Performance Surface and and performance
Optimization
Consider the following performance
surface:
Assuming an initial point
And given a direction
Find the value of
the function and gradient and Hessian at
Find the Taylor series of this function up to the second
derivatives around
Write the Taylor
series expansion of the previous step as quadratic function in
matrix form.
Perform two steps
of gradient descent using minimization along a line
(calculate ) and show
theand
positions and the value of the of the
function after each step.
Perform two steps
of gradient descent usingand show theand
positions and the value of the of the
function after each step.
Perform one step
of minimization in the direction ofand show the
valueand the value of the function
after the step.
Submission guidelibnes:
It is necessary to display
your calculations and provide explanations for each step and show
which equation you are planning to use.Simply
presenting the final values without detailing the process will not
be sufficient to receive credit.
For example, when trying to
find the Taylor series,you should articulate it
as follows:
To find Taylor series of
the function up to the second derivative, I will use the following
equation:
You must submit your assignment as a MSWord or a
pdf document.
The first four
lines of any submitted file must follow the following format
according to the assignment submission
guidelines.
# Your name (last name, first
name)
# Your student ID
(100x_xxx_xxx)
# Date of submission
(yyyy_mm_dd)
# Assignment_nn_kk
Change the name of the file according to the submission
guidelines.
Create a
directory and name it according to the submission guidelines and
include your file in that directory.
Zip the
directory and upload it to Canvas according to the submission
guidelines.