムの導出①」では、本付録とは別の方法でELBOを導出しました)。

B.1 凸関数とイェンセンの不等式

イェンセンの不等式は、凸関数とつかんすうに関する性質を表した式です。「f(x)が凸関数である」とは、f(x)のすべての弦が関数よりも上、もしくは関数上にあることを言います。弦とは、図B-1で示すように、関数上の任意の2点間の線分を表します。

関数と弦

図B-1 関数と弦

凸関数であることは、数式を使って次のように表されます。

任意の2つの点x_1, x_2に対して、がの間で以下の条件が成り立つとき凸関数という。

(B.1)のは、点との間をの比率で内分する点を表します。同様に、 ...

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Publisher Resources

ISBN: 9784814400591Publisher Website