gradient_descent: Gradient Descent

In merkys/MixtureFitting: Fitting of Univariate Mixture Distributions to Data using Various Approaches

Gradient Descent

Description

Simple implementation of gradient descent method. Given a derivative function, it follows its decrease until convergence criterion is met.

Usage

    gradient_descent( gradfn, start, gamma = 0.1, ..., epsilon = 0.01 )

Arguments

gradfn	derivative function
start	starting value
gamma	learning rate
...	additional arguments passed to derivative function
epsilon	convergence threshold for absolute squared difference

Value

log-likelihood

Author(s)

Andrius Merkys

merkys/MixtureFitting documentation built on July 5, 2025, 5:43 a.m.