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Math — Gradient Descent

Iterative minimisation along the negative gradient.

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\mathbf{x}_{n+1} = \mathbf{x}_n - \eta\,\nabla f(\mathbf{x}_n)

\eta = \text{learning rate}

\text{converges to a local minimum}

\nabla f = \mathbf{0} \text{ at the optimum}