Norm

Norm #

A norm measures the length (magnitude) of a vector.

  • the norm of a vector x measures the distance from the origin to the point x.

Common example: Euclidean norm.

\[ \lVert \mathbf{x} \rVert_2 = \sqrt{x_1^2 + \cdots + x_n^2} \]

Key Idea: Norm = measure of size or length of a vector. It generalises the idea of distance in geometry to higher dimensions.


Common norms #

  • L1
  • L2
  • Infinity norm

Why it matters #

  • norms quantify size
  • are used in distances and regularisation.

Intuition (From Lectures) #

From lecture discussions on analytic geometry:

  • Vectors represent points or directions in space
  • Norm tells “how far” a vector is from origin
  • It is essentially a distance measure

So:

  • Small norm → close to origin
  • Large norm → far from origin

Formal Definition #

A norm is a function:

\[ \lVert \cdot \rVert : \mathbb{R}^n \rightarrow \mathbb{R} \]

which satisfies:


Properties of Norm #

1. Non-negativity #

\[ \lVert x \rVert \geq 0 \]

and

\[ \lVert x \rVert = 0 \iff x = 0 \]

2. Homogeneity #

\[ \lVert \alpha x \rVert = |\alpha| \lVert x \rVert \]

3. Triangle Inequality #

\[ \lVert x + y \rVert \leq \lVert x \rVert + \lVert y \rVert \]

These three properties define any valid norm.


Common Norms #

L1 Norm (Manhattan Norm) #

\[ \lVert x \rVert_1 = \sum_{i=1}^{n} |x_i| \]
  • Measures path along axes
  • Used in sparse models

L2 Norm (Euclidean Norm) #

\[ \lVert x \rVert_2 = \sqrt{\sum_{i=1}^{n} x_i^2} \]
  • Most common norm
  • Corresponds to standard distance

Infinity Norm #

\[ \lVert x \rVert_\infty = \max_i |x_i| \]
  • Takes maximum component
  • Useful in worst-case analysis

Distance Using Norm #

Distance between two vectors:

\[ d(x, y) = \lVert x - y \rVert \]

From lecture insight:

  • Norm + subtraction → distance
  • Used in clustering and similarity

Connection to Inner Product #

From analytic geometry lectures:

Norm is induced by inner product:

\[ \lVert x \rVert = \sqrt{x^T x} \]

This links:

  • Norm
  • Inner product
  • Geometry

Length and Angle #

Using norm and inner product:

\[ \cos \theta = \frac{x^T y}{\lVert x \rVert \lVert y \rVert} \]

So norm is essential for:

  • measuring angles
  • checking orthogonality

Geometric Interpretation #

  • L2 norm → circular contours
  • L1 norm → diamond shape
  • L∞ norm → square shape

This affects optimisation behaviour.


Norm in Machine Learning #

Norms are used extensively in ML:

Regularisation #

  • L2 norm → Ridge regression
  • L1 norm → Lasso regression

Distance Metrics #

  • k-NN uses norms
  • clustering uses norms

Optimisation #

  • Gradient descent uses norm of gradients

Norm and Optimization #

From later lectures:

  • Norm helps measure error size
  • Used in loss functions
  • Helps determine convergence

Important Inequalities #

Cauchy-Schwarz Inequality #

\[ |x^T y| \leq \lVert x \rVert \lVert y \rVert \]

This is fundamental in ML proofs.


Example #

Given:

\[ x = (3,4) \] \[ \lVert x \rVert_2 = \sqrt{3^2 + 4^2} = 5 \]

Common Exam Questions #

  1. Compute L1, L2, L∞ norms
  2. Prove triangle inequality
  3. Use norm to compute distance
  4. Relate norm with inner product
  5. Interpret geometrically

Hidden Exam Pattern #

From lectures:

  • Norm appears with:
    • inner product
    • orthogonality
    • distance

👉 rarely asked alone


Common Mistakes #

  • Mixing L1 and L2 formulas
  • Forgetting absolute values in L1
  • Not applying square root in L2
  • Confusing norm with squared norm

Strategy to Prepare #

  1. Memorise formulas of all norms
  2. Practice geometric interpretation
  3. Solve distance-based problems
  4. Link with inner product

Quick Summary Table #

NormFormulaMeaning
L1sum of absolute valuesManhattan distance
L2square root of sum of squaresEuclidean distance
L∞max absolute valueMaximum deviation

References #

Vector Norms

  • Lecture slides (Analytic Geometry, Inner Product)
  • Course handout

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