gradient_descent {MixtureFitting} | R Documentation |
Gradient Descent
Description
Simple implementation of gradient descent method. Given a derivative function, it follows its decrease until convergence criterion is met.
Usage
gradient_descent( gradfn, start, gamma = 0.1, ..., epsilon = 0.01 )
Arguments
gradfn |
derivative function |
start |
starting value |
gamma |
learning rate |
... |
additional arguments passed to derivative function |
epsilon |
convergence threshold for absolute squared difference |
Value
log-likelihood
Author(s)
Andrius Merkys
[Package MixtureFitting version 0.6.1 Index]