Say we have a function g(x) = f(Ax+b) where A is a matrix. What's the Hessian of that? Is it d2f/d2x AA^T or AA^T d2f/d2x?
qiqinl
Answer to the question: Most of the multivariable functions(including all differentiable functions) we meet have the property that the order of partial derivatives can be exchanged.
Norah_Knive
There were a lot of math concepts and equations in the last couple of classes. Many of which I have come across in previous classes I have taken. It will be interesting too see when to use which function in the classes that follow.
Say we have a function g(x) = f(Ax+b) where A is a matrix. What's the Hessian of that? Is it d2f/d2x AA^T or AA^T d2f/d2x?
Answer to the question: Most of the multivariable functions(including all differentiable functions) we meet have the property that the order of partial derivatives can be exchanged.
There were a lot of math concepts and equations in the last couple of classes. Many of which I have come across in previous classes I have taken. It will be interesting too see when to use which function in the classes that follow.