GradientDescentOptimizer (jaicore-math 0.2.0 API)

java.lang.Object
- ai.libs.jaicore.math.gradientdescent.GradientDescentOptimizer

All Implemented Interfaces:

IGradientBasedOptimizer
```
public class GradientDescentOptimizer
extends java.lang.Object
implements IGradientBasedOptimizer
```
An optimizer based on the gradient descent method [1]. This optimizer is the naive implementation that calculates the gradient in every step and makes an update into the negative direction of the gradient. This method is known to find the optimum, if the underlying function is convex. At some point in the future, we should probably implement faster methods, like for example http://www.seas.ucla.edu/~vandenbe/236C/lectures/fgrad.pdf [1] Jonathan Barzilai and Jonathan M. Borwein, "Two-point step size gradient methods", in: IMA journal of numerical analysis, 8.1 (1998), pp. 141-148.

Constructor Summary

Constructors
Constructor Description

GradientDescentOptimizer()

GradientDescentOptimizer(IGradientDescentOptimizerConfig config)

Method Summary

All Methods Instance Methods Concrete Methods
Modifier and Type	Method	Description
`org.api4.java.common.math.IVector`	`optimize(IGradientDescendableFunction descendableFunction, IGradientFunction gradient, org.api4.java.common.math.IVector initialGuess)`	Optimize the given function based on its derivation.

Methods inherited from class java.lang.Object
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

- Constructor Detail
  - GradientDescentOptimizer
```
public GradientDescentOptimizer(IGradientDescentOptimizerConfig config)
```
    Parameters:
    
    config -
  - GradientDescentOptimizer
```
public GradientDescentOptimizer()
```
- Method Detail
  - optimize
```
public org.api4.java.common.math.IVector optimize(IGradientDescendableFunction descendableFunction,
                                                  IGradientFunction gradient,
                                                  org.api4.java.common.math.IVector initialGuess)
```
    Description copied from interface: IGradientBasedOptimizer
    
    Optimize the given function based on its derivation.
    
    Specified by:
    
    optimize in interface IGradientBasedOptimizer
    
    Parameters:
    
    descendableFunction - the function to optimize
    
    gradient - the first order derivate of the function
    
    initialGuess - the initial guess for the parameters that shall be optimized
    
    Returns:
    
    the optimized vector