User:IssaRice/Chain rule proofs

From Machinelearning
Revision as of 01:22, 28 November 2018 by IssaRice (talk | contribs) (Created page with "==Using Newton's approximation== Since <math>g</math> is differentiable at <math>y_0</math>, we know <math>g'(y_0)</math> is a real number, and we can write <math>g(y) = g(y...")
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)

Using Newton's approximation

Since g is differentiable at y0, we know g(y0) is a real number, and we can write

g(y)=g(y0)+g(y0)(yy0)+[g(y)(g(y0)+g(y0)(yy0))]

If we define Eg(Δy):=g(y)(g(y0)+g(y0)(yy0)) we can write

g(y)=g(y0)+g(f(x0))(yy0)+Eg(Δy)

Newton's approximation says that |Eg(Δy)|ϵ|yy0| as long as |yy0|δ.