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08-Norms of Vectors and Matrices.srt
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以下内容提供
the following content is provided under
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CreativeCommons许可您的支持
a Creative Commons license your support
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将帮助MITOpenCourseWare继续
will help MIT OpenCourseWare continue to
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提供高质量的教育资源
offer high quality educational resources
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捐款或查看额外的捐款
to make a donation or to view additional
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数百个麻省理工学院课程的材料
materials from hundreds of MIT courses
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访问位于ocw.mit.edu的麻省理工学院开放式课件
visit MIT opencourseware at ocw.mit.edu
9
00:00:21,730 --> 00:00:31,394
好的,所以这个大麻省理工学院我只是来自一个
okay so this big MIT I just came from a
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00:00:31,399 --> 00:00:35,685
教师很棒的教师安迪低
faculty terrific faculty member Andy low
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00:00:35,690 --> 00:00:41,295
在斯隆学校和我必须
in in the Sloan School and I have to
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00:00:41,300 --> 00:00:43,545
告诉你他告诉我们的是什么,然后我有
tell you what he told us and then I had
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00:00:43,550 --> 00:00:46,455
在他解释之前我不得不离开
I had to leave before he could explain
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为什么这是真的,但这就像是一个
why it's true but this is like an
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00:00:49,190 --> 00:00:51,405
我不想要的惊人事实
amazing fact which I don't want to
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忘了所以在这里你去这就是一切
forget so here you go this is everything
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将在该板所以它是很
will be on that board so it's it's it's
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00:00:57,920 --> 00:01:03,095
关于我们或其他人的观察
an observation about us or other people
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00:01:03,100 --> 00:01:07,724
也许不是我们,但假设你有一个
maybe not us but so suppose you have a
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00:01:07,729 --> 00:01:11,355
有偏见的硬币也许你不是人
biased coin maybe you don't the people
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00:01:11,360 --> 00:01:14,385
玩这个游戏不知道,但它
playing this game don't know but it's
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00:01:14,390 --> 00:01:19,455
75%的人可能生产25%的头部
75% likely to produce heads 25% likely
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产生尾巴然后玩家有
to produce tails and then the player has
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00:01:24,530 --> 00:01:29,135
猜到一个接一个的翻转
to guess for one flip after another
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头或尾,如果你得到一美元
heads or tails and you get a dollar if
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如果你是的话,你支付一美元是对的
you're right you pay a dollar if you're
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00:01:38,210 --> 00:01:41,175
错了,所以你只想得到尽可能多的
wrong so you just want to get as many
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从这枚硬币中做出正确的选择
right choices as possible from this coin
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继续翻转所以你应该怎么做
flip that continues so what should you
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做得好,我想我希望我们会这样做
do well what I guess I hope we would do
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00:01:55,580 --> 00:01:59,805
我们不知道是什么
is we would not know what the
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概率是如此我们猜测
probabilities were so we would guess
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也许是第一次尾巴的头
maybe heads the first time tails the
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第二次前往第三次
second time heads to the third time and
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等等,但实际结果却是
so on but the actual result would be
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00:02:12,529 --> 00:02:14,365
大多是头
mostly heads
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所以我们会在某些方面学到这一点
so we would learn at some point that
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或许也许不会那么快我们
maybe maybe not quite as soon as that we
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00:02:21,430 --> 00:02:24,965
最终会知道我们应该这样做
would eventually learn that we should
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00:02:24,970 --> 00:02:26,975
继续猜测正确然后我们
keep guessing heads right and then we
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00:02:26,980 --> 00:02:29,795
那将是我们的最佳选择
would be that would be our optimal
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战略猜测头所有的时间,但
strategy to guess heads all the time but
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人们实际上做了什么,他们确实开始
what do people actually do they do start
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00:02:39,730 --> 00:02:44,915
像这样,然后他们
like this same way and then they're
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00:02:44,920 --> 00:02:47,495
开始学习头脑更多
beginning to learn that heads is more
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00:02:47,500 --> 00:02:52,645
很常见,也许他们的头脑比
common so maybe they do more heads than
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00:02:52,650 --> 00:02:57,395
尾巴,但有时尾巴是正确的
tails but sometimes tails is right and
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00:02:57,400 --> 00:03:01,595
然后过一小会儿,他们也许看到
then after a little while they maybe see
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00:03:01,600 --> 00:03:04,565
是的,或者他们很好
that it's yeah or they're just well
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00:03:04,570 --> 00:03:06,815
也许他们不算他们只是
maybe they're not counting they're just
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00:03:06,820 --> 00:03:09,785
像普通人一样经营
like operating like ordinary people
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00:03:09,790 --> 00:03:13,295
普通人实际上做了什么
and what do ordinary people actually do
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00:03:13,300 --> 00:03:17,285
从长远来看,你会说猜
in the long run you would say guess
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00:03:17,290 --> 00:03:22,535
每次都对,但他们没有
heads every time right but they don't in
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00:03:22,540 --> 00:03:25,925
从长远来看,人们也许是动物
the long run people and maybe animals
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00:03:25,930 --> 00:03:30,215
无论猜测是四分之三
and whatever guess heads three-quarters
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00:03:30,220 --> 00:03:32,615
的时间,并在尾部四分之一
of the time and tails one quarter at a
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00:03:32,620 --> 00:03:35,375
他们的时间并不令人难以置信
time isn't that unbelievable they're
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00:03:35,380 --> 00:03:37,445
四分之一的时间猜测尾巴
guessing tails a quarter of the time
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00:03:37,450 --> 00:03:42,275
当赔率永远不会改变的时候
when the odds are never changing anyway
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00:03:42,280 --> 00:03:44,945
这就是经济学家的观点
that's that's something that economists
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00:03:44,950 --> 00:03:49,294
和其他人必须解释和
and and other people have to explain and
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00:03:49,299 --> 00:03:51,665
如果我能再住一小时
if I had been able to stay another hour
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00:03:51,670 --> 00:03:53,675
我可以告诉你这个解释
I could tell you about the explanation
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00:03:53,680 --> 00:03:57,755
但无论如何,那就是我看到的
but anyway that's that's I I see I've
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00:03:57,760 --> 00:03:59,555
写在我没有的板上
written that on a board that I have no
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00:03:59,560 --> 00:04:02,435
埋葬的方式,所以它会在那里
way to bury so it's gonna be there and
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00:04:02,440 --> 00:04:06,065
它不是1806年的主题,而是
it's not the subject of 1806 five but
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00:04:06,070 --> 00:04:10,354
它有点令人惊奇,所以有
it's kind of amazing right so there's
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00:04:10,359 --> 00:04:13,984
良好的数学问题无处不没关系我可以
good math problems everywhere okay can I
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00:04:13,989 --> 00:04:18,305
只要离开你我所知道的和
just leave you with what I know and and
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00:04:18,310 --> 00:04:21,125
如果我了解更多,我会回到那里
if I learn more I'll come back to that
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00:04:21,130 --> 00:04:24,375
问题没关系
question okay
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00:04:24,380 --> 00:04:28,245
请注意这种方式
please turn attention this way right
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00:04:28,250 --> 00:04:31,875
Norm在规范上有点说几句
Norm's a little a few words on norms
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00:04:31,880 --> 00:04:34,215
就像那个应该是你的一句话
just like that should be a word in your
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00:04:34,220 --> 00:04:37,095
语言,所以你应该知道它是什么
language and so you should know what it
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00:04:37,100 --> 00:04:39,795
意思是你应该知道他们是少数
mean and you should know they're a few
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00:04:39,800 --> 00:04:43,035
重要的规范再一个规范是一个
of the important norms again a norm is a
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00:04:43,040 --> 00:04:46,365
测量矢量或大小的方法
way to measure the size of a vector or
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00:04:46,370 --> 00:04:49,905
矩阵的大小或a的大小
the size of a matrix or the size of a
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00:04:49,910 --> 00:04:52,905
张紧我们拥有的任何东西或功能
tensor whatever we have or a function
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00:04:52,910 --> 00:04:56,255
非常重要的是规范
very important the norm would be a
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00:04:56,260 --> 00:04:59,685
功能就像正弦X从零到PI
function like sine X from zero to PI
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00:04:59,690 --> 00:05:02,295
那个函数的大小是多少?
what would be the size of that function
86
00:05:02,300 --> 00:05:05,175
好吧,如果它是两个正弦x的大小
well if it was two sine x the size would
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00:05:05,180 --> 00:05:08,205
两倍,所以规范应该
be twice as much so the norm should
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00:05:08,210 --> 00:05:14,285
反映,但昨天或
reflect that but so yesterday or
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00:05:14,290 --> 00:05:19,125
星期三我告诉你那里有P.
Wednesday I told you the so there P
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00:05:19,130 --> 00:05:25,275
等于1实际无穷大然后
equals to 1 actually infinity and then
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00:05:25,280 --> 00:05:28,545
我要用一个零的标准
I'm gonna put in the zero norm with a
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00:05:28,550 --> 00:05:31,515
问号,因为你会看到它
question mark because you'll see it's
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00:05:31,520 --> 00:05:33,975
它有问题,但让我公正
that it has a problem but let me just
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00:05:33,980 --> 00:05:37,335
从上次回忆起这些是P
recall from last time so these are the P
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00:05:37,340 --> 00:05:41,235
等于2是通常的平方和
equal to two is the usual sum of squares
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00:05:41,240 --> 00:05:45,195
平方根通常长度的向量P.
square root usual length of a vector P
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00:05:45,200 --> 00:05:51,015
这是一个非常重要的规范
equal one is this very important norm so
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00:05:51,020 --> 00:05:56,085
我们称之为l1规范,我们会看到
a we call that the l1 norm and we'll see
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00:05:56,090 --> 00:05:59,265
很多我真正提到过的
a lot of that that really I mentioned
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00:05:59,270 --> 00:06:01,815
它起着非常重要的作用
that it plays a very significant part
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00:06:01,820 --> 00:06:04,275
现在在压缩传感中它确实是一个
now in compress sensing it really was a
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00:06:04,280 --> 00:06:07,485
信号处理中的重磅炸弹
bombshell in signal processing to
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00:06:07,490 --> 00:06:10,575
发现和在其他领域
discover and in other fields to to
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00:06:10,580 --> 00:06:13,665
发现有些东西确实有效
discover that some things really work
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00:06:13,670 --> 00:06:17,355
在l1规范中做得最好
well work best in the l1 norm the
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00:06:17,360 --> 00:06:19,815
最大规范有自然的作用
maximum norm has a natural part to play
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00:06:19,820 --> 00:06:25,725
我们会看到它或它的矩阵模拟
and we'll see that or its matrix analog
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00:06:25,730 --> 00:06:30,435
所以我没有提到l0规范
so I didn't mention the l0 norm all this
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00:06:30,440 --> 00:06:35,445
LP业务因此LP规范
LP business so the LP norm
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00:06:35,450 --> 00:06:44,625
或者对于任何P,你是否获得了力量
or for any P is you take the piece power
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00:06:44,630 --> 00:06:49,135
在这里,P是2和
to the piece power up here P was 2 and
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00:06:49,140 --> 00:06:52,765
你拿这块根也好吧
your take the piece root so maybe I
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00:06:52,770 --> 00:06:56,685
应该把它写在P的那个上面
should write it to the one over P that's
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然后那样
then that way
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以片断力量和片断为基础我们
taking piece powers and piece roots we
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00:07:01,620 --> 00:07:05,305
得到两个V的标准有一个因素
do get the norm of two V has a factor
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00:07:05,310 --> 00:07:08,845
两个比较V的标准,所以P等于
two compared to the norm of V so P equal
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00:07:08,850 --> 00:07:10,765
到2你看到我们做对了
to 2 you see that we've got it right
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00:07:10,770 --> 00:07:13,135
那里的P等于你在这里看到的
there P equal one you see it here
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00:07:13,140 --> 00:07:16,225
因为它只是它的总和
because it's just just sum of the
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00:07:16,230 --> 00:07:19,375
绝对值人们无穷,如果我要是
absolute values people infinity if I if
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00:07:19,380 --> 00:07:23,035
我向上和向上移动P它会选择
I move P up and up and up it will pick
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00:07:23,040 --> 00:07:26,455
你知道,因为我增加P无论哪个
out you know as I increase P whichever
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一个是最大的将要采取
one is biggest is going to just take
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结束,这就是为什么你达到最大规范
over and that's why you get to max norm
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00:07:30,960 --> 00:07:35,155
现在,我正在使用零标准
now there's zero norm where I'm using
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00:07:35,160 --> 00:07:37,915
你会看到这个词不正确
that word like improperly as you'll see
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00:07:37,920 --> 00:07:42,475
因为如果是这样的话,那是什么呢?
because if so what is the 0 norm it's
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00:07:42,480 --> 00:07:55,065
所以它是非零的数量
the so so it's the number of non-zeros
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00:07:55,070 --> 00:08:05,275
它的非零组件就是它
of nonzero components its it it's the
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00:08:05,280 --> 00:08:07,345
你想知道有关的事
thing that you'd like to know about in
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稀疏性的问题确实存在
question of sparsity does the is there
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只有一个非零组件或那里11
just one nonzero component or there 11
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你有什么样的可能吗?
are there 101 like what that you might
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00:08:17,640 --> 00:08:21,925
想要最小化,因为稀疏
want to minimize that because sparse
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00:08:21,930 --> 00:08:24,355
向量和稀疏矩阵很多
vectors and sparse matrices are much
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00:08:24,360 --> 00:08:26,785
你得到了很好的计算速度更快
faster to compute with you've got good
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00:08:26,790 --> 00:08:29,335
东西,但现在我声称这不是一个常态
stuff but now i claim that's not a norm
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00:08:29,340 --> 00:08:32,565
在0非零分量的数目
in the number of 0 nonzero components
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因为什么是对如何做规范
because what's the norm of to how does
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00:08:36,479 --> 00:08:39,865
2V的标准与规范比较
the norm of 2v compare with the norm of
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00:08:39,870 --> 00:08:44,335
伏0规范这将是相同的到V
V the 0 norm it would be the same to V
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00:08:44,340 --> 00:08:46,865
具有相同数量的非零值
has the same number of non-zeros as
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00:08:46,870 --> 00:08:52,265
所以它违反了规范,所以我
so it violates the rule for a norm so I
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00:08:52,270 --> 00:08:57,065
想一想这些规范和所有的豌豆
think with these norms and all the peas
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00:08:57,070 --> 00:09:02,495
实际上是数学之间
in between so actually the the math
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00:09:02,500 --> 00:09:06,005
论文充满了让P介于1之间
papers are full of let P be between 1
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和无限,因为那是
and infinity and because that's the
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00:09:08,320 --> 00:09:10,475
在那里,你做的范围内有一个适当的标准为
range where you do have a proper norm as
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00:09:10,480 --> 00:09:14,435
我们会看到,我认为好的事情
we will see I think the good thing to do
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00:09:14,440 --> 00:09:17,735
这些规范是有一个画面中
with these norms is to have a picture in
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00:09:17,740 --> 00:09:20,675
你的思想规范的几何是真实的
your mind the geometry of a norm is real
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00:09:20,680 --> 00:09:23,255
是好的所以我要建议的图片
is good so the picture I'm gonna suggest
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00:09:23,260 --> 00:09:28,165
是绘制所有的矢量让我们说在2d
is plot all the vectors let's say in 2d
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00:09:28,170 --> 00:09:34,055
所以二维空间或两个所以我
so two dimensional space or two so I
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00:09:34,060 --> 00:09:37,475
想要绘制他们所拥有的向量
want to plot then the vectors they have
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00:09:37,480 --> 00:09:43,145
V在这些不同的规范中等于1
V equal one in these different norms so
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让我问你这是什么,这里是2d空间
let me ask you what so here's 2d space
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00:09:48,210 --> 00:09:51,695
r2现在我想绘制所有的
r2 and now I want to plot all the
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00:09:51,700 --> 00:09:55,865
具有普通l2的向量
vectors that have the ordinary l2
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00:09:55,870 --> 00:09:59,915
长度等于一个,这样又有什么
lengths equal one so what does that
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00:09:59,920 --> 00:10:01,895
图片看起来像我只是想一张照片
picture look like I just think a picture
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00:10:01,900 --> 00:10:03,815
真的是值得的东西它是一个圆
is really worth something it's a circle
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00:10:03,820 --> 00:10:07,415
谢谢它是一个圆圈,这是一个圆圈
thanks it's a circle it's a circle this
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00:10:07,420 --> 00:10:10,175
圆是这是当然的方程式
circle is that's the equation of course
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00:10:10,180 --> 00:10:17,965
v1平方加v2平方1以便我
v1 squared plus v2 squared 1 so that I
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00:10:17,970 --> 00:10:22,175
会称之为单位球
would call that the unit ball for the
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00:10:22,180 --> 00:10:27,155
现在规范或其他任何东西都可以
norm or whatever is is a circle okay now
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00:10:27,160 --> 00:10:30,365
现在这里更有趣了
now here comes more interesting what
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00:10:30,370 --> 00:10:37,535
关于在l1所以再次告诉我如何
about in the l1 so again tell me how to
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00:10:37,540 --> 00:10:43,235
绘制所有具有V1加V点
plot all the points that have V 1 plus V
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00:10:43,240 --> 00:10:46,925
2等于1什么是边界
2 equal 1 what what what's the boundary
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00:10:46,930 --> 00:10:51,365
现在看起来就像是让我们一样
gonna look like now it's gonna be let's
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00:10:51,370 --> 00:10:53,345
看清楚我可以把一定数量的
see well I can put in a certain number
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00:10:53,350 --> 00:10:57,395
那里有一个点和那个点
of points there one and there one and
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00:10:57,400 --> 00:10:59,295
那里是负一号那里
there at minus one and there
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00:10:59,300 --> 00:11:00,855
这个就是那个
this one there was that would be the
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00:11:00,860 --> 00:11:03,195
将反映向量10的向量
vector that would reflect the vector 1 0
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00:11:03,200 --> 00:11:06,615
这将反映向量0
and this would reflect the vector 0
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00:11:06,620 --> 00:11:12,435
减去1所以是OK所以这些都是像
minus 1 so yeah ok so those are like
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00:11:12,440 --> 00:11:15,915
四点易于绘图容易看到
four points easy to plot easy to see
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00:11:15,920 --> 00:11:19,574
l1规范,但是什么是完整的
that the l1 norm but what's the full
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00:11:19,579 --> 00:11:23,805
那是什么呢?剩下的边界是什么
what so what's the rest of the boundary
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00:11:23,810 --> 00:11:28,245
这是一颗钻石,它是钻石
here it's a diamond good it's a diamond
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00:11:28,250 --> 00:11:35,565
这是我们所拥有的线性设定为等于一起来
it's we have linear set equal to one up
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00:11:35,570 --> 00:11:37,695
这里是正象限
here in the positive quadrant
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00:11:37,700 --> 00:11:40,815
它只是V1加上V2等于1
it's just V 1 plus V 2 equal 1 in the
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00:11:40,820 --> 00:11:45,584
这个图是一条直线所以
graph of that is a straight line so all
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00:11:45,589 --> 00:11:48,375
这些家伙这是V的所有要点
these guys this is all the points with V
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00:11:48,380 --> 00:11:52,514
1加上V2等于1并且在这里和
1 plus V 2 equal 1 and over here and
191
00:11:52,519 --> 00:11:56,625
在这里和这里所以单位球
over here and over here so the unit ball
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00:11:56,630 --> 00:12:02,745
在l1规范中是钻石,那是一个
in the l1 norm is a diamond and that's a
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00:12:02,750 --> 00:12:05,834
它反映在一个非常重要的图片
very important picture it reflects in a
194
00:12:05,839 --> 00:12:08,985
简单的东西很简单
simple very simple way something
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00:12:08,990 --> 00:12:11,024
重要的是l1规范和
important about the l1 norm and the
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00:12:11,029 --> 00:12:14,805
因为它刚刚爆炸了他
reason it's just exploded him in
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00:12:14,810 --> 00:12:17,685
重要的是让我继续下去
importance let me continue though what
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00:12:17,690 --> 00:12:22,355
关于Max或V无穷大的最大范数
about the max norm the Max or V infinity
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00:12:22,360 --> 00:12:26,385
又是什么让我策划这些家伙
what so again let me plot these guys
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00:12:26,390 --> 00:12:29,715
这些家伙肯定会参与其中
these guys are certainly gonna be in it