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Old 05-06-2013, 02:06 AM
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yaser yaser is offline
Join Date: Aug 2009
Location: Pasadena, California, USA
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Default Re: Q7 - understanding co-ordinate descent

Originally Posted by bargava View Post
I didn't entirely understand what co-ordinate descent meant. This is what I believe it to be: Instead of descending "simultaneously" along all the co-ordinates as in gradient descent(in this eg: both u and v), we first descend along u, find the new u and then find v. So, when computing v, the new value of u is to be used. Am I right?
Correct. After each update along one coordinate, you compute the derivative at the new point, then descend along the other coordinate. This is not an efficient method, and is meant for comparison with gradient descent.
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