view computeNumericalGradient.m @ 9:8dd249e99b5b default tip

Optimisations for backprop
author Jordi Gutiérrez Hermoso <jordigh@octave.org>
date Fri, 11 Nov 2011 20:36:02 -0500
parents 395fc40248c3
children
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function numgrad = computeNumericalGradient(J, theta)
%COMPUTENUMERICALGRADIENT Computes the gradient using "finite differences"
%and gives us a numerical estimate of the gradient.
%   numgrad = COMPUTENUMERICALGRADIENT(J, theta) computes the numerical
%   gradient of the function J around theta. Calling y = J(theta) should
%   return the function value at theta.

% Notes: The following code implements numerical gradient checking, and 
%        returns the numerical gradient.It sets numgrad(i) to (a numerical 
%        approximation of) the partial derivative of J with respect to the 
%        i-th input argument, evaluated at theta. (i.e., numgrad(i) should 
%        be the (approximately) the partial derivative of J with respect 
%        to theta(i).)
%                

numgrad = zeros(size(theta));
perturb = zeros(size(theta));
e = 1e-4;
for p = 1:numel(theta)
    % Set perturbation vector
    perturb(p) = e;
    loss1 = J(theta - perturb);
    loss2 = J(theta + perturb);
    % Compute Numerical Gradient
    numgrad(p) = (loss2 - loss1) / (2*e);
    perturb(p) = 0;
end

end