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]