A brief gradient descent illustration in Haskell
descent1D gradF iterN gamma x0 = take iterN (iterate _descend x0) | |
where | |
_descend gamma' x = x - gamma' * gradF x | |
-- Suppose, we have a function F(x) = (x - 3)^2. | |
-- Therefore, Grad F(x) = 2 * (x - 3). | |
gradF_test x = 2 * (x - 3) | |
main = print (descent1D gradF_test 10 gamma 0.0) | |
where gamma = 0.5 |
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