Created
August 7, 2017 19:38
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Gradient descent implemented simply in R -- this has a source but I forgot where I got this source from (I can't take credit for this)
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# set up a stepsize | |
alpha = 0.003 | |
# set up a number of iteration | |
iter = 500 | |
# define the gradient of f(x) = x^4 - 3*x^3 + 2 | |
f_of_x <- function(x) return((x^4) - (3*x^3) + 2) | |
gradient = function(x) return((4*x^3) - (9*x^2)) | |
# understanding polynomials is a pretty huge barrier right now to my understanding of complex topics | |
plot(f_of_x, xlim=c(-10,10), ylim=c(-10, 10)) | |
abline(v = 2.25, col='red') | |
# plot(gradient, xlim=c(-10,10), ylim=c(-10, 10)) | |
# abline(v=2.25, col='red') | |
# randomly initialize a value to x | |
set.seed(100) | |
#x = floor(runif(1)*10) | |
x = 0.1 | |
# create a vector to contain all xs for all steps | |
x.All = vector("numeric",iter) | |
# gradient descent method to find the minimum | |
for(i in 1:iter){ | |
x = x - alpha*gradient(x) | |
x.All[i] = x | |
print(x) | |
# if(x > 2) { | |
# plot(f_of_x, xlim=c(-5,5), ylim=c(-6, 6), lwd=3) | |
# abline(a=x, b=f_of_x(x), col='red') | |
# break | |
# } | |
} | |
# print result and plot all xs for every iteration | |
print(paste("The minimum of f(x) is ", x, sep = "")) | |
plot(x.All, type = "l") |
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