1.3c: Numerical Optimization

[Polona]

Hallo,

i wrote a simple gradient descent algorithm for Rosenbrock’s function. After 100 steps i get local minimum at

Code: Alles auswählen

[-0.9932861   0.99665107  0.99833032  0.99916774  0.9995852   0.99979328
  0.99989698  0.99994866  0.99997441  0.99998725  0.99999365  0.99999683
  0.99999842  0.99999921  0.9999996   0.99999978  0.99999986  0.99999987
  0.9999998   0.99999963]

How am i supposed to plot a learning curve? I dont change alpha. Or should i update alpha at each iteration?

Regards,
Polona

[M_UE]

you should plot the value f(x_i) where x_i is the input at step i (for 10000 steps)

[Polona]

Hi,

well i asked this question like 2 years ago. But hey, thanks!

Kind regards
Polona

[M_UE]

oh. ok.