Function cost minimization

rubyonrails-talk
1

I have to do the minimization of a cost function based on parameters (gradient descent).

Is there a decent ruby gem (that works with rails) to do this?

Thanks in advance

2

Rodrigo Ruiz wrote in post #1040708:

I have to do the minimization of a cost function based on parameters (gradient descent).

Is there a decent ruby gem (that works with rails) to do this?

From what I can tell "gradient descent" is just math:

The Wiki page I found had a computational solution (in Python if I'm not mistaken):

3

The problem is that the function I’m trying to minimize is a lot more complicated (so is its derivative), so I wanted a function that could do the minimization for me rather than implementing one myself

4

Rodrigo Ruiz wrote in post #1040810:

The problem is that the function I'm trying to minimize is a lot more complicated (so is its derivative), so I wanted a function that could do the minimization for me rather than implementing one myself

I thought it might be something like that. Sorry I don't know of anything like that either. Is this something that can be solved with matrix math? I noticed mention of that in what I was reading. I've used libraries in the past to solve some differential equations, but I had the advantage of having the matrix equation given to me by the company that created the device where it was needed.

5

What libraries did you use?