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vzn
5:19 AM
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Q: multivariate stochastic gradient descent reducing to linear matrix recurrence relation

vznthe wikipedia pg on gradient descent gives the iterative (multivariate/ vector) formula $\mathbf{a}_{n+1} = \mathbf{a}_n - \gamma \nabla \mathbf{F}(\mathbf{a}_n)$ where $\mathbf{a}_n$ moves toward the minimum of $\mathbf{F(x)}$ and $\gamma$ is a step size. my question, when does this reduc...

 

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