402: Optimisation and Gradient Descent
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Optimisation
When discussing regression we found that these have closed solutions. I.e. solutions that can be solved directly. For many other algorithms there is no closed solution available.
In these cases we need to use an optimisation algorithm. The goals of these algorithms is to iteratively step towards the correct result.
Gradient descent
Given a cost function, the gradient decent algorithm calculates the gradient of the last step and move in the direction of that gradient.
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