formula list - feliyur/exercises GitHub Wiki
Derivatives
Function | $d/dx$ |
---|---|
$x^T \Sigma^{-1} x = \lVert x \rVert^2_\Sigma$ | $\nabla_x \left(\cdot\right) = 2\Sigma^{-1} x$ |
f(g(x)) | $J_f\cdot J_g,~\nabla f^T \cdot J_g,~f^\prime \cdot \nabla g^T, |
$\lVert f(x) \rVert^2_\Sigma$ | $2f(x)^T\Sigma^{-1} J_f$ |
Trace
(From wikipedia).
Trace equals the sum of eigenvalues: $$tr(A) = \sum \lambda_i$$
Trace of cyclic permutations of matrix product (if defined) is equal: $$tr(ABC)=tr(CAB)=tr(BCA)$$ (If matrices are symmetric, then any permutation order is allowed).
Full characterization of trace: $$tr(A+B)=tr(A)+tr(B)$$ $$tr(cA)=c\cdot tr(A)$$ $$tr(AB)=tr(BA)$$
Neural Tangent Kernel (NTK)
$$k_0(x_i, x_j) = \operatorname{\mathbb{E}}\limits_{\theta_0\sim \mathbb{P}(\theta_0)} \left\langle \nabla_\theta f(x_i, \theta_0), \nabla_\theta f(x_j, \theta_0) \right\rangle$$