4. Gradient descent. Gradient descent is one of the most popular algorithms in data science and by far the most common way to optimise neural networks. A function is minimised by iteratively moving a little bit in the direction of negative gradient. For the two-dimensional case, the step of iteration is given by the formula (**+²) = (*) – - € ▼ ƒ (xXn, Yn). Yn+1, In general, & does not have to be a constant, but in this question, for demonstrative purposes, we set = 0.1. Let f(x, y) = 3.5x² - 4xy +6.5y² and ro and yo be any real numbers. (a) For all x, y R compute Vf(x, y) and find a matrix A such that (-) = (-) - in terms of xo and yo and powers of A. A Write an expression for (5) Yn - ε V f (x, y). (b) Find the eigenvalues of A. (c) Find one eigenvector corresponding to each eigenvalue.

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4. Gradient descent.
Gradient descent is one of the most popular algorithms in data science and by far the most
common way to optimise neural networks. A function is minimised by iteratively moving
a little bit in the direction of negative gradient. For the two-dimensional case, the step of
iteration is given by the formula
Xn+1
Yn+1
n+¹) = (xn) - € V ƒ (Xxnx Y₁).
E
Yn
In general, & does not have to be a constant, but in this question, for demonstrative purposes,
we set = 0.1. Let f(x, y) = 3.5x² - 4xy +6.5y² and xo and yo be any real numbers.
(a) For all x, y ER compute Vf(x, y) and find a matrix A such that
Τη
Yn
A
¹ (*) = (*)
in terms of xo and yo and powers of A.
- ε ▼ f(x, y).
Write an expression for
(b) Find the eigenvalues of A.
(c) Find one eigenvector corresponding to each eigenvalue.
(d) Find matrices P and D such that D is diagonal and A = PDP-¹.
(e) Find matrices Dn, P-1 and An. Find formulas for an and yn.
(f) Suppose to = yo = 1. Find the smallest N EN such that |(
YN
< 0.05,
)
IN-1
YN-1,
N
(g) Sketch the region R consisting of those (ro, yo) such that N ≥ 0, YN ≥ 0 and
|(x)| ≤
> 0.05,
where N is the number found in part (f). Write an equation for the boundary of R.
Which points of the boundary belongs to R and which do not?
≤0.05.
Transcribed Image Text:4. Gradient descent. Gradient descent is one of the most popular algorithms in data science and by far the most common way to optimise neural networks. A function is minimised by iteratively moving a little bit in the direction of negative gradient. For the two-dimensional case, the step of iteration is given by the formula Xn+1 Yn+1 n+¹) = (xn) - € V ƒ (Xxnx Y₁). E Yn In general, & does not have to be a constant, but in this question, for demonstrative purposes, we set = 0.1. Let f(x, y) = 3.5x² - 4xy +6.5y² and xo and yo be any real numbers. (a) For all x, y ER compute Vf(x, y) and find a matrix A such that Τη Yn A ¹ (*) = (*) in terms of xo and yo and powers of A. - ε ▼ f(x, y). Write an expression for (b) Find the eigenvalues of A. (c) Find one eigenvector corresponding to each eigenvalue. (d) Find matrices P and D such that D is diagonal and A = PDP-¹. (e) Find matrices Dn, P-1 and An. Find formulas for an and yn. (f) Suppose to = yo = 1. Find the smallest N EN such that |( YN < 0.05, ) IN-1 YN-1, N (g) Sketch the region R consisting of those (ro, yo) such that N ≥ 0, YN ≥ 0 and |(x)| ≤ > 0.05, where N is the number found in part (f). Write an equation for the boundary of R. Which points of the boundary belongs to R and which do not? ≤0.05.
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