Jacobian

Also: Jacobian matrix, Jacobian determinant

For f: ℝⁿ → ℝᵐ, the m×n matrix J with Jᵢⱼ = ∂fᵢ/∂xⱼ, the best linear approximation of f near a point. For square J, |det J| is the local volume-change factor, which normalizing flows rely on.

Jᵢⱼ = ∂fᵢ / ∂xⱼ

Example

For f(x, y) = (x², xy), J = [[2x, 0], [y, x]]. At (1, 2) that is [[2, 0], [2, 1]] with determinant 2, so f doubles the area of a tiny patch there.

See it in the lesson: Flow-Based Models →

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