What I'm confused about: At 1:41 you say we follow the direction _until the function starts increasing again_, but looking at the table at 3:35 I see a constant value alpha=0.2. Which I'd interpret considering the bottom formula at 8:17 as that you don't follow the direction *until the function starts increasing again*, but rather follow it a fixed ratio of 0.2 times the gradient length?
Extremely well made video! It'd be nice if you make a tutorial on how to make those nice plots.
Extremely concise and lucid explanation. Thank you Prof. Michel.
Lovely explanation! Please continue teaching, your style of coaching is commendable.
Thank you :)
What I'm confused about: At 1:41 you say we follow the direction _until the function starts increasing again_, but looking at the table at 3:35 I see a constant value alpha=0.2. Which I'd interpret considering the bottom formula at 8:17 as that you don't follow the direction *until the function starts increasing again*, but rather follow it a fixed ratio of 0.2 times the gradient length?
In this example, it just happens that the step to perform to reach the minimum is always the same.
Really nice explanation! For the preconditioning, is there any method to determine matrix H?
You can find various review papers in the literature.
doi.org/10.1017/S0962492915000021
doi.org/10.1006/jcph.2002.7176
@@MichelBierlaire Thank you, Prof. Michel.
which software do you use?
To do what?
@@MichelBierlaire hi, which software did you used in 02:58 ?
@@MichelBierlaire to do what 02:58 shows? thanks for ur answer
I use pgfplots. pgfplots.sourceforge.net/gallery.html
@@MichelBierlaire thanks
kroasan