from May be duplicated
Numerical Differentiation to Find the Gradient
- Vertical axis is goodness, horizontal axis is search space.
- Not sure which way to go if there is only one observation
- Given two observations, we can compare them to know “Better Direction”.
- This is gradient by numerical differentiation.
- The figure determines that the further to the right, the larger
- In the figure, the search space is only left and right because it is 1-dimensional, but in general, the search space is high-dimensional
- Proceeding in the direction of the gradient yields better results.
- This is the least-descent method.
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