Question: Run gradient descent to minimize the functiong(w) = 1 50 w 4 + w 2 + 10w with an initial point w 0 = 2

Run gradient descent to minimize the functiong(w) = 1 50 w 4 + w 2 + 10w with an initial point w 0 = 2 and 1000 iterations. Make three separate runs using each of the steplength values = 1, = 10-1 , and = 10-2 . Compute the derivative of this function by hand, and implement it (as well as the function itself) in Python using NumPy. Plot the resulting cost function history plot of each run in a single figure to compare their performance. Which steplength value works best for this particular function and initial point

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 Mathematics Questions!