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Gradient Descent for Convex Functions

Sven A. Wegner ()

Chapter Chapter 17 in Mathematical Introduction to Data Science, 2024, pp 261-280 from Springer

Abstract: Abstract In the last chapter, we provide an introduction to the gradient descent method, which is used in many data science and machine learning problems. In addition to classic results on the convergence of the method for μ-convex and L-smooth functions, we also discuss the case where the function to be minimized is merely convex and differentiable.

Date: 2024
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-3-662-69426-8_17

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DOI: 10.1007/978-3-662-69426-8_17

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