Gradient Descent
Module to iterate over a numerically function to Gradient Descent direction
API
The module expose a function with next params
GD(initialPoint,asyncNumericalFunc,stepSize,deltaSize,numSteps,presicion)->Promise(bestParams)
Iterate NUM_STEPS and stop when the norm of gradient is less that PRESICION, every step is of size STEP_SIZE and the numerical derivate is aproximated by:
derivate = [f(x + DELTA_SIZE) - f(x)]/DELTA_SIZE
Usage
const optimze = const func = async x * x + y * y + z * z;const init = 3 4 5; // dimension is obtained from initial pointconst res = await ;;