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1. i
= k :
6 w i
σ 2
2 A + σ 2
w i
2 V
∂w i
= 1
σ 3
w i = k =0 = 8 μ 2 1+2 μ 2
2 V
∂w i
< 0
2 2
w k =0 =
(3.65)
w i
2 V
∂w i
2 > 0
6 A
σ 2
B
w i = k =0
w k =0
2 V
∂w k ∂w i
2 V
∂w k ∂w i
2 V
∂w k ∂w i
w i w k
σ 3
=
=
=0
(3.66)
2. i = k :
σ 3 6 w k
2
1
σ 2
2 V
∂w k
4 w k μ 2
σ 2
w k
= A
+ B
σ
σ 2
w i = k =0 =
2 V
∂w k
4
σ 3
> 0
w k =0 = 4 μ 2
(3.67)
2 V
∂w k
2
3. j
= i and i, j
= k :
w i = k =0 =0
6 A
σ 2
1
2 V
∂w j ∂w i
2 V
∂w j ∂w i
w i w j
σ 3
w k =0 = w i w j
=
.
(3.68)
2 V
∂w j ∂w i
2
Therefore, the Hessian for the w i = k =0critical points is a diagonal matrix
whose elements are precisely the eigenvalues. Thus, we get saddle points. In
what concerns the w k =0critical points they are either minima or saddle
points.
Note that the μ =0setting would produce an infinity of i w i =2critical
points, but this is an uninteresting degenerate configuration with no distinct
classes. The σ =0setting is discussed in the following example.
Example 3.9. We apply the results of Theorem 3.3 to the two-dimensional
case. For whitened Gaussian inputs with means lying on x 1 , symmetric about
x 2 and with μ =1, we have two critical points of V R 2 ( w 1 ,w 2 ) located at
w 0 =0and at the following weight vectors:
± 2 / 30 T
, 0 ± 2 T .
Figure 3.18 shows a segment of the V R 2 ( w 1 ,w 2 ) surface with the two crit-
ical points for positive weights signalled by vertical lines. Figure 3.19 shows
the error PDFs at these two critical points. The [0
± 2] T critical points
are minima (confirming the above results) and correspond to a line passing
through the means; one indeed expects the entropy to be a maximum for this
setting, and the information potential a minimum.
 
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