UNPKG

gradient-descent

Version:

Module to iterate over a numerically function to Gradient Descent direction

23 lines (16 loc) 738 B
# Gradient Descent Module to iterate over a numerically function to Gradient Descent direction # API The module expose a function with next params #### GD(initialPoint,asyncNumericalFunc,stepSize,deltaSize,numSteps,presicion)->Promise(bestParams) Iterate NUM_STEPS and stop when the norm of gradient is less that PRESICION, every step is of size STEP_SIZE and the numerical derivate is aproximated by: derivate = [f(x + DELTA_SIZE) - f(x)]/DELTA_SIZE # Usage ```js const optimze = require('gradient-descent') const func = async (x, y, z) => x * x + y * y + z * z; const init = [3, 4, 5]; // dimension is obtained from initial point const res = await optimize(init, func); assert(await func(...res) < await func(...init)); ```