Gradient Descent: What is It & How to Use It?

[DeanDeanDean]

Hello.

I hope I've chosen the correct place to post this. Apologies if it is not.

Could somebody explain the method of Gradient Descent to me or give me a link to a good explanation? For example, if h(x,y) = x^2 + y^2, what would I do to find a minimum point using gradient descent? I've read things about iterations but what exactly are these iterations?

Thank you.

 

[hotvette]

Welcome to PF!

An analogy often used is a skier on a mountain trying to find the lowest point in the valley. Go downhill in the steepest direction and stop when you hit a minimum point. Change directions to the steepest downhill direction and repeat. That's the iterative nature of the solution process. If the function is a perfect bowl there is only one iteration. You can do a search on Google and find more information.