Gradient descent

in Math5 years ago

Hi everyone. Just joined this group and am planning to write some articles about optimization. Planning to start with my favorite algorithm, Stochastic Gradient Descent. This usually is written like x' = x + ɛ f'(x). I will review the applications of SGD, intuition, history, theoretical results, and what are the open questions. Looking forward to it!

-Tom

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plEASE DO! SGD is such an important algo - i would like to understand it better