Loss Functions and Stochastic Approximation

  • Jack Sklansky
  • Gustav N. Wassel

Abstract

Gradient descent as a technique for finding the minimum of a loss function J(v) was introduced in Section 2.10. Recall that the technique consists of finding the gradient ∇ J(v) and then adjusting the parameter vector v so that the change in v is in the direction of the negative of the gradient.

Keywords

Covariance Dition 

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Copyright information

© Springer-Verlag New York Inc 1981

Authors and Affiliations

  • Jack Sklansky
    • 1
  • Gustav N. Wassel
    • 2
  1. 1.Department of Electrical EngineeringUniversity of California at IrvineIrvineUSA
  2. 2.Deparment of Electronic and Electrical EngineeringCalifornia Polytechnic State UniversitySan Luis ObispoUSA

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