Gradient Descent

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    Categories: Data Science

    An optimization algorithm used to minimize some function by iteratively moving in the direction of steepest ascent/descent as defined by the positive/negative of the gradient. For maximising a function, for example, the algorithm would progress in the direction that causes the function to increase the most), repeated for each new starting point.

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    Justin Chan
    Dr Chan founded DataDrivenInvestor.com (DDI) and is the CEO for JCube Capital Partners. Specialized in strategy development, alternative data analytics and behavioral finance, Dr Chan also has extensive experience in investment management and financial services industries. Prior to forming JCube and DDI, Dr Chan served in the capacity of strategy development in multiple hedge funds, fintech companies, and also served as a senior quantitative strategist at GMO. A published author at professional journals in finance, Dr. Chan holds a Ph.D. degree in finance from UCLA.