Find minimum error function using gradient descent

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Elysi Cochin 2023-1-17

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此问题的直接链接

https://ww2.mathworks.cn/matlabcentral/answers/1895840-find-minimum-error-function-using-gradient-descent

评论： Elysi Cochin 2023-1-18

采纳的回答： Dyuman Joshi

在 MATLAB Online 中打开

Find the minimum error function using gradient descent

for the function (x-1).^2 - 2

I found a code in matlabcentral, but I'm not sure how to edit it according to my requirement.

%% Code I got from matlabcentral
X = -2:0.1:2;
Y = -2:0.1:2;
[X,Y] = meshgrid(X,Y);
% Z = 2*X.^2+3*Y.^2;
Z = (x-1).^2 - 2;
surf(X,Y,Z)
hold on
x(1) = 2; % initial value of x 
y(1) = 2; % initial value of y 
z(1) =  2.*x(1).^2 + 3.*y(1).^2;
stepsize = 0.1;
for i = 1:30
    zx = 4*x(i); 
    zy = 6*y(i); 
    x(i+1) = x(i) - stepsize*zx; %gradient descent 
    y(i+1) = y(i) - stepsize*zy;
    z(i+1) = 2.*x(i+1).^2 + 3.*y(i+1).^2
end

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采纳的回答

Dyuman Joshi 2023-1-17

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此回答的直接链接

https://ww2.mathworks.cn/matlabcentral/answers/1895840-find-minimum-error-function-using-gradient-descent#answer_1150680

编辑：Dyuman Joshi 2023-1-18

在 MATLAB Online 中打开

I don't know about the code you found, the method of operation for the given optimization algorithm should be like this -

funcChoice=2;
%error function
switch funcChoice
    case 1
        fun = @(x) (x-1).^2 - 2;
        fungrad = @(x) 2*(x-1);
        minval = -2;
    case 2
        
        fun = @(x) exp(x) - 2*x;
        fungrad = @(x) exp(x)-2;
        minval = 2*(1-log(2));
    case 3
        
        fun = @(x) -log(x) + 2*x;
        fungrad = @(x) -1./x+2;
        minval = 1+log(2);
end
disp(fun)
    @(x)exp(x)-2*x
disp(fungrad)
    @(x)exp(x)-2
disp(minval)
    0.6137
%starting point, can be changed as per wish
x=4;
%learning rate
rate = 0.01;
%counter
itr=0;
%tolerance, adjust accordingly
tol=1e-3;
%main algorithm
while abs(fun(x(end))-minval)>=tol
    itr=itr+1;
    x(end+1)=x(end)-rate*fungrad(x(end));
end
%number of iterations
itr
itr = 169
%corresponding x-value, already had a starting point, that's why +1 
finalx=x(itr+1)
finalx = 0.7242
%minimum function value
finalval=fun(x(itr+1))
finalval = 0.6147
%minimum error
minError=abs(minval-finalval)
minError = 9.7524e-04