Lecture 7 Part 1: Derivatives of Random Functions

Name: Lecture 7 Part 1: Derivatives of Random Functions
Uploaded: 2023-10-23T13:46:03Z
Duration: 1 h 6 min 18 s
Description: Description: Even if a function f is stochastic (has random numbers in it), we can still define a derivative “on average” (whose expectation value is the derivative of the expectation value of f), for example, for stochastic gradient descent in machine learning. Instructors: Alan Edelman, Steven G. Johnson

1:06:18

Description: Even if a function f is stochastic (has random numbers in it), we can still define a derivative “on average” (whose expectation value is the derivative of the expectation value of f), for example, for stochastic gradient descent in machine learning.

Instructors: Alan Edelman, Steven G. Johnson