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Mathematics
Loss functions and descent method
V. K. Ohanyan, H. Z. Zohrabyan Yerevan State University, Faculty of Mathematics and Mechanics
Abstract:
In this paper, we showed that it is possible to use gradient descent method to get minimal error values of loss functions close to their Bayesian estimators. We calculated Bayesian estimators mathematically for different loss functions and tested them using gradient descent algorithm. This algorithm, working on Normal and Poisson distributions showed that it is possible to find minimal error values without having Bayesian estimators. Using Python, we tested the theory on loss functions with known Bayesian estimators as well as another loss functions, getting results proving the theory.
Keywords:
Bayesian estimators, gradient descent, loss functions, machine learning.
Received: 07.04.2021 Revised: 23.04.2021 Accepted: 27.04.2021
Citation:
V. K. Ohanyan, H. Z. Zohrabyan, “Loss functions and descent method”, Proceedings of the YSU, Physical and Mathematical Sciences, 55:1 (2021), 29–35
Linking options:
https://www.mathnet.ru/eng/uzeru829 https://www.mathnet.ru/eng/uzeru/v55/i1/p29
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Statistics & downloads: |
Abstract page: | 103 | Full-text PDF : | 48 | References: | 16 |
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