On Gradient Descent and Coordinate Descent Methods and Its Variants
Abstract
This research is focused on Unconstrained Opti
mization problems. Among a number of methods that can be
used to solve Unconstrained Optimization problems we have
worked on Gradient and Coordinate Descent methods. Step
size plays an important role for optimization. Here we have
performed numerical experiment with Gradient and Coordinate
Descent method for several step size choices. Comparison between
different variants of Gradient and Coordinate Descent methods
and their efficiency are demonstrated by implementing in loss
functions minimization problem.
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