Comparative analysis of gradient descent methods and their modifications for optimizing complex functions

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This article presents a comparative analysis of various gradient descent optimization methods, including classical gradient descent, momentum-based gradient descent, adaptive gradient descent (Adam), and a learning rate decay method. These methods were applied to two test functions, the Matyas function and Levi Function No. 13, to evaluate their performance in terms of accuracy, convergence speed, and computational efficiency. The study revealed that the Adam optimizer consistently outperformed the other methods, demonstrating the highest accuracy and fastest convergence, particularly on complex, non-linear landscapes. Momentum-based gradient descent improved convergence over the classical method but did not achieve the precision of Adam. The learning rate decay method stabilized the optimization process but fell short of Adam’s performance. These findings highlight the effectiveness of adaptive optimization algorithms in solving complex optimization problems, providing valuable insights for their application in machine learning, neural networks, and other areas requiring efficient optimization techniques.

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Gradient descent, momentum-based optimization, adaptive gradient descent, learning rate decay, function optimization, matyas function, levi function № 13, optimization algorithms, convergence speed

Короткий адрес: https://sciup.org/170207084

IDR: 170207084   |   DOI: 10.24412/2500-1000-2024-10-5-70-78

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