gradient descent update
updates parameters along the local steepest descent direction of the objective function.
symbols, variables and units
x: parameter vector; eta: step size; ∇f: gradient; the unit must make the product consistent with x.
applicable conditions and boundaries
Smoothness and step size affect convergence; non-convex problems do not guarantee global optimality.
formula source code
The following is a copyable LaTeX expression.
x_{k+1}=x_k-\eta_k\nabla f(x_k)Reference and Extended Learning
Stanford · Convex Optimization, Boyd & Vandenberghe ↗is organized according to model definition and assumptions. Please check actual conditions and original literature before engineering, research and clinical use.
gradient descentoptimization