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GRADIENT DESCENT
METHOD
LESSON 1
GRADIENT DESCENT METHOD:
•Gradient descent is an optimization algorithm
used to find the values of parameters (coefficients)
of a function (f) that minimizes a cost function
(cost).
•Gradient descent is best used when the
parameters cannot be calculated analytically (e.g.
using linear algebra) and must be searched for by
THINK OF IT LIKE THIS … EVENTUALLY THE
WOOD WILL REACH A POINT OF MINIMUM
THICKNESS
ANOTHER EXAMPLE
• Think of a large bowl like what you
would eat cereal out of or store fruit
in. This bowl is a plot of the cost
function (f).
• A random position on the surface of
the bowl is the cost of the current
values of the coefficients (cost).
• The bottom of the bowl is the cost of
the best set of coefficients, the
minimum of the function.
• The goal is to continue to try different
values for the coefficients, evaluate
their cost and select new coefficients
that have a slightly better (lower) cost.
• Repeating this process enough times
will lead to the bottom of the bowl
and you will know the values of the
IN THEORY THIS MEANS THAT AFTER
APPLYING ENOUGH ITERATIONS OF THE
PROCESS TO A DATA SET WE COULD SEE A
FINAL CLOSEST MINIMUM COST FUNCTION
TO BASE FURTHER WORK ON.
ADDITIONAL STUFF
2
3

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Gradient descent method

  • 2. GRADIENT DESCENT METHOD: •Gradient descent is an optimization algorithm used to find the values of parameters (coefficients) of a function (f) that minimizes a cost function (cost). •Gradient descent is best used when the parameters cannot be calculated analytically (e.g. using linear algebra) and must be searched for by
  • 3. THINK OF IT LIKE THIS … EVENTUALLY THE WOOD WILL REACH A POINT OF MINIMUM THICKNESS
  • 4. ANOTHER EXAMPLE • Think of a large bowl like what you would eat cereal out of or store fruit in. This bowl is a plot of the cost function (f). • A random position on the surface of the bowl is the cost of the current values of the coefficients (cost). • The bottom of the bowl is the cost of the best set of coefficients, the minimum of the function. • The goal is to continue to try different values for the coefficients, evaluate their cost and select new coefficients that have a slightly better (lower) cost. • Repeating this process enough times will lead to the bottom of the bowl and you will know the values of the
  • 5.
  • 6. IN THEORY THIS MEANS THAT AFTER APPLYING ENOUGH ITERATIONS OF THE PROCESS TO A DATA SET WE COULD SEE A FINAL CLOSEST MINIMUM COST FUNCTION TO BASE FURTHER WORK ON.
  • 8. 2
  • 9. 3