Steepest Descent and Newton’s Method in Python, from Scratch: A Comparison
Last Updated on August 28, 2023 by Editorial Team
Author(s): Nicolo Cosimo Albanese
Originally published on Towards AI.
Implementing the Steepest Descent Algorithm in Python from Scratch
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Image by author.IntroductionProblem statement and steepest descentNewton’s methodImplementationConclusions and Final Comparison
In a previous post, we explored the popular steepest descent method for optimization and implemented it from scratch in Python:
Table of contents
towardsdatascience.com
In this article, we aim to introduce Newton’s method and share a step-by-step implementation while comparing it with the steepest descent.
Optimization is the process of finding the set of variables x that minimizes an objective function f(x):
To solve this problem, we can select a starting point in the coordinate space and iteratively move toward a better approximation of… Read the full blog for free on Medium.
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