Gradient Descent, Step-by-Step

Gradient Descent is the workhorse behind most of Machine Learning. When you fit a machine learning method to a training dataset, you're probably using Gradient Descent. It can optimize parameters in a wide variety of settings. Since it's so fundamental to Machine Learning, I decided to make a "step-by-step" video that shows you exactly how it works.

NOTE: This video assumes you are already familiar with Least Squares and Linear Regression. If not, here's the link to the Quest: https://youtu.be/PaFPbb66DxQ

For a complete index of all the StatQuest videos, check out:
https://statquest.org/video-index/

Sources:
There are a ton of websites that describe the math behind Gradient Descent. One of my favorite is the wikipedia article: https://en.wikipedia.org/wiki/Gradient_descent

If you'd like to support StatQuest, please consider...

Buying The StatQuest Illustrated Guide to Machine Learning!!!
PDF - https://statquest.gumroad.com/l/wvtmc
Paperback - https://www.amazon.com/dp/B09ZCKR4H6
Kindle eBook - https://www.amazon.com/dp/B09ZG79HXC

Patreon: https://www.patreon.com/statquest
...or...
YouTube Membership: https://www.youtube.com/channel/UCtYLUTtgS3k1Fg4y5tAhLbw/join

...a cool StatQuest t-shirt or sweatshirt:
https://shop.spreadshirt.com/statquest-with-josh-starmer/

...buying one or two of my songs (or go large and get a whole album!)
https://joshuastarmer.bandcamp.com/

...or just donating to StatQuest!
https://www.paypal.me/statquest

Lastly, if you want to keep up with me as I research and create new StatQuests, follow me on twitter:
https://twitter.com/joshuastarmer

0:00 Awesome song and introduction
1:25 Main ideas behind Gradient Descent
5:38 Gradient Descent optimization of a single variable, part 1
9:08 An important note about why we use Gradient Descent
9:40 Gradient Descent optimization of a single variable, part 2
14:48 Review of concepts covered so far
15:48 Gradient Descent optimization of two (or more) variables
21:55 A note about Loss Functions
22:13 Gradient Descent algorithm
23:06 Stochastic Gradient Descent

#statquest #gradient #descent #ML