20230411 0926
REF
[1] https://stats.stackexchange.com/questions/253632/why-is-newtons-method-not-widely-used-in-machine-learning
Why is Newton's method not widely used in machine learning?
This is something that has been bugging me for a while, and I couldn't find any satisfactory answers online, so here goes: After reviewing a set of lectures on convex optimization, Newton's method...
stats.stackexchange.com
[2] finding roots https://en.wikipedia.org/wiki/Newton%27s_method
[3] finding minima, https://en.wikipedia.org/wiki/Newton%27s_method_in_optimization
동기
내가 알던 Newton method와 진짜 Newton method [3]가 달라보인다.
결론
내가 알던건 [2]이고, 진짜는 [3]인데 결국 둘은 같다.
설명 - 같다.
(note)Newton Raphson method는 Gradient Discent 방법의 일종이다.
즉 Newton method ⊂ Gradient Discent
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