Why we can approximate H(l) by 2J(f)^T J(f) for l=norm(f(w))^2=f(w)^T f(w) in the context of finding argmin_w f(w)?

link223mh

link223mh

Answered question

2022-10-16

Why we can approximate H(l) by 2 J ( f ) T J ( f ) for l = f ( w ) 2 = f ( w ) T f ( w ) in the context of finding a r g m i n w f ( w )?

Answer & Explanation

Alexandria Rubio

Alexandria Rubio

Beginner2022-10-17Added 10 answers

Assume that the Jacobian is known and use this to expand the differential of f f w = J d f = J d w
Now calculate the differential and gradient of
(using explicit dot products for clarity)
= f f d = 2 f d f = 2 f ( J d w ) = ( 2 J T f ) d w w = 2 J T f g
and thence the approximate differential and gradient of g, i.e. the Hessian(under the assumption that f 0)
d g = ( 2 J T d f + 2 d J T f ) ( 2 J T J d w ) + 0 g w 2 J T J

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