Re:Understanding gradient descent
by theoh on Friday August 05, 2016 @07:27PM
(#12236357)
Presumably you are aware of Jonathan Shewchuk's "An Introduction to the Conjugate Gradient Method Without the Agonizing Pain":
https://www.cs.cmu.edu/~quake-papers/painless-conjugate-grad...
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Ilya Kuzovkin did nice companion article in the form of a Python Notebook to accompany Shewchuk's classic:
"The Concept of Conjugate Gradient Descent in Python"
http://ikuz.eu/2015/04/15/the-concept-of-conjugate-gradient-...
And for those with more math and less patience for explanation, Robert Gower also offers:
"Conjugate Gradients: The short and painful explanation with oblique projections"
http://www.maths.ed.ac.uk/~s1065527/pdf/GowerR_Painful_PCG_p...