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  2. Gradient descent - Wikipedia

    en.wikipedia.org/wiki/Gradient_descent

    While it is sometimes possible to substitute gradient descent for a local search algorithm, gradient descent is not in the same family: although it is an iterative method for local optimization, it relies on an objective function’s gradient rather than an explicit exploration of a solution space.

  3. Stochastic gradient descent - Wikipedia

    en.wikipedia.org/wiki/Stochastic_gradient_descent

    Stochastic gradient descent is a popular algorithm for training a wide range of models in machine learning, including (linear) support vector machines, logistic regression (see, e.g., Vowpal Wabbit) and graphical models. [22]

  4. Delta rule - Wikipedia

    en.wikipedia.org/wiki/Delta_rule

    In machine learning, ... It can be derived as the backpropagation algorithm for a single-layer neural network ... gradient descent tells us that our change for each ...

  5. Gradient boosting - Wikipedia

    en.wikipedia.org/wiki/Gradient_boosting

    Gradient boosting is a machine learning technique based on boosting in a functional space, where the target is pseudo-residuals instead of residuals as in traditional boosting. It gives a prediction model in the form of an ensemble of weak prediction models, i.e., models that make very few assumptions about the data, which are typically simple ...

  6. Stochastic gradient Langevin dynamics - Wikipedia

    en.wikipedia.org/wiki/Stochastic_Gradient_Langev...

    SGLD can be applied to the optimization of non-convex objective functions, shown here to be a sum of Gaussians. Stochastic gradient Langevin dynamics (SGLD) is an optimization and sampling technique composed of characteristics from Stochastic gradient descent, a Robbins–Monro optimization algorithm, and Langevin dynamics, a mathematical extension of molecular dynamics models.

  7. Learning rate - Wikipedia

    en.wikipedia.org/wiki/Learning_rate

    In the adaptive control literature, the learning rate is commonly referred to as gain. [2] In setting a learning rate, there is a trade-off between the rate of convergence and overshooting. While the descent direction is usually determined from the gradient of the loss function, the learning rate determines how big a step is taken in that ...

  8. Early stopping - Wikipedia

    en.wikipedia.org/wiki/Early_stopping

    In machine learning, early stopping is a form of regularization used to avoid overfitting when training a model with an iterative method, such as gradient descent. Such methods update the model to make it better fit the training data with each iteration. Up to a point, this improves the model's performance on data outside of the training set (e ...

  9. Proximal gradient methods for learning - Wikipedia

    en.wikipedia.org/wiki/Proximal_gradient_methods...

    Proximal gradient methods provide a general framework which is applicable to a wide variety of problems in statistical learning theory. Certain problems in learning can often involve data which has additional structure that is known a priori. In the past several years there have been new developments which incorporate information about group ...