Gradient Descent for function with multiple variables

7 Ansichten (letzte 30 Tage)
Shikhar Singh
Shikhar Singh am 12 Apr. 2022
Bearbeitet: Matt J am 12 Apr. 2022
I am trying to apply gradient descent for the following function, however it does not produce a surface plot showing the decent, and only displays a red line, what might be the error?
% Minimise the function z = (3-x)^2 + 30(y-(x^2))^2 using gradient descent,
% using an initial starting point of (0,0)
% My implementation:
X = -8:0.1:8;
Y = -8:0.1:8;
[X,Y] = meshgrid(X,Y);
Z =(3-X).^2 + 30*((Y-(X.^2)).^2);
surf(X,Y,Z)
hold on
x(1) = 0; % initial value of x
y(1) = 0; % initial value of y
z(1) = ((3-x(1)).^2) + (30.*(y(1)-(x(1).^2)).^2);
stepsize = 0.1;
for i = 1:30
zx = 120*x(i)^3 + 2*x(i) - 120*x(i)*y(i) - 6;
zy = 60*y(i) - 60*x(i)^2;
x(i+1) = x(i) - stepsize*zx; %gradient descent
y(i+1) = y(i) - stepsize*zy;
z(i+1) = ((3-x(i+1)).^2) + (30.*(y(i+1)-(x(i+1).^2)).^2);
end
plot3(x,y,z,'Markersize',10,'Color','red')
hold off

Akzeptierte Antwort

Matt J
Matt J am 12 Apr. 2022
Bearbeitet: Matt J am 12 Apr. 2022
Mainly, your step size is too big and you are plotting over too large a range.
X = -3:0.01:3;
[X,Y] = meshgrid(X);
Z =(3-X).^2 + 30*((Y-(X.^2)).^2);
surf(X,Y,Z,'FaceColor','c','FaceAlpha',0.3,'EdgeColor','none');
hold on
x(1) = 0; % initial value of x
y(1) = 0; % initial value of y
z(1) = ((3-x(1)).^2) + (30.*(y(1)-(x(1).^2)).^2);
stepsize = 0.01;
for i = 1:60
zx = 120*x(i)^3 + 2*x(i) - 120*x(i)*y(i) - 6;
zy = 60*y(i) - 60*x(i)^2;
x(i+1) = x(i) - stepsize*zx; %gradient descent
y(i+1) = y(i) - stepsize*zy;
z(i+1) = ((3-x(i+1)).^2) + (30.*(y(i+1)-(x(i+1).^2)).^2);
end
plot3(x,y,z,'o','Markersize',3,'Color','red')
hold off
axis([min(x),max(x), min(y),max(y), min(z), max(z)]);
view(154,34)
xlabel x; ylabel y; zlabel z;

Weitere Antworten (0)

Kategorien

Mehr zu Mathematics finden Sie in Help Center und File Exchange

Produkte


Version

R2021b

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by