ML 常用 矩陣求導

矩陣常用求導,遵循分母佈局,越前面的式子越經常見到

(A+B)T=AT+BT (A+B)^{T} = A^{T}+B^{T}

(AB)T=BTAT (AB)^{T} = B^{T}A^{T}

(AB)1=B1A1 (AB)^{-1} = B^{-1}A^{-1}

bTXX=b \frac{\partial b^{T}X}{\partial X} = b

XTXX=2X \frac{\partial X^{T}X}{\partial X} = 2X

XTBXX=(B+BT)X \frac{\partial X^{T}BX}{\partial X} = (B+B^{T})X

XTbX=bTXX=b \frac{\partial X^{T}b}{\partial X} = \frac{\partial b^{T}X}{\partial X} = b

aTXbX=abT \frac{\partial a^{T}Xb}{\partial X} = ab^{T}

aTXTbX=baT \frac{\partial a^{T}X^{T}b}{\partial X} = ba^{T}

aTXaX=aTXTaX=aaT \frac{\partial a^{T}Xa}{\partial X} = \frac{\partial a^{T}X^{T}a}{\partial X} = aa^{T}

bTXTXcX=X(bcT+cbT) \frac{\partial b^{T}X^{T}Xc}{\partial X} = X(bc^{T}+cb^{T})

Tr(A)=iAii=iλi Tr(A) = \sum_{i} A_{ii} = \sum_{i} \lambda_{i}

tr(AB)A=BT \frac{\partial tr(AB)}{\partial A} = B^{T}

AA=AA1 \frac{\partial |A|}{\partial A} = |A|A^{-1}

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