<?xml version="1.0" encoding="utf-8" standalone="yes"?><rss version="2.0" xmlns:atom="http://www.w3.org/2005/Atom" xmlns:content="http://purl.org/rss/1.0/modules/content/"><channel><title>Deep Learning on Yukari's Blog</title><link>https://yukar.icu/column/deep-learning/</link><description>Recent content in Deep Learning on Yukari's Blog</description><generator>Hugo</generator><language>zh-cn</language><lastBuildDate>Mon, 27 Jul 2026 00:00:00 +0000</lastBuildDate><atom:link href="https://yukar.icu/column/deep-learning/index.xml" rel="self" type="application/rss+xml"/><item><title>Deep Learning: Notes</title><link>https://yukar.icu/posts/deeplearning/</link><pubDate>Mon, 27 Jul 2026 00:00:00 +0000</pubDate><guid>https://yukar.icu/posts/deeplearning/</guid><description>&lt;blockquote&gt;
&lt;p&gt;&lt;em&gt;Deep Learning is to approximate the data distribution by learning the best-fit probability distribution from training data using a neural network.&lt;/em&gt;&lt;/p&gt;
&lt;/blockquote&gt;
&lt;h2 id="supervised-learning"&gt;Supervised Learning&lt;/h2&gt;
&lt;p&gt;What we have is a training set $\mathcal D_{\text{train}} = \{(x_i, y_i)\}_{i=1}^N$ sampled from $\mathcal D$. The &lt;strong&gt;empirical risk&lt;/strong&gt; is defined as
&lt;/p&gt;
$$R_{\text{emp}}(h) = \frac{1}{N} \sum_{i=1}^n L(h(x_i), y_i),$$&lt;p&gt;
where $L$ is the loss function, $h$ is the hypothesis function in the hypothesis space $\mathcal H$. And the &lt;strong&gt;expected risk&lt;/strong&gt; is defined as, can not be computed directly since we do not know the data distribution $\mathcal D$,
&lt;/p&gt;</description></item></channel></rss>