Theory of Intelligence
MATH FOR AI•Calculus•Calculus For Deep Learning•3.3 Linearization & Multivariate Taylor

Introduction

Linearizing functions of many variables, the multivariate Taylor series, and Newton's method.

Introduction

The one-variable Taylor polynomial has a multivariate twin: near a point, any smooth function of many variables looks like a plane (first order) or a bowl/saddle (second order). These local models explain why gradient descent works, how Newton's method jumps straight to the minimum of a quadratic, and how methods like the Laplace approximation and some second-order optimizers are built.

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