The problem is that the function I'm trying to minimize is a lot more complicated (so is its derivative), so I wanted a function that could do the minimization for me rather than implementing one myself
On Friday, January 13, 2012, Robert Walker <li...@ruby-forum.com> wrote: > 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. > > -- > Posted via http://www.ruby-forum.com/. > > -- > You received this message because you are subscribed to the Google Groups "Ruby on Rails: Talk" group. > To post to this group, send email to rubyonrails-talk@googlegroups.com. > To unsubscribe from this group, send email to rubyonrails-talk+unsubscr...@googlegroups.com. > For more options, visit this group at http://groups.google.com/group/rubyonrails-talk?hl=en. > > -- You received this message because you are subscribed to the Google Groups "Ruby on Rails: Talk" group. To post to this group, send email to rubyonrails-talk@googlegroups.com. To unsubscribe from this group, send email to rubyonrails-talk+unsubscr...@googlegroups.com. For more options, visit this group at http://groups.google.com/group/rubyonrails-talk?hl=en.
