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SGN-21006 Advanced Signal Processing Exercise 3: Steepest Descent Assistant: Petra Helen, Petra. Helen tut. Phi Introduction Consider the same application as in the previous exercise, channel equalization
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How to fill out steepest descent:

01
Understand the objective: Before filling out the steepest descent, it is important to have a clear understanding of the objective you are trying to achieve. Identify what problem or equation you are trying to minimize using the steepest descent method.
02
Define the starting point: In order to start the steepest descent process, you need to define an initial point from where the algorithm will begin. This starting point can be any feasible solution to the problem at hand.
03
Calculate the gradient: The steepest descent method relies on the gradient of the objective function. Calculate the gradient by taking partial derivatives of the objective function with respect to each variable.
04
Determine the search direction: Once the gradient is calculated, determine the search direction. In steepest descent, the search direction is the negative gradient direction, as it indicates the direction of steepest descent towards the minimum value.
05
Update the current point: Use the search direction to update the current point. This is done by multiplying the search direction with a step length or learning rate and subtracting it from the current point. The step length determines the size of the update and is typically chosen based on the problem characteristics.
06
Repeat until convergence: Repeat steps 3 to 5 until a stopping criterion is met. This can be reaching a desired level of accuracy or a maximum number of iterations. At each iteration, recalculate the gradient and update the current point to iteratively approach the minimum value.

Who needs steepest descent:

01
Researchers and engineers: Steepest descent is a widely used optimization method in various scientific fields, such as physics, engineering, and computer science. Researchers and engineers often need steepest descent to minimize objective functions and find optimal solutions to complex problems in their respective domains.
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Machine learning practitioners: Steepest descent, also known as gradient descent, plays a crucial role in training machine learning models. Machine learning practitioners utilize steepest descent algorithms to optimize model parameters and minimize the loss function, enabling the model to accurately predict outcomes and make informed decisions.
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Optimization enthusiasts: Individuals interested in optimization techniques and algorithms may find steepest descent a valuable tool. Whether as a learning exercise or to solve optimization problems in various areas, steepest descent provides a fundamental and widely applicable approach that can be further explored and expanded upon by enthusiasts in the field of optimization.
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Steepest descent is a method used in optimization algorithms to find the minimum value of a function.
Typically engineers, mathematicians, and scientists involved in optimization problems are required to use steepest descent.
To fill out steepest descent, one needs to calculate the gradient of the function at a given point and move in the opposite direction of the gradient to minimize the function.
The purpose of steepest descent is to find the minimum value of a function by iteratively moving in the direction of the steepest decrease.
On steepest descent, one must report the initial point, the gradient of the function, the step size, and the number of iterations performed.
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