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Gradient Descent Algorithm optmization in C++.


Gradient Descent.

$$ x_{n+1} = x_n - \gamma \nabla F(x_n) $$

  1. Pick a starting point.
  2. Compute Gradient at this point.
  3. Compute next point, Xn + 1, using the negative of this gradient.
  4. Iterate steps 2 & 3 until some threshold reached.

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Gradient descent is a powerful numerical optimization technique that is used in many fields such as ML and AI, to minimize the output of an unknown function by finding optimal parameter values.

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