5.21 ( ) Extend the expression (5.86) for the outer product approximation of the Hessian matrix to...
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5.21 ( ) Extend the expression (5.86) for the outer product approximation of the Hessian matrix to the case ofK > 1 output units. Hence, derive a recursive expression analogous to (5.87) for incrementing the number N of patterns and a similar expression for incrementing the number K of outputs. Use these results, together with the identity (5.88), to find sequential update expressions analogous to (5.89) for finding the inverse of the Hessian by incrementally including both extra patterns and extra outputs.
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Pattern Recognition And Machine Learning
ISBN: 9780387310732
1st Edition
Authors: Christopher M Bishop
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