AI engineering glossary · Calculus optimisation
What is coordinate descent?
Coordinate descent: An optimiser that minimises an objective by adjusting one variable (or block) at a time while holding others fixed, cycling through them. Each update can be very cheap, so it suits problems such as Lasso regression and support vector machine solvers.
Coordinate descent: an example
To minimise f(x, y), fix y and minimise over x, then fix x and minimise over y, and repeat until nothing changes.
Related terms
More Calculus optimisation terms
- Cosine annealing
- Derivative
- Derivative-free optimisation
- Differentiability
- Directional derivative
- Duality
- Euler's number
- Exponential function
Where you learn it
Coordinate descent is part of the AI Engineering Program, which teaches it with notes, a hands-on lab and an exam. The first lesson is free.