4.20 ( ) Show that the Hessian matrix for the multiclass logistic regression problem, defined by (4.110),

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4.20 ( ) Show that the Hessian matrix for the multiclass logistic regression problem, defined by (4.110), is positive semidefinite. Note that the full Hessian matrix for this problem is of size MK ×MK, where M is the number of parameters and K is the number of classes. To prove the positive semidefinite property, consider the product uTHu where u is an arbitrary vector of lengthMK, and then apply Jensen’s inequality.

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Pattern Recognition And Machine Learning

ISBN: 9780387310732

1st Edition

Authors: Christopher M Bishop

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