♫musicjinni

Intro to Gradient Descent || Optimizing High-Dimensional Equations

video thumbnail
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

Intro to Gradient Descent || Optimizing High-Dimensional Equations

Advanced Gradient Descent

Gradient descent: steepest descent

On the Foundations of Deep Learning: SGD, Overparametrization, and Generalization

Universal Conditional Gradient Sliding for Convex Optimization

On the Global Convergence of Gradient Descent for (...) - Bach - Workshop 3 - CEB T1 2019

Second-order Optimization Methods for Machine Learning

VAOpt Webinar: Fred Roosta-Khorasani

[VAOpt Webinar] Fred Roosta-Khorasani

ICML DL Workshop 2015 - Jorge Nocedal

BEAR: Sketching BFGS Algorithm for Ultra-High Dimensional Feature Selection in Sublinear Memory

Stephen Wright: " Some Relevant Topics in Optimization, Pt. 1"

Stochastic Second Order Optimization Methods II

Francis Bach - On the effectiveness of Richardson Extrapolation in Machine Learning

Math4DS Live NO.41 | Jorge Nocedal Derivative-Free Optimization of Noise Functions

Talk by Madeleine Udell (Cornell University)

IDSS Distinguished Seminar Series, October 16, 2018 | Francis Bach

Fronteras en Computación Matemática: Francis Bach (INRIA/ENS)

Wright, Stephen Nonconvex Optimization Algorithms with Complexity Guarantees May 14, 2018

Optimization 3 - Stephen Wright - MLSS 2013 Tübingen

Joan Bruna - Loss Landscape of Neural Networks - EPFL Virtual Symposium

Philipp Hennig: Bayesian Optimisation is Probabilistic Numerics

Nearest Neighbor Based Greedy Coordinate Descent

Deep Learning session at NIPS 2017

A Stochastic variance-reduced Primal-dual Method for Convex-concave Saddle point Problems

Optimisation with Mark Schmidt - MLSS Sydney 2015

Fernando Brandao: Quantum Speed-up for SDPs and Kernel Learning

Deep Networks from First Principles

A Primal-Dual Algorithm for Risk Minimization in PDE-Constrained Optimization

Sensor Network Localization with Noisy Distance Measurements

Disclaimer DMCA