OPTIMIZATION

gradient descent update

updates parameters along the local steepest descent direction of the objective function.

xk+1=xk−ηk∇f(xk)x_{k+1}=x_k-\eta_k\nabla f(x_k)

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

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