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Intro to Gradient Descent || Optimizing High-Dimensional Equations

Dr. Trefor Bazett 88,462 2 years ago
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Keep exploring at ► https://brilliant.org/TreforBazett. Get started for free for 30 days — and the first 200 people get 20% off an annual premium subscription! How can we find maximums and minimums for complicated functions with an enormous number of variables like you might get when studying neural networks or machine learning? In this video we are going to talk about a topic from nonlinear optimization called Gradient Descent (or Gradient Ascent if you want maximums) where you step-by-step approach an extremum by stepping in the direction of the gradient vector. We're going to see the basic algorithm, see some common pitfalls, and then upgrade it using a method called line searches to improve the efficiency. Check out my MATH MERCH line in collaboration with Beautiful Equations ►https://beautifulequations.net/pages/trefor COURSE PLAYLISTS: ►DISCRETE MATH: https://www.youtube.com/playlist?list=PLHXZ9OQGMqxersk8fUxiUMSIx0DBqsKZS ►LINEAR ALGEBRA: https://www.youtube.com/playlist?list=PLHXZ9OQGMqxfUl0tcqPNTJsb7R6BqSLo6 ►CALCULUS I: https://www.youtube.com/playlist?list=PLHXZ9OQGMqxfT9RMcReZ4WcoVILP4k6-m ► CALCULUS II: https://www.youtube.com/playlist?list=PLHXZ9OQGMqxc4ySKTIW19TLrT91Ik9M4n ►MULTIVARIABLE CALCULUS (Calc III): https://www.youtube.com/playlist?list=PLHXZ9OQGMqxc_CvEy7xBKRQr6I214QJcd ►VECTOR CALCULUS (Calc IV) https://www.youtube.com/playlist?list=PLHXZ9OQGMqxfW0GMqeUE1bLKaYor6kbHa ►DIFFERENTIAL EQUATIONS: https://www.youtube.com/playlist?list=PLHXZ9OQGMqxde-SlgmWlCmNHroIWtujBw ►LAPLACE TRANSFORM: https://www.youtube.com/playlist?list=PLHXZ9OQGMqxcJXnLr08cyNaup4RDsbAl1 ►GAME THEORY: https://www.youtube.com/playlist?list=PLHXZ9OQGMqxdzD8KpTHz6_gsw9pPxRFlX OTHER PLAYLISTS: ► Learning Math Series https://www.youtube.com/watch?v=LPH2lqis3D0&list=PLHXZ9OQGMqxfSkRtlL5KPq6JqMNTh_MBw ►Cool Math Series: https://www.youtube.com/playlist?list=PLHXZ9OQGMqxelE_9RzwJ-cqfUtaFBpiho BECOME A MEMBER: ►Join: https://www.youtube.com/channel/UC9rTsvTxJnx1DNrDA3Rqa6A/join MATH BOOKS I LOVE (affilliate link): ► https://www.amazon.com/shop/treforbazett SOCIALS: ►Twitter (math based): http://twitter.com/treforbazett ►Instagram (photography based): http://instagram.com/treforphotography

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