I have the following function for which I need to find the First Order Conditions with respect to one parameter, let’s say \mathbb{u}:
J(u,v,Y,λ) = sum(skipmissing((Y-(u * v')) .^ 2))/2 + (λ/2) * (norm(u)^2 + norm(v)^2)
(This is in the context of an exercise on Collaborative filtering; a machine learning tecnique)
The exercise is very simple, I can do it by hand. But I am wondering which is the best approach, in real life what one would use. Analytical analysis (SymPy) ?
Or automatic differentiation? But in such case I would get a numerical gradient, while I need the result of the equation \partial L / \partial u = 0.