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Foundations of Data Science

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these equalities by derivatives.<br />

∞∑<br />

i=1<br />

1<br />

i = 1 + 1 + ( 1<br />

+ ( 1<br />

2 3 4)<br />

+<br />

1 + 1 + 1 + ) 1<br />

5 6 7 8 + · · · ≥ 1 +<br />

1<br />

+ 1 + · · · and thus diverges.<br />

2 2<br />

The summation n ∑<br />

i=1<br />

1<br />

grows as ln n since ∑ n<br />

i<br />

i=1<br />

γ where γ ∼ = 0.5772 is Euler’s constant. Thus,<br />

Truncated Taylor series<br />

1<br />

≈ ∫ n 1<br />

i x=1 x<br />

n∑<br />

i=1<br />

( n<br />

)<br />

∑<br />

1<br />

dx. In fact, lim − ln(n) =<br />

i→∞ i<br />

i=1<br />

1 ∼ i<br />

= ln(n) + γ for large n.<br />

If all the derivatives <strong>of</strong> a function f(x) exist, then we can write<br />

f(x) = f(0) + f ′ (0)x + f ′′ (0) x2<br />

2 + · · · .<br />

The series can be truncated. In fact, there exists some y between 0 and x such that<br />

f(x) = f(0) + f ′ (y)x.<br />

Also, there exists some z between 0 and x such that<br />

f(x) = f(0) + f ′ (0)x + f ′′ (z) x2<br />

2<br />

and so on for higher derivatives. This can be used to derive inequalities. For example, if<br />

f(x) = ln(1 + x), then its derivatives are<br />

f ′ (x) = 1<br />

1 + x ; f ′′ 1<br />

(x) = −<br />

(1 + x) ; f ′′′ (x) =<br />

2<br />

2<br />

(1 + x) 3 .<br />

For any z, f ′′ (z) < 0 and thus for any x, f(x) ≤ f(0) + f ′ (0)x hence, ln(1 + x) ≤ x, which<br />

also follows from the inequality 1 + x ≤ e x . Also using<br />

for z > −1, f ′′′ (z) > 0, and so for x > −1,<br />

f(x) = f(0) + f ′ (0)x + f ′′ (0) x2<br />

2 + f ′′′ (z) x3<br />

3!<br />

Exponentials and logs<br />

ln(1 + x) > x − x2<br />

2 .<br />

a log b = b log a<br />

e x = 1 + x + x2<br />

2! + x3<br />

3! + · · · e = 2.7182 1<br />

e = 0.3679<br />

Setting x = 1 in the equation e x = 1 + x + x2<br />

2!<br />

+ x3<br />

3!<br />

+ · · · yields e = ∞ ∑<br />

i=0<br />

1<br />

. i!<br />

377

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