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REPORT - Gradient Based Optimization

The document provides a comprehensive overview of gradient-based optimization techniques. It introduces gradient descent and stochastic gradient descent algorithms, and their update rules. It also demonstrates a Python implementation of gradient descent for linear regression and applies gradient-based optimization to various datasets, observing improvements over other methods.

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abhay4meggi
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12 views2 pages

REPORT - Gradient Based Optimization

The document provides a comprehensive overview of gradient-based optimization techniques. It introduces gradient descent and stochastic gradient descent algorithms, and their update rules. It also demonstrates a Python implementation of gradient descent for linear regression and applies gradient-based optimization to various datasets, observing improvements over other methods.

Uploaded by

abhay4meggi
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as DOCX, PDF, TXT or read online on Scribd
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Report on Gradient-Based Optimization

Introduction

Gradient-based optimization is a fundamental technique in the field of machine learning and


numerical optimization. It revolves around the concept of utilizing gradients, which are vectors
indicating the direction and magnitude of the steepest ascent of a function, to iteratively improve
the performance of models. This report aims to provide a comprehensive understanding of
gradient-based optimization and its wide-ranging applications.

Mathematical Background

1.Gradient Descent

Gradient descent is a popular optimization algorithm used to minimize a loss function. Given a
differentiable function \(f(x)\), the goal is to find the value of \(x\) that minimizes \(f\). The
algorithm iteratively adjusts \(x\) in the opposite direction of the gradient of \(f\) with respect to \
(x\), aiming to reach a local minimum.

The update rule for gradient descent is given by:

\[x_{n+1} = x_n - \alpha \nabla f(x_n)\]

Where:
- \(x_n\) is the current value of \(x\) at iteration \(n\).
- \(\alpha\) is the learning rate, determining the step size.
- \(\nabla f(x_n)\) is the gradient of \(f\) at \(x_n\).

2. Stochastic Gradient Descent (SGD)

Stochastic gradient descent is a variation of gradient descent that updates the model's
parameters based on a randomly selected subset of the data (a mini-batch) rather than the
entire dataset. This reduces the computational cost and makes it suitable for large datasets.

The update rule for SGD is similar to gradient descent, but it uses a mini-batch of data:

\[x_{n+1} = x_n - \alpha \nabla f(x_n; x_{\text{mini-batch}})\]

Python Implementation

To implement gradient-based optimization in Python, one can use libraries like NumPy and
TensorFlow. Below is a simplified example of gradient descent for linear regression:
import numpy as np

def gradient_descent(X, y, alpha, num_iterations):


m, n = X.shape
theta = np.zeros(n)

for _ in range(num_iterations):
predictions = np.dot(X, theta)
errors = predictions - y
gradient = np.dot(X.T, errors) / m
theta = theta - alpha * gradient

return theta

Results

In this project, we applied gradient-based optimization to a range of datasets. We observed


significant improvements in model performance compared to random search or heuristic-based
methods. The algorithm converged efficiently and provided reliable solutions.

Conclusion

Gradient-based optimization is a powerful tool for minimizing loss functions and training
machine learning models. Understanding the underlying mathematical principles and being able
to implement it in Python opens up a wide array of possibilities in the field of machine learning
and numerical optimization. In future work, exploring advanced optimization techniques and
adaptative learning rate strategies could lead to further improvements in model performance.

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