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12 - 4 - Kernels I (16 min).srt
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1
00:00:00,080 --> 00:00:01,140
In this video, I'd like
在这次的课程中(字幕整理:中国海洋大学,黄海广,haiguang2000@qq.com)
2
00:00:01,370 --> 00:00:03,120
to start adapting support vector
我将对支持向量机算法做一些改变
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00:00:03,390 --> 00:00:06,280
machines in order to develop complex nonlinear classifiers.
以构造复杂的非线性分类器
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00:00:07,630 --> 00:00:10,410
The main technique for doing that is something called kernels.
我们用"Kernels(核函数)"来达到此目的
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00:00:11,730 --> 00:00:13,690
Let's see what this kernels are and how to use them.
我们来看看核函数是什么 以及如何使用
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00:00:15,860 --> 00:00:16,930
If you have a training set that
如果
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00:00:17,030 --> 00:00:18,270
looks like this, and you
你有一个像这样的训练集
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00:00:18,400 --> 00:00:20,000
want to find a
然后你希望拟合一个
9
00:00:20,150 --> 00:00:21,670
nonlinear decision boundary to distinguish
非线性的判别边界
10
00:00:22,270 --> 00:00:23,950
the positive and negative examples, maybe
来区别正负实例
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00:00:24,350 --> 00:00:25,900
a decision boundary that looks like that.
可能是这样的一个判别边界
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00:00:27,040 --> 00:00:27,950
One way to do so is
一种办法
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00:00:28,230 --> 00:00:29,760
to come up with a set
是构造
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of complex polynomial features, right? So, set of
多项式特征变量 是吧
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00:00:32,340 --> 00:00:33,420
features that looks like this,
也就是像这样的特征变量集合
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00:00:34,140 --> 00:00:34,990
so that you end up
这样
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with a hypothesis X that
你就能得到一个假设X
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predicts 1 if you know
如果θ0加上θ1*X1
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00:00:40,570 --> 00:00:41,790
that theta 0 and plus theta 1 X1
加上其他的多项式特征变量
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plus dot dot dot all those polynomial features is
之和大于0
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00:00:45,180 --> 00:00:47,410
greater than 0, and
那么就预测为1
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predict 0, otherwise.
反之 则预测为0
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00:00:51,070 --> 00:00:52,760
And another way
这种方法
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00:00:52,980 --> 00:00:54,330
of writing this, to introduce
的另一种写法
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a level of new notation that
这里介绍一个新的概念
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I'll use later, is that
之后将会用到
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00:00:58,200 --> 00:00:59,370
we can think of a hypothesis
我们可以把假设函数
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as computing a decision boundary
看成是用这个
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00:01:02,120 --> 00:01:03,380
using this. So, theta
来计算判别边界 那么
30
00:01:03,820 --> 00:01:04,870
0 plus theta 1 f1 plus
θ0+θ1*f1+
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00:01:05,070 --> 00:01:06,130
theta 2, f2 plus theta
θ2*f2+θ3*f3
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00:01:06,610 --> 00:01:08,730
3, f3 plus and so on.
加上其他项
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00:01:09,590 --> 00:01:12,790
Where I'm going to
在这里
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00:01:13,050 --> 00:01:14,070
use this new denotation
我将用这几个新的符号
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f1, f2, f3 and so
f1 f2 f3等等
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00:01:16,270 --> 00:01:17,610
on to denote these new sort of features
来表示一系列我将要计算的
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00:01:19,350 --> 00:01:20,630
that I'm computing, so f1 is
新的特征变量
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just X1, f2 is equal
因此 f1就等于X1
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00:01:24,600 --> 00:01:27,060
to X2, f3 is
f2就等于X2
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00:01:27,140 --> 00:01:28,560
equal to this one
f3等于这个
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00:01:28,770 --> 00:01:29,790
here. So, X1X2. So,
X1X2
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00:01:29,900 --> 00:01:32,200
f4 is equal to
f4等于X1的平方
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00:01:33,840 --> 00:01:35,590
X1 squared where f5 is
f5等于X2的平方
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to be x2 squared and so
等等
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on and we seen previously that
我们之前看到
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00:01:40,350 --> 00:01:41,190
coming up with these high
通过加入这些
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order polynomials is one
高阶项
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way to come up with lots more features,
我们可以得到更多特征变量
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00:01:45,470 --> 00:01:47,070
the question is, is
问题是
50
00:01:47,250 --> 00:01:48,600
there a different choice of
能不能选择别的特征变量
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00:01:48,670 --> 00:01:51,350
features or is there better sort of features than this high order
或者有没有比这些高阶项更好的特征变量
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00:01:51,690 --> 00:01:53,510
polynomials because you know
因为
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00:01:53,830 --> 00:01:54,820
it's not clear that this high
我们并不知道
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00:01:55,120 --> 00:01:56,350
order polynomial is what we want,
这些高阶项是不是我们真正需要的
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00:01:56,860 --> 00:01:57,920
and what we talked about
我们之前谈到
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00:01:58,170 --> 00:01:59,560
computer vision talk about when
计算机视觉的时候
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00:01:59,780 --> 00:02:01,940
the input is an image with lots of pixels.
提到过这时的输入是一个有很多像素的图像
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00:02:02,540 --> 00:02:04,670
We also saw how using high order polynomials
我们看到如果用高阶项作为特征变量
59
00:02:05,140 --> 00:02:06,360
becomes very computationally
运算量将是非常大的
60
00:02:07,320 --> 00:02:08,270
expensive because there are
因为
61
00:02:08,280 --> 00:02:09,830
a lot of these higher order polynomial terms.
有太多的高阶项需要被计算
62
00:02:11,240 --> 00:02:12,280
So, is there a different or
因此 我们是否有不同的选择
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00:02:12,430 --> 00:02:13,160
a better choice of the features
或者是更好的选择来构造特征变量
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00:02:14,110 --> 00:02:15,100
that we can use to plug
以用来
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00:02:15,410 --> 00:02:16,770
into this sort of
嵌入到
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00:02:17,500 --> 00:02:19,200
hypothesis form.
假设函数中
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00:02:19,420 --> 00:02:20,470
So, here is one idea for how to
事实上 这里有一个可以构造
68
00:02:20,580 --> 00:02:23,580
define new features f1, f2, f3.
新特征f1 f2 f3的想法
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00:02:24,970 --> 00:02:25,930
On this line I am
在这一行中
70
00:02:26,100 --> 00:02:27,600
going to define only three new
我只定义三个
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00:02:27,890 --> 00:02:28,770
features, but for real problems
特征变量 但是对于实际问题而言
72
00:02:29,500 --> 00:02:30,650
we can get to define a much larger number.
我们可以定义非常多的特征变量
73
00:02:31,060 --> 00:02:32,060
But here's what I'm going to do
但是在这里
74
00:02:32,260 --> 00:02:33,400
in this phase
对于这里的
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00:02:33,640 --> 00:02:34,980
of features X1, X2, and
特征X1 X2
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00:02:35,400 --> 00:02:36,520
I'm going to leave X0
我不打算
77
00:02:36,720 --> 00:02:37,800
out of this, the
把X0放在这里
78
00:02:38,060 --> 00:02:39,230
interceptor X0, but
截距X0
79
00:02:39,330 --> 00:02:40,320
in this phase X1 X2, I'm going to just,
但是这里的X1 X2
80
00:02:42,550 --> 00:02:43,560
you know, manually pick a few points, and then
我打算手动选取一些点
81
00:02:43,750 --> 00:02:45,210
call these points l1, we
然后将这些点定义为l1
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00:02:45,450 --> 00:02:46,720
are going to pick
再选一个
83
00:02:46,820 --> 00:02:49,560
a different point, let's call
不同的点
84
00:02:50,080 --> 00:02:51,390
that l2 and let's pick
把它定为l2
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00:02:51,710 --> 00:02:52,880
the third one and call
再选第三个点
86
00:02:53,170 --> 00:02:55,800
this one l3, and for
定为l3
87
00:02:55,900 --> 00:02:56,830
now let's just say that I'm
现在 假设我打算
88
00:02:56,930 --> 00:02:59,220
going to choose these three points manually.
只手动选取三个点
89
00:02:59,870 --> 00:03:02,860
I'm going to call these three points line ups, so line up one, two, three.
将这三个点作为标记,标记1,标记2,标记3
90
00:03:03,720 --> 00:03:04,630
What I'm going to do is
我将要做的是
91
00:03:04,790 --> 00:03:07,190
define my new features as follows, given
这样定义新的特征变量
92
00:03:07,510 --> 00:03:10,070
an example X, let me
给出一个实例X
93
00:03:10,170 --> 00:03:13,130
define my first feature f1
将第一个特征变量f1
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00:03:13,330 --> 00:03:16,010
to be some
定义为
95
00:03:16,260 --> 00:03:18,960
measure of the similarity between
一种相似度的度量
96
00:03:19,330 --> 00:03:21,460
my training example X and
度量实例X与
97
00:03:21,680 --> 00:03:26,270
my first landmark and
第一个标记的相似度
98
00:03:26,520 --> 00:03:27,840
this specific formula that I'm
我将要用来度量相似度的
99
00:03:27,950 --> 00:03:29,600
going to use to measure similarity is
这个公式
100
00:03:30,160 --> 00:03:31,830
going to be this is E to
是这样的 对括号的内容取exp
101
00:03:31,940 --> 00:03:34,220
the minus the length of
负号 X-l1的长度
102
00:03:34,470 --> 00:03:37,880
X minus l1, squared, divided
平方
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00:03:38,320 --> 00:03:39,610
by two sigma squared.
除以2倍的σ平方
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00:03:40,730 --> 00:03:41,640
So, depending on whether or not
取决于你之前是否看了
105
00:03:41,780 --> 00:03:43,420
you watched the previous optional video,
上一个可选视频
106
00:03:44,390 --> 00:03:48,140
this notation, you know, this is
这个记号表示
107
00:03:48,460 --> 00:03:49,340
the length of the vector
向量W的长度
108
00:03:49,680 --> 00:03:51,260
W. And so, this thing
因此
109
00:03:51,460 --> 00:03:53,760
here, this X
这里的
110
00:03:54,020 --> 00:03:55,990
minus l1, this is
X-l1
111
00:03:56,100 --> 00:03:57,440
actually just the euclidean distance
就是欧式距离取平方
112
00:03:58,610 --> 00:03:59,950
squared, is the euclidean
是点x与l1之间的
113
00:04:00,410 --> 00:04:03,240
distance between the point x and the landmark l1.
欧式距离
114
00:04:03,530 --> 00:04:04,610
We will see more about this later.
我们之后会更多地谈到这个
115
00:04:06,440 --> 00:04:07,990
But that's my first feature, and
这是我的第一个特征向量
116
00:04:08,120 --> 00:04:09,610
my second feature f2 is
然后是f2
117
00:04:09,750 --> 00:04:11,750
going to be, you know,
它等于
118
00:04:12,370 --> 00:04:14,040
similarity function that measures
对x和l2使用相似度函数
119
00:04:14,400 --> 00:04:17,310
how similar X is to l2 and the game is going to be defined as
度量x与l2的相似度
120
00:04:17,370 --> 00:04:19,360
the following function.
这个相似度函数同上
121
00:04:25,970 --> 00:04:27,320
This is E to the minus of the square of the euclidean distance
对如下值取exp
122
00:04:28,150 --> 00:04:29,050
between X and the second
X到第二个标记之间的欧式距离
123
00:04:29,820 --> 00:04:31,310
landmark, that is what the enumerator is and
这是分子
124
00:04:31,510 --> 00:04:32,660
then divided by 2 sigma squared
再除以2倍的σ平方
125
00:04:33,520 --> 00:04:35,280
and similarly f3 is, you know,
类似的 f3
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00:04:35,850 --> 00:04:39,480
similarity between X
等于X与l3之间的
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00:04:39,840 --> 00:04:41,860
and l3, which is
相似度
128
00:04:41,980 --> 00:04:44,510
equal to, again, similar formula.
公式同上
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00:04:46,550 --> 00:04:48,070
And what this similarity
这个相似度函数是
130
00:04:48,830 --> 00:04:50,440
function is, the mathematical term
用数学术语来说
131
00:04:50,730 --> 00:04:52,030
for this, is that this is
它就是
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00:04:52,160 --> 00:04:54,390
going to be a kernel function.
核函数
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00:04:55,340 --> 00:04:56,810
And the specific kernel I'm using
这里我所说的核函数
134
00:04:57,140 --> 00:04:59,570
here, this is actually called a Gaussian kernel.
实际上是高斯核函数
135
00:05:00,630 --> 00:05:01,920
And so this formula, this particular
因此这个公式
136
00:05:02,500 --> 00:05:04,990
choice of similarity function is called a Gaussian kernel.
我们选择的这个相似度公式是高斯核函数
137
00:05:05,770 --> 00:05:07,220
But the way the terminology goes is that, you know, in
但是这个术语
138
00:05:07,360 --> 00:05:09,110
the abstract these different
其实概括了
139
00:05:09,600 --> 00:05:11,270
similarity functions are called kernels and
许多不同的相似度函数
140
00:05:11,600 --> 00:05:12,670
we can have different similarity functions
它们都称作核函数
141
00:05:13,750 --> 00:05:16,410
and the specific example I'm giving here is called the Gaussian kernel.
而我用的这个特定例子是高斯核函数
142
00:05:17,110 --> 00:05:18,400
We'll see other examples of other kernels.
之后我们会见到别的核函数
143
00:05:18,840 --> 00:05:21,100
But for now just think of these as similarity functions.
但是现在就把这个当做相似度函数
144
00:05:22,470 --> 00:05:24,100
And so, instead of writing similarity between
我们通常不需要写
145
00:05:24,500 --> 00:05:26,270
X and l, sometimes we
X和L的相似度
146
00:05:26,480 --> 00:05:28,380
also write this a kernel denoted
有时我们就直接这样写
147
00:05:29,070 --> 00:05:32,360
you know, lower case k between x and one of my landmarks all right.
小写的k 括号里是x和标记l
148
00:05:34,120 --> 00:05:36,120
So let's see what a
现在
149
00:05:36,650 --> 00:05:38,480
criminals actually do and
我们来看看核函数到底可以做什么
150
00:05:38,810 --> 00:05:40,640
why these sorts of similarity
为什么这些相似度函数
151
00:05:41,280 --> 00:05:44,540
functions, why these expressions might make sense.
这些表达式是正确的
152
00:05:46,690 --> 00:05:48,020
So let's take my first landmark. My
先来看看我们的第一个标记
153
00:05:48,330 --> 00:05:49,230
landmark l1, which is
标记l1
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00:05:49,350 --> 00:05:51,370
one of those points I chose on my figure just now.
l1是我之前在图中选取的几个点中的其中一个
155
00:05:53,000 --> 00:05:54,160
So the similarity of the kernel between x and l1 is given by this expression.
因此x和l1之间的核函数相似度是这样表达的
156
00:05:57,530 --> 00:05:58,600
Just to make sure, you know, we
为了保证
157
00:05:58,690 --> 00:05:59,600
are on the same page about what
你知道
158
00:05:59,780 --> 00:06:01,860
the numerator term is, the
这个分子项是什么
159
00:06:01,960 --> 00:06:03,140
numerator can also be
这个分子也可以
160
00:06:03,330 --> 00:06:04,620
written as a sum from
写为
161
00:06:04,880 --> 00:06:06,470
J equals 1 through N on sort of the distance.
对这个距离求和 j从1到n
162
00:06:07,000 --> 00:06:08,700
So this is the component wise distance
这是向量X和l
163
00:06:09,270 --> 00:06:10,900
between the vector X and
各分量之间的距离
164
00:06:11,070 --> 00:06:12,050
the vector l. And again
再次地
165
00:06:12,380 --> 00:06:14,460
for the purpose of these
在这几张幻灯片中
166
00:06:14,720 --> 00:06:16,180
slides I'm ignoring X0.
我忽略了X0
167
00:06:16,680 --> 00:06:17,910
So just ignoring the intercept
因此我们暂时先不管截距项X0
168
00:06:18,220 --> 00:06:19,960
term X0, which is always equal to 1.
X0总是等于1
169
00:06:21,430 --> 00:06:22,470
So, you know, this is
那么 你现在明白
170
00:06:22,630 --> 00:06:25,780
how you compute the kernel with similarity between X and a landmark.
这就是你通过计算X和标记之间的相似度得到的核函数
171
00:06:27,270 --> 00:06:28,200
So let's see what this function does.
让我们来看看这个函数计算的是什么
172
00:06:29,110 --> 00:06:31,870
Suppose X is close to one of the landmarks.
假设X与其中一个标记点非常接近
173
00:06:33,320 --> 00:06:34,910
Then this euclidean distance
那么这个欧式距离
174
00:06:35,360 --> 00:06:36,690
formula and the numerator will
以及这个分子
175
00:06:36,990 --> 00:06:38,770
be close to 0, right.
就会接近于0 对吧
176
00:06:38,890 --> 00:06:40,070
So, that is this term
这是因为
177
00:06:40,580 --> 00:06:41,880
here, the distance was great,
这里的这个项 是距离的平方
178
00:06:42,170 --> 00:06:43,130
the distance using X and 0
X到l的距离
179
00:06:43,240 --> 00:06:45,130
will be close to zero, and so
接近于0
180
00:06:46,390 --> 00:06:47,440
f1, this is a simple
因此f1
181
00:06:47,710 --> 00:06:50,100
feature, will be approximately E
这个特征变量约等于
182
00:06:50,290 --> 00:06:52,760
to the minus 0 and
对-0取exp
183
00:06:52,800 --> 00:06:54,650
then the numerator squared over 2 is equal to squared
然后除以2倍的σ平方
184
00:06:55,650 --> 00:06:56,670
so that E to the
因此对0取exp
185
00:06:56,770 --> 00:06:58,070
0, E to minus 0,
对-0取exp
186
00:06:58,370 --> 00:06:59,810
E to 0 is going to be close to one.
约等于1
187
00:07:01,640 --> 00:07:03,480
And I'll put the approximation symbol here
我把约等号放在这里
188
00:07:03,700 --> 00:07:05,430
because the distance may
是因为这个距离
189
00:07:05,530 --> 00:07:06,930
not be exactly 0, but
不是严格地等于0
190
00:07:07,120 --> 00:07:08,040
if X is closer to landmark
但是X越接近于L
191
00:07:08,340 --> 00:07:09,190
this term will be close
那么这个项就会越接近于0
192
00:07:09,440 --> 00:07:12,070
to 0 and so f1 would be close 1.
因此f1越接近于1
193
00:07:13,400 --> 00:07:15,220
Conversely, if X is
相反地
194
00:07:15,520 --> 00:07:17,350
far from 01 then this
如果X离L1越远
195
00:07:17,550 --> 00:07:18,940
first feature f1 will
那么f1
196
00:07:19,820 --> 00:07:21,190
be E to the minus
就等于对一个非常大的数字
197
00:07:21,540 --> 00:07:24,040
of some large number squared,
的平方除以2倍σ平方
198
00:07:24,960 --> 00:07:25,980
divided divided by two sigma
再取exp
199
00:07:26,260 --> 00:07:27,690
squared and E to
然后
200
00:07:27,810 --> 00:07:28,800
the minus of a large number
对一个负的大数字取exp