Gradient descent method

GRADIENT DESCENT
METHOD
LESSON 1

GRADIENT DESCENT METHOD:
•Gradient descent is an optimization algorithm
used to find the values of parameters (coefficients)
of a function (f) that minimizes a cost function
(cost).
•Gradient descent is best used when the
parameters cannot be calculated analytically (e.g.
using linear algebra) and must be searched for by

THINK OF IT LIKE THIS … EVENTUALLY THE
WOOD WILL REACH A POINT OF MINIMUM
THICKNESS

ANOTHER EXAMPLE
• Think of a large bowl like what you
would eat cereal out of or store fruit
in. This bowl is a plot of the cost
function (f).
• A random position on the surface of
the bowl is the cost of the current
values of the coefficients (cost).
• The bottom of the bowl is the cost of
the best set of coefficients, the
minimum of the function.
• The goal is to continue to try different
values for the coefficients, evaluate
their cost and select new coefficients
that have a slightly better (lower) cost.
• Repeating this process enough times
will lead to the bottom of the bowl
and you will know the values of the

IN THEORY THIS MEANS THAT AFTER
APPLYING ENOUGH ITERATIONS OF THE
PROCESS TO A DATA SET WE COULD SEE A
FINAL CLOSEST MINIMUM COST FUNCTION
TO BASE FURTHER WORK ON.

Gradient descent method

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