Wu deeplearning.ai C2W1 assignment_Gradient+Checking

本文介绍了在构建欺诈检测模型时,如何使用梯度检查确保正确实现反向传播。通过1维和N维梯度检查,验证在求导过程中是否存在错误。1维检查涉及比较反向传播计算的导数与数值逼近的导数;N维检查则是对多层模型的扩展,确保所有维度的导数正确。
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Gradient Checking

Welcome to the final assignment for this week! In this assignment you will learn to implement and use gradient checking. 

You are part of a team working to make mobile payments available globally, and are asked to build a deep learning model to detect fraud--whenever someone makes a payment, you want to see if the payment might be fraudulent, such as if the user's account has been taken over by a hacker. 

But backpropagation is quite challenging to implement, and sometimes has bugs. Because this is a mission-critical application, your company's CEO wants to be really certain that your implementation of backpropagation is correct. Your CEO says, "Give me a proof that your backpropagation is actually working!" To give this reassurance, you are going to use "gradient checking".

Let's do it!

这一章节主要介绍了一种检查反向传播是否发生错误的方法,数值逼近。在反向传播的过程中,我们可能在求导的过程中极可能出错,采用这种方法就可以确定我们推导的公式是正确的。

1、1-dimensional gradient checking

一层的梯度检查,简单来说,我们先正常的利用方向传播函数计算出\frac{\partial J}{\partial \theta },然后利用在领域[\theta -\varepsilon ,\theta +\varepsilon ]极限的定义计算

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