commit 1f230ab33424712515fca44f99ddf6693a750abe
parent 86bca759bad5355fbe90ef17c716ac352c367225
Author: Silas Brack <s174433@student.dtu.dk>
Date: Thu, 2 Feb 2023 19:49:09 +0100
Stupid latex.
Diffstat:
1 file changed, 2 insertions(+), 2 deletions(-)
diff --git a/chapters/training.tex b/chapters/training.tex
@@ -176,8 +176,8 @@ This means that it is important to compute the negative log-likelihood correctly
For computing the posterior precision using a mini-batch, we thus have to scale the likelihood term by \(N / B\) to account for the fact that the likelihood is computed on a mini-batch of size \(B\) instead of the full dataset of size \(N\), yielding \(N / B \sum_{i=1}^B \bm J_i \bm H_i \bm J_i + \alpha \identity\).
We compute the log-determinant of this mini-batched posterior precision as
\begin{align}
- \log \det \left( \frac{N}{B} \textstyle{\sum_{i=1}^B} \bm J_i \bm H_i \bm J_i + \alpha \identity \right)
- ={} & \log \det \left( \frac{N}{B} \left(\textstyle{\sum_{i=1}^B} \bm J_i \bm H_i \bm J_i + \frac{B}{N} \alpha \identity \right) \right)
+ \log\det \left( \frac{N}{B} \textstyle{\sum_{i=1}^B} \bm J_i \bm H_i \bm J_i + \alpha \identity \right)
+ ={} & \log\det \left( \frac{N}{B} \left(\textstyle{\sum_{i=1}^B} \bm J_i \bm H_i \bm J_i + \frac{B}{N} \alpha \identity \right) \right)\hspace{-0.05cm}
\\ ={} & D \log \frac{N}{B} + \log \det \left( \textstyle{\sum_{i=1}^B} \bm J_i \bm H_i \bm J_i + \frac{B}{N} \alpha \identity \right). \nonumber
\end{align}
The scaling is thus important for determining the relative importance of the prior and likelihood terms in the eigenvalues.