2015년 3월 19일 목요일

Gradient descent

Gradient descent (in 3D matrix) in a nutshell:
From a random point in 3D, finding a bottom or bottoms, by gradually moving downward. 

How:
repeat {
     θj := θj − α (∂J(θ)/∂θj)
}    (simultaneously update for j = 0 and j = 1)

What it means:
If current standpoint is on / this shape of slope, go left and if \, go right.  
This is just common sense. Assume you are climbing down the mountain. It the slope is / shape, you go left, and go right otherwise. As simple as that. 
 

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