Unsupervised Learning: Difference between revisions

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<math>= \min_{\beta} \sum_{j=1}^{k} \left[\log(\frac{-1}{\beta}(\sum_{i}Q^{(i)}_{(j)})) \sum_{i=1}^{m} Q^{(i)}_{(j)}  -(\sum_{i}Q^{(i)}_{(j)}) - (\beta/k) \right]</math><br>
<math>= \min_{\beta} \sum_{j=1}^{k} \left[\log(\frac{-1}{\beta}(\sum_{i}Q^{(i)}_{(j)})) \sum_{i=1}^{m} Q^{(i)}_{(j)}  -(\sum_{i}Q^{(i)}_{(j)}) - (\beta/k) \right]</math><br>
Taking the derivative with respect to <math>\beta</math>, we get:<br>
Taking the derivative with respect to <math>\beta</math>, we get:<br>
<math>
<math display="block">
\sum_{j=1}^{k} [(\frac{1}{(-1/\beta)(\sum Q)})(-\sum Q)(-\beta^{-2})(\sum Q) - \frac{1}{k}]  
\begin{aligned}
</math><br>
\sum_{j=1}^{k} [(\frac{1}{(-1/\beta)(\sum Q)})(-\sum Q)(-\beta^{-2})(\sum Q) - \frac{1}{k}]
<math>
&= \sum_{j=1}^{k} [ (\beta)(-\beta^{-2})(\sum Q) - \frac{1}{k}] \\
=\sum_{j=1}^{k} [ (\beta)(-\beta^{-2})(\sum Q) - \frac{1}{k}]  
&= \sum_{j=1}^{k} [\frac{-1}{\beta}(\sum_{i=1}^{m} Q) - \frac{1}{k}]\\
</math><br>
&= [\sum_{i=1}^{m} \frac{-1}{\beta} \sum_{j=1}^{k}P(z^{(i)} = j | x^{(i)}) - \sum_{j=1}^{k}\frac{1}{k}]\\
<math>
&= [\frac{-1}{\beta}\sum_{i=1}^{m}1 - 1]\\
= \sum_{j=1}^{k} [\frac{-1}{\beta}(\sum_{i=1}^{m} Q) - \frac{1}{k}]
&= \frac{-m}{\beta} - 1 = 0\\
</math><br>
\implies \beta &= -m
<math>
\end{aligned}
=[\sum_{i=1}^{m} \frac{-1}{\beta} \sum_{j=1}^{k}P(z^{(i)} = j | x^{(i)}) - \sum_{j=1}^{k}\frac{1}{k}]
</math><br>
<math>
= [\frac{-1}{\beta}\sum_{i=1}^{m}1 - 1]
</math><br>
<math>
= \frac{-m}{\beta} - 1 = 0
</math><br>
<math>
\implies \beta = -m
</math><br>
</math><br>
Plugging in <math>\beta = -m</math> into our equation for <math>\phi_j</math> we get <math>\phi_j = \frac{1}{m}\sum_{i=1}^{m}Q^{(i)}_{(j)}</math>
Plugging in <math>\beta = -m</math> into our equation for <math>\phi_j</math> we get <math>\phi_j = \frac{1}{m}\sum_{i=1}^{m}Q^{(i)}_{(j)}</math>
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\begin{aligned}
\begin{aligned}
KL(Q_i(z) \Vert P(z|X)) &= E_{Q} \left[ \log(\frac{Q_i(z)}{P(z|X)}) \right]\\
KL(Q_i(z) \Vert P(z|X)) &= E_{Q} \left[ \log(\frac{Q_i(z)}{P(z|X)}) \right]\\
&=E_Q(\log(\frac{Q_i(z) P(X^{(i)})}{P(X_z)P(z)})\\
&=E_Q(\log(\frac{Q_i(z) P(X^{(i)})}{P(X|z)P(z)})\\
&=E_Q(\log(\frac{Q_i(z)}{P(z)})) + \log(P(x^{(i)})) - E_Q(\log(P(X|z))\\
&=E_Q(\log(\frac{Q_i(z)}{P(z)})) + \log(P(x^{(i)})) - E_Q(\log(P(X|z))\\
&=KL(Q_i(z) \Vert P(z)) + \log(P(x^{(i)}) - E_Q(\log(P(X|z))
&=KL(Q_i(z) \Vert P(z)) + \log(P(x^{(i)}) - E_Q(\log(P(X|z))