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GradientDescent Class

Gradient Descent (GD) for unconstrained optimization.
Inheritance Hierarchy
SystemObject
  Accord.Math.OptimizationBaseOptimizationMethod
    Accord.Math.OptimizationBaseGradientOptimizationMethod
      Accord.Math.OptimizationGradientDescent

Namespace:  Accord.Math.Optimization
Assembly:  Accord.Math (in Accord.Math.dll) Version: 3.8.0
Syntax
public class GradientDescent : BaseGradientOptimizationMethod, 
	IGradientOptimizationMethod, IOptimizationMethod, IOptimizationMethod<double[], double>, 
	IGradientOptimizationMethod<double[], double>, IFunctionOptimizationMethod<double[], double>
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The GradientDescent type exposes the following members.

Constructors
  NameDescription
Public methodGradientDescent
Creates a new instance of the GD optimization algorithm.
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Properties
  NameDescription
Public propertyFunction
Gets or sets the function to be optimized.
(Inherited from BaseOptimizationMethod.)
Public propertyGradient
Gets or sets a function returning the gradient vector of the function to be optimized for a given value of its free parameters.
(Inherited from BaseGradientOptimizationMethod.)
Public propertyIterations
Gets or sets the maximum number of iterations performed by the learning algorithm. Default is 0.
Public propertyLearningRate
Gets or sets the learning rate. Default is 1e-3.
Public propertyNumberOfVariables
Gets the number of variables (free parameters) in the optimization problem.
(Inherited from BaseOptimizationMethod.)
Public propertySolution
Gets the current solution found, the values of the parameters which optimizes the function.
(Inherited from BaseOptimizationMethod.)
Public propertyToken
Gets or sets a cancellation token that can be used to stop the learning algorithm while it is running.
(Inherited from BaseOptimizationMethod.)
Public propertyTolerance
Gets or sets the maximum change in the average log-likelihood after an iteration of the algorithm used to detect convergence. Default is 1e-5.
Public propertyValue
Gets the output of the function at the current Solution.
(Inherited from BaseOptimizationMethod.)
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Methods
  NameDescription
Public methodEquals
Determines whether the specified object is equal to the current object.
(Inherited from Object.)
Protected methodFinalize
Allows an object to try to free resources and perform other cleanup operations before it is reclaimed by garbage collection.
(Inherited from Object.)
Public methodGetHashCode
Serves as the default hash function.
(Inherited from Object.)
Public methodGetType
Gets the Type of the current instance.
(Inherited from Object.)
Public methodMaximize
Finds the maximum value of a function. The solution vector will be made available at the Solution property.
(Inherited from BaseGradientOptimizationMethod.)
Public methodMaximize(Double)
Finds the maximum value of a function. The solution vector will be made available at the Solution property.
(Inherited from BaseOptimizationMethod.)
Protected methodMemberwiseClone
Creates a shallow copy of the current Object.
(Inherited from Object.)
Public methodMinimize
Finds the minimum value of a function. The solution vector will be made available at the Solution property.
(Inherited from BaseGradientOptimizationMethod.)
Public methodMinimize(Double)
Finds the minimum value of a function. The solution vector will be made available at the Solution property.
(Inherited from BaseOptimizationMethod.)
Protected methodOnNumberOfVariablesChanged
Called when the NumberOfVariables property has changed.
(Inherited from BaseOptimizationMethod.)
Protected methodOnProgressChanged
Raises the [E:ProgressChanged] event.
Protected methodOptimize
Implements the actual optimization algorithm. This method should try to minimize the objective function.
(Overrides BaseOptimizationMethodOptimize.)
Public methodToString
Returns a string that represents the current object.
(Inherited from Object.)
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Events
  NameDescription
Public eventProgressChanged
Occurs when the current learning progress has changed.
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Extension Methods
  NameDescription
Public Extension MethodHasMethod
Checks whether an object implements a method with the given name.
(Defined by ExtensionMethods.)
Public Extension MethodIsEqual
Compares two objects for equality, performing an elementwise comparison if the elements are vectors or matrices.
(Defined by Matrix.)
Public Extension MethodTo(Type)Overloaded.
Converts an object into another type, irrespective of whether the conversion can be done at compile time or not. This can be used to convert generic types to numeric types during runtime.
(Defined by ExtensionMethods.)
Public Extension MethodToTOverloaded.
Converts an object into another type, irrespective of whether the conversion can be done at compile time or not. This can be used to convert generic types to numeric types during runtime.
(Defined by ExtensionMethods.)
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See Also