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9 Commits

Author SHA1 Message Date
Steven G. Johnson
e4ff01607e rm Adam for now 2024-10-31 22:08:16 -04:00
Steven G. Johnson
9ed7e009b2 notes on gradient descent for quadratic functions 2024-10-31 22:06:46 -04:00
Steven G. Johnson
92d1615dfc tweak 2024-09-30 10:44:53 -04:00
Steven G. Johnson
1898b763a6 link 2024-09-30 09:42:46 -04:00
Steven G. Johnson
0a0e166616 link 2024-09-29 21:26:42 -04:00
Steven G. Johnson
d94c8aeb09 typo 2024-09-29 21:24:12 -04:00
Steven G. Johnson
547b7c5739 some LS fit notes 2024-09-29 21:19:47 -04:00
Steven G. Johnson
7800272033 add eigenproblem examples 2024-02-15 14:42:47 -05:00
Steven G. Johnson
21d4885e64 Update pset4sol.ipynb: fix code comment 2023-09-01 13:49:02 -04:00
4 changed files with 4469 additions and 1 deletions

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notes/Eigenproblems.ipynb Normal file

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@@ -586,7 +586,7 @@
" # approximate gradient from this mini-batch\n", " # approximate gradient from this mini-batch\n",
" ∇f̃ = (2/M)*(Ã'*(Ã*x - b̃))\n", " ∇f̃ = (2/M)*(Ã'*(Ã*x - b̃))\n",
"\n", "\n",
" # Adam update\n", " # Yogi update\n",
" m = β₁*m + (1-β₁)*∇f̃\n", " m = β₁*m + (1-β₁)*∇f̃\n",
" v = @. β₂*v - (1-β₂) * sign(v - ∇f̃^2) * (∇f̃^2)\n", " v = @. β₂*v - (1-β₂) * sign(v - ∇f̃^2) * (∇f̃^2)\n",
" m̂ = m / (1 - β₁^t) # de-bias: normalize by total weights\n", " m̂ = m / (1 - β₁^t) # de-bias: normalize by total weights\n",