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发表于 2018-5-18 11:31:05 | 显示全部楼层 |阅读模式
?????????????????????????????????????????l?????????????????l???????????????????????????????????????????????????(Gradient Descent, GD)?
??????????????????????????????????????????????????????????????????????????????????????????????????????
????????????????????????????????????????????batch?mini-batch?SGD?online??????????????????????
1?batch gradient descent??????(Batch Gradient Descent)??????????????????????????????
?????????????
J(?)=12m?i=1m(h?(x(i))?y(i))2

??????????????????????????????????????????????
repeate{?:=???1m?i=1m(h?(x(i))?y(i))x(i)j}

2?mini-batch gradient descent????????????????????????????????????????????????????????????????????????????????????????????????????????????????mini-batch????
?????????????n????mini-batch?????????????mini-batch???b??????????????????n/b?mini-batch?
{foreach?kin?:?:=???1b?i=1b(h?(x(i))?y(i))x(i)}for(k=1,2...m/b)

3?stochastic gradient descent????????(stochastic gradient descent)?????mini-batch gradient descent??????????????????????????????????????????????b=1????mini-batch gradient descent????mini-batch??????????
??????????????
{foreachxi:?:=???(h?(x(i))?y(i))x(i)}

4?online gradient descent???????????????????????????????????????????????????????????????????(Online Learning)????????????????????
???????(Online gradient descent)???????????????????????????????????????????
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