GradientDescentOptimizer (jaicore-ml 0.1.6 API)

java.lang.Object
- ai.libs.jaicore.ml.core.optimizing.graddesc.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(GradientDescentOptimizerConfig config)

Method Summary

All Methods Instance Methods Concrete Methods
Modifier and Type	Method	Description
`ai.libs.jaicore.math.linearalgebra.Vector`	`optimize(IGradientDescendableFunction descendableFunction, IGradientFunction gradient, ai.libs.jaicore.math.linearalgebra.Vector 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(GradientDescentOptimizerConfig config)

Parameters:: config -

GradientDescentOptimizer
```
public GradientDescentOptimizer()
```

Method Detail
- optimize
```
public ai.libs.jaicore.math.linearalgebra.Vector optimize(IGradientDescendableFunction descendableFunction,
                                                          IGradientFunction gradient,
                                                          ai.libs.jaicore.math.linearalgebra.Vector 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