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|Machine Learning Refined
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Machine Learning Refined : Foundations, Algorithms, and Applications – Book
The objective or cost function value of two runs of the standard gradient descent scheme, the first using the conservatively optimal fixed step length and the second using the adaptive rule, along with the corresponding cost function value of the stochastic gradient procedure.
Here the results of 15 runs of each method are shown in lighter colors, where in each instance a shared random initialization is used by all three methods, and the average overall runs of each method is highlighted as a darker curve.
We can see that the stochastic gradient descent scheme is massively superior on this large dataset in terms of the rapidity of its convergence when compared to the standard gradient method.
Machine Learning Refined : Foundations, Algorithms, and Applications PDF
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