1 00:00:00,000 --> 00:00:04,298 [MUSIC] 2 00:00:04,298 --> 00:00:07,389 Well, we can use the same type of algorithm to find the minimum of 3 00:00:07,389 --> 00:00:08,090 a function. 4 00:00:08,090 --> 00:00:10,800 So, here, our interest is min over all w g of w. 5 00:00:11,940 --> 00:00:19,200 And on this picture here, for this convex function, that's this point right here. 6 00:00:19,200 --> 00:00:24,370 And, but let's think a little bit about what happens in this case. 7 00:00:24,370 --> 00:00:30,600 So let's say we're starting at some w value here, 8 00:00:30,600 --> 00:00:35,870 and I'd like to know whether I should move again to the left or to the right. 9 00:00:37,100 --> 00:00:38,560 So increase or decrease w? 10 00:00:38,560 --> 00:00:41,640 Well let's look at the derivative of the function. 11 00:00:42,890 --> 00:00:46,430 And what I see is that the derivative is negative. 12 00:00:47,726 --> 00:00:51,560 The derivative is negative, and yet in this case, 13 00:00:51,560 --> 00:00:55,446 I want to be moving to the right and increasing w. 14 00:00:55,446 --> 00:01:02,200 Now, let's look at a point on the other side of the optimum, so some point w here. 15 00:01:02,200 --> 00:01:03,700 Look at the derivative. 16 00:01:03,700 --> 00:01:07,555 In this case the derivative is positive and 17 00:01:07,555 --> 00:01:12,800 when I ask whether I want to move to the left or to the right, 18 00:01:12,800 --> 00:01:18,281 the answer in this case is, I want to decrease the value of w. 19 00:01:18,281 --> 00:01:20,839 I want to move to the left. 20 00:01:22,900 --> 00:01:30,368 So what we're saying is that, 21 00:01:30,368 --> 00:01:35,826 when the derivative is 22 00:01:35,826 --> 00:01:43,868 positive we want to decrease w and 23 00:01:43,868 --> 00:01:52,198 when the derivative is negative, 24 00:01:52,198 --> 00:01:57,671 you wanna increase w. 25 00:02:01,090 --> 00:02:06,277 So again, in this picture I have that the derivative of this 26 00:02:06,277 --> 00:02:11,674 function g everywhere on the left-hand side of the optimum, 27 00:02:11,674 --> 00:02:18,560 in this case, is negative, everywhere on the right-hand side is positive. 28 00:02:18,560 --> 00:02:23,320 So when I go to do what I'm gonna call a hill descent algorithm to contrast 29 00:02:23,320 --> 00:02:25,662 with the hill climbing algorithm, 30 00:02:25,662 --> 00:02:30,280 the update is gonna look almost exactly the same as the hill climbing. 31 00:02:30,280 --> 00:02:34,177 Except because of what we just discussed, 32 00:02:34,177 --> 00:02:40,564 instead of having a plus sign here, and moving in the same direction, 33 00:02:40,564 --> 00:02:48,560 meaning the same sign of the derivative, we're going to move in the opposite. 34 00:02:48,560 --> 00:02:50,928 Okay, so when the derivative, just to be very clear, 35 00:02:50,928 --> 00:02:53,560 when the derivative is positive, what's going to happen? 36 00:02:54,900 --> 00:02:58,213 Well this term is going to be negative, we're going to decrease w. 37 00:02:58,213 --> 00:03:01,316 When the derivative is negative, this term, 38 00:03:01,316 --> 00:03:07,160 this joint term here is going to be positive, we're going to increase w. 39 00:03:07,160 --> 00:03:09,730 So that satisfies exactly what we stated here. 40 00:03:11,690 --> 00:03:12,750 Okay. 41 00:03:12,750 --> 00:03:17,730 So that is finding the minimum of a convex function. 42 00:03:17,730 --> 00:03:22,680 And I wanna emphasize this slide right here because we're gonna be 43 00:03:22,680 --> 00:03:28,110 looking at a lot of convex functions in this course, and in this module. 44 00:03:28,110 --> 00:03:31,505 So this is really the picture that I want you to have in mind. 45 00:03:31,505 --> 00:03:35,669 [MUSIC]