Wednesday, October 1, 2014

Gradient descent Algorithm matlab example

Description :

This code demonstrates gradient decent algorithm.
In this example, I set up a very simple function.
From initial point (-5,5), the algorithm let the point move toward a maximum point.
I recommend you to modify tau and initial point X(:,1) to see how it changes.

Instruction :

run the code "gradient_descent.m"

Download MATLAB code here :

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