Steepest Descent Example

Optimizing with respect to \( \rho \) we obtain (taking the derivative) that \( \rho_1 = -1/2 \). We have then that

$$ f_1(x) = f_{0}(x) -\rho_1 g_1(x)=-y_i. $$

We can then proceed and compute

$$ g_2(x_i) = \left[ \frac{\partial {\cal L}(y_i, f(x_i))}{\partial f(x_i)}\right]_{f(x_i)=f_{1}(x_i)=y_i}=-4y_i, $$

and find a new value for \( \rho_2=-1/2 \) and continue till we have reached \( m=M \). We can modify the steepest descent method, or steepest boosting, by introducing what is called gradient boosting.