Gradient Descent

Simply use gradient information.

Let's say you have function f(x)f(x) that you want to mimimize.

With gradient descent to just iterate to move xx in the negative of the gradient i.e −f′(x)-f'(x). Hence at each step, we take one gradient step as below

xt+1=xt−αf′(x)\mathbf x_{t+1} = \mathbf x_{t} - \alpha f'(\mathbf x)

Here α\alphais the step size, determines how big do we want to move in the direction of negative of gradient f′(x)f'(\mathbf x ).

The above equation basically represents a eqn of line in vector form. Where the line start passes xt\mathbf x_t in the direction of vector f′(x)f'(\mathbf x). For all the values of α\alpha, you will be able to get all the points that lies on that line.

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