Question: Program the steepest descent algorithm with fixed step size to minimize l . Plot the objective function as a function of number of iterations. 1

Program the steepest descent algorithm with fixed step size to minimize l. Plot the objective function as a function of number of iterations.
1. use python as language
2. Initial solution is set to be the vector of zeros, i.e. w0=0.
3. The algorithm stops when the maximum iteration (1000) is hit
4. The loss function is given by negative log-likelihood
l(w)=-(1)/(n)\sum_(i=1)^n log\sigma (y_(i)w^(T)x_(i)Fix the step size to be 0.85, where k is the number of iterations k. Using the optimizer w^(*), a data point x_(i) can be classified
according to whether \sigma (y_(i)(w^(*))^(T)x_(i))>=0.5, i.e.
y_(i)={(+1, if (w^(*))^(T)x_(i)>=0),(-1, otherwise ):}

Step by Step Solution

There are 3 Steps involved in it

1 Expert Approved Answer
Step: 1 Unlock blur-text-image
Question Has Been Solved by an Expert!

Get step-by-step solutions from verified subject matter experts

Step: 2 Unlock
Step: 3 Unlock

Students Have Also Explored These Related Programming Questions!