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induced norm
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szcf-weiya committed Dec 11, 2018
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Expand Up @@ -57,9 +57,9 @@ $$
其中 $\Vert f\Vert_{{\cal H}\_K}$ 由 $K$ 导出的范数。

!!! note "weiya 注:Induced Norm"
希尔伯特空间是完备内积空间。这里 **导出范数 (Induced Norm)** 是通过内积定义的,即
希尔伯特空间是完备内积空间,对于一般的希尔伯特空间 $\cal H$,其 **导出范数 (induced norm)**
$$
\Vert f\Vert_{{\cal H}_K} := \sqrt{\langle f,f\rangle_{{\cal H}_K}}.
\Vert f\Vert_{{\cal H}} := \sqrt{\langle f,f\rangle_{{\cal H}}}\,.
$$

$(5.42)$ 中空间 ${\cal H}\_K$ 惩罚函数定义为二次范数 $J(f)=\Vert f\Vert_{{\cal H}\_K}^2$。$J(f)$ 的值可以解释为广义岭惩罚,其中在展开式 $(5.45)$ 中,大的特征值惩罚较小,反之亦然。
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