Rodrigo Ruiz wrote in post #1040708:
> I have to do the minimization of a cost function based on parameters
> (gradient descent).
>
> Is there a decent ruby gem (that works with rails) to do this?
>From what I can tell "gradient descent" is just math:
The Wiki page I found had a computational solution (in Python if I'm not
mistaken):
--------------
# From calculation, we expect that the local minimum occurs at x=9/4
x_old = 0
x_new = 6 # The algorithm starts at x=6
eps = 0.01 # step size
precision = 0.00001
def f_prime(x):
return 4 * x**3 - 9 * x**2
while abs(x_new - x_old) > precision:
x_old = x_new
x_new = x_old - eps * f_prime(x_new)
print "Local minimum occurs at ", x_new
--------------
Maybe just translating that to Ruby will give you what you want. Note:
I'm no mathematician. You may have to consult someone who is the above
needs any tweaking.
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