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Consider the first-order model $$ \hat{y}=50+1.5 x_{1}-0.8 x_{2} $$ where \(-1 \leq x_{i} \leq 1\). Find the direction of steepest ascent.

Short Answer

Expert verified
The direction of steepest ascent is along the vector (1.5, -0.8).

Step by step solution

01

Understanding the Problem

We are given the model function \( \hat{y} = 50 + 1.5x_1 - 0.8x_2 \). The goal is to find the direction of steepest ascent, which is the direction in which the response \( \hat{y} \) increases the fastest. This direction in the parameter space of a linear model is the gradient vector of the function.
02

Calculating the Gradient

The gradient of the function \( \hat{y} = 50 + 1.5x_1 - 0.8x_2 \) is calculated by taking the partial derivatives with respect to each of the variables, \( x_1 \) and \( x_2 \). The gradient is given by \( abla \hat{y} = \left( \frac{\partial \hat{y}}{\partial x_1}, \frac{\partial \hat{y}}{\partial x_2} \right) \).
03

Finding Partial Derivatives

Compute the first partial derivative with respect to \( x_1 \), \( \frac{\partial \hat{y}}{\partial x_1} = 1.5 \), and with respect to \( x_2 \), \( \frac{\partial \hat{y}}{\partial x_2} = -0.8 \).
04

Constructing the Gradient Vector

Substitute the partial derivatives into the gradient vector: \( abla \hat{y} = (1.5, -0.8) \). This vector points in the direction of steepest ascent in the parameter space \( (x_1, x_2) \).
05

Verification of Direction

The steepest ascent is always directed along the gradient vector \( abla \hat{y} = (1.5, -0.8) \). This vector gives the direction to move in \( x_1 \) and \( x_2 \) space to increase \( \hat{y} \) as rapidly as possible.

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Key Concepts

These are the key concepts you need to understand to accurately answer the question.

Steepest Ascent
Steepest ascent refers to the path that allows for the quickest increase in a function's output. In the context of optimization, this is an important concept since it helps determine the best direction to move in order to maximize a function. Using calculus, the direction of steepest ascent can be identified by calculating the gradient vector of a function. This gradient vector points in the direction where the function's value rises the most rapidly.

To find the steepest ascent, you need to evaluate the function's partial derivatives with respect to its variables and construct the gradient vector from these derivatives. This approach is a foundational aspect in gradient-based optimization techniques, such as Gradient Descent when finding the minima, or its reverse, Gradient Ascent, when finding the maxima.
Linear Model
A linear model is a mathematical representation that describes a relationship using a linear equation. It typically takes the form \( y = b_0 + b_1x_1 + ... + b_nx_n \), where \( b \) are coefficients and \( x \) represent input variables. Linear models are popular due to their simplicity and interpretability but may not capture complex relationships as effectively as non-linear models.

The role of a linear model in this exercise is to predict the outcome \( \hat{y} \) based on input features \( x_1 \) and \( x_2 \). Here, the coefficients 1.5 and -0.8 determine the impact of each variable on \( \hat{y} \). These coefficients are crucial as they dictate the slope of the line formed by the model, indicating how \( \hat{y} \) changes with changes in the variables.
Partial Derivatives
Partial derivatives are a type of derivative used in multivariable calculus. They measure how a function changes as one of its variables is varied, while keeping the other variables constant. In simpler terms, they show the rate at which the function's output changes with respect to changes in its inputs.

Partial derivatives are central in determining the gradient vector, especially in applications involving multiple variables. For the equation \( \hat{y} = 50 + 1.5x_1 - 0.8x_2 \), the partial derivatives are calculated with respect to each variable. In this case, the partial derivative with respect to \( x_1 \) is \( 1.5 \) and with respect to \( x_2 \) is \( -0.8 \).
  • They help identify the sensitivity of the output to each input.
  • They serve as building blocks for the gradient vector.
Gradient Vector
The gradient vector is a fundamental concept in calculus and optimization, comprising the partial derivatives of a function with respect to all its variables. In essence, it serves as a multi-dimensional derivative that indicates the direction and rate of the steepest ascent of a function.

In our linear model, the gradient vector is constructed from the partial derivatives previously calculated: \( abla \hat{y} = (1.5, -0.8) \). This vector provides vital information on how to adjust the variables \( x_1 \) and \( x_2 \) to increase \( \hat{y} \) most effectively.
  • It points in the direction where the function increases most rapidly.
  • It is essential in optimization for finding maxima or minima of functions.
Understanding the gradient vector is crucial for employing gradient-based optimization techniques such as Gradient Descent or Ascent.

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Most popular questions from this chapter

Construct a \(2^{5}\) design in four blocks. Select the appropriate effects to confound so that the highest possible interactions are confounded with blocks.

Set up a \(2_{\mathrm{III}}^{7-4}\) design using \(D=A B, E=A C, F=\) \(B C,\) and \(G=A B C\) as the design generators. Ignore all interactions above two factors. (a) Verify that each main effect is aliased with three twofactor interactions. (b) Suppose that a second \(2_{\mathrm{III}}^{7-4}\) design with generators \(D=\) \(-A B, E=-A C, F=-B C,\) and \(G=A B C\) is run. What are the aliases of the main effects in this design? (c) What factors may be estimated if the two sets of factor effect estimates above are combined?

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