12
$\begingroup$

In Goodfellow's (2016) book on deep learning, he talked about equivalence of early stopping to L2 regularisation (https://www.deeplearningbook.org/contents/regularization.html page 247).

Quadratic approximation of cost function $j$ is given by:

$$\hat{J}(\theta)=J(w^*)+\frac{1}{2}(w-w^*)^TH(w-w^*)$$

where $H$ is the Hessian matrix (Eq. 7.33). Is this missing the middle term? Taylor expansion should be: $$f(w+\epsilon)=f(w)+f'(w)\cdot\epsilon+\frac{1}{2}f''(w)\cdot\epsilon^2$$

$\endgroup$

1 Answer 1

15
$\begingroup$

They talk about the weights at optimum:

We can model the cost function $J$ with a quadratic approximation in the neighborhood of the empirically optimal value of the weights $w^∗$

At that point, the first derivative is zero—the middle term is thus left out.

$\endgroup$

Your Answer

By clicking “Post Your Answer”, you agree to our terms of service and acknowledge you have read our privacy policy.

Not the answer you're looking for? Browse other questions tagged or ask your own question.