Consider again the Python implementation of the polynomial regression in Section 9.5.1, where the stochastic gradient descent

Question:

Consider again the Python implementation of the polynomial regression in Section 9.5.1, where the stochastic gradient descent was used for training.

Using the polynomial regression data set, implement and run the following four alternative training methods:

(a) the steepest-descent Algorithm 9.4.1;

(b) the Levenberg-Marquardt Algorithm B.3.3, in conjunction with Algorithm 9.4.2 for computing the matrix of Jacobi;

(c) the limited-memory BFGS Algorithm 9.4.4;

(d) the Adam Algorithm 9.4.5, which uses past gradient values to determine the next search direction.

For each training algorithm, using trial and error, tune any algorithmic parameters so that the network training is as fast as possible. Comment on the relative advantages and disadvantages of each training/optimization method. For example, comment on which optimization method makes rapid initial progress, but gets trapped in a suboptimal solution, and which method is slower, but more consistent in finding good optima.

Fantastic news! We've Found the answer you've been seeking!

Step by Step Answer:

Related Book For  book-img-for-question

Data Science And Machine Learning Mathematical And Statistical Methods

ISBN: 9781118710852

1st Edition

Authors: Dirk P. Kroese, Thomas Taimre, Radislav Vaisman, Zdravko Botev

Question Posted: