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Old 05-07-2013, 12:12 AM
Darcy Daugela Darcy Daugela is offline
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Join Date: Apr 2013
Location: Edmonton
Posts: 3
Default Re: Q7 - understanding co-ordinate descent

I am struggling to understand what I did wrong on this question.

The instructions are clear, I followed the method above (I think?), my answers to related questions (5 and 6) were correct, but my answer to question 7 is far far less than the correct answer. I got the answer level of accuracy in only 5 iterations (instead of 15), so I must have a serious problem with my algorithm.

I am wondering if I understand the term "only to reduce error". I took this to mean that after each step I recalculate the error, and if the error increased I do not apply the update. This helped rapid convergence significantly.

Upon researching why I got this answer wrong, I ran across some conflicting references that suggest "coordinate descent" can be much more efficient algorithm than GD because of some tricks to re-use parts of the calculation. I'm not sure what to think.
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