Gradient descent

From RecSysWiki
Jump to navigation Jump to search

Gradient descent (GD) is a general optimization algorithm, can be used to find a (possibly local) minimum of a differentiable function. Stochastic gradient descent (SGD) performs updates for single data points (or batches), whereas complete GD computes the complete gradient and then performs an update. In recommender systems, methods based on gradient descent are popular for fitting the parameters of a prediction model, e.g. matrix factorization models.

External links