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Showing posts with the label Gradient Descent

Stochastic Optimization: NEW MINISERIES!

This is part of my new miniseries on Stochastic Optimization. While this is not taught in a lot of Machine Learning courses, it's an interesting perspective, applicable in an incredible number of fields. Nevertheless, this won't be a very long series, and when we exit it, it'll be time to dive straight into our first Machine Learning algorithm! Introduction to Optimization: Ok, so what is Optimization? As the name may suggest, Optimization is about finding the optimal configuration of a particular system. Of course, in the real world, the important question in any such process is this: in what sense? i.e. By what criteria do you intend to optimize the system? However, we will not delve too much into that just yet, but I promise, that will bring about a very strong connection to ML. Introduction to Stochastic Optimization: So far, as part of our blogposts, we have discussed Gradient Descent and the Normal Equation Method . These are both Optimization algorithms, but they di...

Phase Spaces 2 : Math and Gradient Descent

I'm going to start from where we left off in the last part of this series. If you haven't read that yet, check that out first if you want a more detailed understanding: We explored what a Phase Space is, why it's useful, what it has to do with Machine Learning, and more!  I'm assuming you've read the previous article, or you know what I talked about there: so let's get to it. At the end of the last article, we discovered that it was the power of mathematics that would help us find the best values of the parameters for the lowest cost function. Before we get into what the Math does, however, we'll need to define some things in the math. If you've done Calculus, and in particular, partial derivatives, you can skip this section, but otherwise I would suggest at least a cursory glance. I don't go into too much detail on the subject, but that's only because you won't need it.  Calculus Interlude: Derivatives- The slope of a graph is a concept you...