做個(gè)記錄铲掐,
1,Isx,y -?Ix,y?=?I(s,y)|x
????討論:
????????1) x~粗粒度時(shí)竿开,求證分段I(s,y)|x~最大 => I(s,y)|x最大屠尊,(反之不一定成立棺耍。)
????????2) 每次取一個(gè)x~的sy組虱咧,多次sgd效果相同熊榛,因?yàn)長(zhǎng)=-<i(s,y)|x>,是多次x采樣的均值腕巡。
2, 若s|xy=s|x:
a, 則:I(s,y)|x = 0
????b,?若I(x,y)|s?= 0, 則 Is,y?= Ix,y.
? -Isn,y + Csn|y - Cs0 + Sum_l[Cs_|sl]
=-Iin,y + Sum_l[<log(Pil|s_)>] - Sum_l[<log(Qi_|sl)>] - <log(Rin)>
其中:
? ?<log(Pil|s_)> = <nlog[vil(s_)]>/2 - log(2pi)/2 - 1/2
? -<log(Qi_|sl)> = -<nln[vi_(sl)]>/2 + log(2pi)/2 + (i_ - mi_)**2/(vi_)**2/2
? -<log(Rin)> = in**2/2 + log(2pi)/2