qbGradient is a simple implementation of the gradient descent method for
numerical optimization, intended to demonstrate the principles of the
method for educational purposes.
The code utilizes function pointers so that the user can specify an
external object function to be minimized that can take any form over
any number of variables.
The code is intended to be studied along side the corresponding videos
on the QuantitativeBytes YouTube channel. The specific videos relating
to this code may be found here:
Episode 1 - The theory of the gradient descent technique:
https://youtu.be/BjkmFVv4ccw
Episode 2 - Basic implementation in C++:
https://youtu.be/eyCq3cNFpMU
The QuantitativeBytes YouTube channel may be found here:
www.youtube.com/c/QuantitativeBytes
As this code is paired with the corresponding videos, pull requests will
not be accepted.
QuantitativeBytes/qbGradient
qbGradient is a simple C++ implementation of the gradient descent method for numerical optimization, intended to demonstrate the principles of the method for educational purposes.
C++MIT