Notation¶
Functions¶
Symbol | Meaning |
---|---|
Sum | |
Product | |
Sigmoid function | |
Expectation | |
Natural logarithm | |
Absolute value of x |
Sets¶
Symbol | Meaning |
---|---|
The set of real numbers | |
The set of vectors of real numbers of length | |
The set of matrices of real numbers of size |
Calculus¶
Symbol | Meaning |
---|---|
Derivative of f, shorthand for | |
Second derivative of f | |
Derivative of y with respect to x | |
Second derivative of y with respect to x | |
Partial derivative of y with respect to x | |
Second partial derivative of y with respect to x |
Information theory¶
Symbol | Meaning |
---|---|
KL-divergence between two distributions, P and Q |
Linear algebra¶
Symbol | Meaning |
---|---|
A vector | |
A matrix | |
Transpose of X | |
Conjugate transpose of X | |
Inverse of X | |
Euclidean norm of x | |
Identity matrix | |
Element-wise product of X and Y | |
Kronecker product of X and Y | |
Dot product of x and y | |
Trace of X | |
Determinant of X |
Probability¶
Symbol | Meaning |
---|---|
A random variable | |
Probability of a particular value of X. Shorthand for | |
Uniform distribution | |
Normal distribution |
Statistics¶
Symbol | Meaning |
---|---|
Mean | |
Standard deviation | |
Variance of X | |
Covariance of X and Y |
Machine learning¶
Symbol | Meaning |
---|---|
Parameters of the model | |
Observations or data | |
Feature vector | |
Loss function | |
Label | |
Prediction | |
Gradient at time t | |
Parameter update at time t | |
Learning rate |
Reinforcement learning¶
Symbol | Meaning |
---|---|
Policy | |
Action at time t | |
State at time t | |
Reward at time t | |
Value function | |
Action set | |
Discount factor |