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kashefy committed May 18, 2020
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\subsection{Learning by Gradient Ascent (i.e. hill climbing)}
\subsection{Learning by Gradient Ascent}

\mode<presentation>{
\begin{frame}
\begin{center} \huge
\secname
\end{center}
\begin{center}
i.e. hill climbing
\end{center}
\end{frame}
}
\notesonly{
Gradient Ascent, i.e. hill climbing
}

\begin{frame}{\secname}
Model parameters can be optimized by stepwise adjustment along the direction of the gradient of the cost function.

\begin{figure}[h]
Expand All @@ -14,7 +30,28 @@ \subsection{Learning by Gradient Ascent (i.e. hill climbing)}
%\caption{Gradient ascent using the training cost}
\label{fig:gradientDescent}
\end{figure}
\noindent Taking partial derivatives of the training cost in \eqref{eq:trainingCost} w.r.t. the model parameters $w_{ij}$ yields

\end{frame}

\begin{frame}{\secname}

\slidesonly{
\begin{equation} \label{eq:trainingCost}
E^T = \ln |\det \vec{W}\,| + \frac{1}{p} \sum\limits_{\alpha = 1}^p
\sum\limits_{l = 1}^N \ln \widehat{f}_l^{'} \Bigg(
\sum\limits_{k = 1}^N \mathrm{w}_{lk}
\mathrm{x}_k^{(\alpha)} \Bigg)
\end{equation}

\begin{equation}
\Delta \mathrm{w}_{ij} =
%\underbrace{ \eta }_{
%\substack{ \text{learning} \\ \text{rate}} }
\frac{\partial E^T}{\partial \mathrm{w}_{ij}}
\end{equation}
}

\noindent Taking partial derivatives of the training cost\notesonly{ in \eqref{eq:trainingCost}} w.r.t. the model parameters $w_{ij}$ yields
\begin{equation}
\frac{\partial E^T}{\partial \mathrm{w}_{ij}}
= \underbrace{
Expand All @@ -33,7 +70,12 @@ \subsection{Learning by Gradient Ascent (i.e. hill climbing)}
\big( \ln |\det \vec{W}\,| \big) }_{
\big( \vec{W}^{-1} \big)_{ji} }
\end{equation}
with an individual cost $e^{(\alpha)}$ for each observation $\mathrm{x}^{(\alpha)}$:

\end{frame}

\begin{frame}{Scope of learning: batch learning}

with an individual cost $e^{(\alpha)}$ for each observation $\vec{x}^{(\alpha)}$:
\begin{equation}
e^{(\alpha)} = \ln |\det \vec{W}\,| + \sum\limits_{l = 1}^N \ln
\widehat{f}_l^{'} \Bigg( \sum\limits_{k = 1}^N
Expand All @@ -57,8 +99,31 @@ \subsection{Learning by Gradient Ascent (i.e. hill climbing)}
= \frac{\eta}{p} \sum\limits_{\alpha = 1}^p
\frac{\partial e^{(\alpha)}}{\partial \mathrm{w}_{ij}}
\end{equation}

\end{frame}

\begin{frame}{Scope of learning: online learning}

or using \emph{on-line-learning} by updating $w_{ij}$ with each individual cost $e^{(\alpha)}$ as follows:
\begin{algorithm}[ht]

\slidesonly{
\begin{algorithm}[H]
\DontPrintSemicolon
$t \leftarrow 1$\;
random initialization of weights $w_{ij}$\;
\Begin{
$\eta_t = \frac{\eta_0}{t}$\;
select next data point $\vec{x}^{(\alpha)}$\;
change all $\mathrm{w}_{ij}$ according to:
$\Delta \mathrm{w}_{ij}^{(t)} = \eta_t \frac{\partial e_t^{(\alpha)}}{\partial
\mathrm{w}_{ij}} $\;
$t \leftarrow t + 1$}
%\caption{On-line learning for ICA}
\label{alg:onlineGD}
\end{algorithm}
}
\notesonly{
\begin{algorithm}[h]
\DontPrintSemicolon
$t \leftarrow 1$\;
random initialization of weights $w_{ij}$\;
Expand All @@ -72,10 +137,17 @@ \subsection{Learning by Gradient Ascent (i.e. hill climbing)}
%\caption{On-line learning for ICA}
\label{alg:onlineGD}
\end{algorithm}
}

\end{frame}

%\clearpage

\clearpage

\subsection{Natural Gradient Learning}

\begin{frame}{\subsecname}

The natural gradient allows for an efficient \& fast learning rule (no matrix inversions
necessary!) to do steepest ascent under normalized step size (cf. lecture slides 2.2.1 for details)

Expand All @@ -87,6 +159,8 @@ \subsection{Natural Gradient Learning}
\label{fig:NatGrad}
\end{figure}

\end{frame}


% -----------------------------------------------------------------------------
\newpage
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