Numerical Optimization Algorithms: Gradient Descent

In this video we discuss a general framework for numerical optimization algorithms. We will see that this involves choosing a direction and step size at each step of the algorithm. In this vide, we investigate how to choose a direction using the gradient descent method. Future videos discuss how to

Topics and timestamps:
0:00 – Introduction
2:30 – General framework for numerical optimization algorithms
18:41 – Gradient descent method
32:05 – Practical issues with gradient descent
36:53 – Summary

Lecture notes and code can be downloaded from https://github.com/clum/YouTube/tree/...

All Optimization videos in a single playlist (   • Optimization  )

#Optimization

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