ANSWER:
The least square loss is basically the sum of squares of the residuals. A residual is defined as the predicted value subtracted from the true value.
Predicted value at (x1, x2) = sigmoid(w1x1 + w2x2 + b)
Considering the single piece of training data and the given weights, the loss is equal to
L = (true value - observed value)2
= (0 - sigmoid(w1x1 + w2x2 + b))2
= (sigmoid( (1)(1)+ (1)(-1) + 1))2
= (sigmoid(1))2
We are asked to perform gradient descent, this means we need to change the values of the weights and biases in such a way that the loss is decreased as much as possible.
To find this optimal change at the given point, we consider the loss function without plugging in the values of weights and biases, i.e
L(w1, w2 , b) = (sigmoid(w1(1)+ w2 (-1)+ b))2
= (sigmoid(w1 - w2+ b))2
Now, we use the fact that partial derivatives indicate the change in value with respect to the given weight.
(Since )
Similarly
Now for the given weights,
this means as w1 is increasing loss is increasing therefore to decrease it, we have to take a step in the negative direction. Since the step size has already been mentioned. The new weight w1 = 1 - 2 = -1
Similar to w1 , b becomes 1-2 i.e b = -1
This is opposite to the above case and hence we increase the weight for w2 i.e w2 = 3
NOTE:We can observe that the loss has not decreased, after taking the step. This is because the step size being too big, it overshooted.
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