Numerical Optimization Algorithms: Gradient Descent

In this video we discuss a general framework for numerical optimization algorithms. We will see that this involves choosing a direction and step size at each step of the algorithm. In this vide, we investigate how to choose a direction using the gradient descent method. Future videos discuss how to Topics and timestamps: 0:00 – Introduction 2:30 – General framework for numerical optimization algorithms 18:41 – Gradient descent method 32:05 – Practical issues with gradient descent 36:53 – Summary Lecture notes and code can be downloaded from https://github.com/clum/YouTube/tree/main/Optimization04 All Optimization videos in a single playlist (https://www.youtube.com/playlist?list=PLxdnSsBqCrrHo2EYb_sMctU959D-iPybT) #Optimization You can support this channel via Patreon at https://www.patreon.com/christopherwlum. Thank you for your help!