Gradient Descent With AdaGrad From Scratch

Gradient descent is an optimization algorithm that follows the negative gradient of an objective function in order to locate the minimum of the function.

A limitation of gradient descent is that it uses the same step size (learning rate) for each input variable. This can be a problem on objective functions that have different amounts of curvature in different dimensions, and in turn, may require a different sized step to a new point.

Adaptive Gradients, or AdaGrad for short, is an extension of the gradient descent optimization algorithm that allows the step size in each dimension used by the optimization algorithm to be automatically adapted based on the gradients seen for the variable (partial derivatives) seen over the course

 

 

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