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In optimization, a gradient method is an algorithm to solve problems of the form with the search directions defined by the gradient of the function at the current point. Examples of gradient methods are the gradient descent and the conjugate gradient.
An example is the BFGS method which consists in calculating on every step a matrix by which the gradient vector is multiplied to go into a "better" direction, combined with a more sophisticated line search algorithm, to find the "best" value of .
The conjugate gradient method can also be used to solve unconstrained optimization problems such as energy minimization. It is commonly attributed to Magnus Hestenes and Eduard Stiefel, [1] [2] who programmed it on the Z4, [3] and extensively researched it. [4] [5] The biconjugate gradient method provides a
The descent direction can be computed by various methods, such as gradient descent or quasi-Newton method. The step size can be determined either exactly or inexactly. Here is an example gradient method that uses a line search in step 5:
For example, the gradient of the function (,,) = + is (,,) = + (). or (,,) = []. In some applications it is customary to represent the gradient as a row vector or column vector of its components in a rectangular coordinate system; this article follows the convention of the gradient being a column vector, while the derivative is a row ...
Whereas linear conjugate gradient seeks a solution to the linear equation =, the nonlinear conjugate gradient method is generally used to find the local minimum of a nonlinear function using its gradient alone. It works when the function is approximately quadratic near the minimum, which is the case when the function is twice differentiable at ...
Pages in category "Gradient methods" The following 20 pages are in this category, out of 20 total. This list may not reflect recent changes. ...
Stochastic gradient descent competes with the L-BFGS algorithm, [citation needed] which is also widely used. Stochastic gradient descent has been used since at least 1960 for training linear regression models, originally under the name ADALINE. [25] Another stochastic gradient descent algorithm is the least mean squares (LMS) adaptive filter.