Processing math: 100%

 

 

 

More on Steepest descent

The previous observation is the basis of the method of steepest descent, which is also referred to as just gradient descent (GD). One starts with an initial guess x0 for a minimum of F and computes new approximations according to

xk+1=xkγkF(xk),  k0.

The parameter γk is often referred to as the step length or the learning rate within the context of Machine Learning.