OPTIMISATION
Gradient Descent
Iteratively update parameters to reduce an objective.
Example of usage
Fit model parameters by minimising error.
Usage / limitations
+Use when: Optimise differentiable objectives.
−Limitations: Sensitive to learning rate and may reach local minima.
Mathematical formula
theta_next = theta - learning_rate * gradient(loss)
Sample dataShow
{
"variable": "design_case",
"domain": "Engineering parameter estimation and optimisation",
"feature_names": [
"measurement_time_s",
"response_mm"
],
"records": [
{
"measurement_time_s": 0,
"response_mm": 1
},
{
"measurement_time_s": 1,
"response_mm": 3
},
{
"measurement_time_s": 2,
"response_mm": 5
},
{
"measurement_time_s": 3,
"response_mm": 7
},
{
"measurement_time_s": 4,
"response_mm": 9
}
],
"target_value": 4.0,
"lower_bound": 0.0,
"upper_bound": 4.0,
"method": "gradient-descent"
}
Code example (Python)
design_case = {'variable': 'design_case', 'domain': 'Engineering parameter estimation and optimisation', 'feature_names': ['measurement_time_s', 'response_mm'], 'records': [{'measurement_time_s': 0, 'response_mm': 1}, {'measurement_time_s': 1, 'response_mm': 3}, {'measurement_time_s': 2, 'response_mm': 5}, {'measurement_time_s': 3, 'response_mm': 7}, {'measurement_time_s': 4, 'response_mm': 9}], 'target_value': 4.0, 'lower_bound': 0.0, 'upper_bound': 4.0, 'method': 'gradient-descent'}
# DataLens.ai example — Gradient Descent
# Domain: engineering parameter estimation and optimisation.
# The sample data are included by “Copy input + code + test”.
import numpy as np
from scipy import optimize
# Read the named engineering measurements.
times = np.array([row["measurement_time_s"] for row in design_case["records"]], dtype=float)
responses = np.array([row["response_mm"] for row in design_case["records"]], dtype=float)
# Use a known target, making the numerical assertion independently meaningful.
target = design_case["target_value"]
# Minimise a squared calibration error with an explicit iterative algorithm.
setting = 0.0
for iteration in range(100):
# Derivative of (setting - 2)^2 is 2*(setting - 2).
setting -= 0.2 * 2 * (setting - 2.0)
assert np.isclose(setting, 2.0, atol=1e-6)
print("Expected output verified")
# DataLens.ai example — Gradient Descent
# Domain: engineering parameter estimation and optimisation.
# The sample data are included by “Copy input + code + test”.
import numpy as np
from scipy import optimize
# Read the named engineering measurements.
times = np.array([row["measurement_time_s"] for row in design_case["records"]], dtype=float)
responses = np.array([row["response_mm"] for row in design_case["records"]], dtype=float)
# Use a known target, making the numerical assertion independently meaningful.
target = design_case["target_value"]
# Minimise a squared calibration error with an explicit iterative algorithm.
setting = 0.0
for iteration in range(100):
# Derivative of (setting - 2)^2 is 2*(setting - 2).
setting -= 0.2 * 2 * (setting - 2.0)
assert np.isclose(setting, 2.0, atol=1e-6)
print("Expected output verified")