Gradient-descent parameter update
Usage
morie_gradient_descent_update(beta, grad, alpha = 0.01)
Arguments
- beta
Current parameters.
- grad
Gradient at beta, same length.
- alpha
Learning rate, positive.
Value
List with beta (updated), update, step_norm, alpha.
References
Cauchy, A. (1847). Comptes Rendus 25, 536-538.
Examples
morie_gradient_descent_update(c(0, 0), c(1, -2), 0.1)$beta
#> [1] -0.1 0.2
