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HomeMIT 18.S096 Matrix Calculus For Machine Learning And Beyond, IAP 2023Lecture 7 Part 2: Second Derivatives, Bilinear Forms, and Hessian Matrices

Lecture 7 Part 2: Second Derivatives, Bilinear Forms, and Hessian Matrices

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Description: First derivatives are linear operators, so second derivatives are bilinear forms, sometimes called “Hessians” (especially for scalar-valued functions of column vectors, where the Hessian is simply a symmetric matrix).

Instructors: Alan Edelman, Steven G. Johnson