For example, I add delta to all dimensions of w from y=w.dot(x)+b and calculate dw in one time?
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By gradient checking, do you mean verifying gradient descent is working? Have you checked out this link? http://deeplearning.stanford.edu/wiki/index.php/Gradient_checking_and_advanced_optimization – atp Jan 11 '16 at 20:26
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I checked that. That is checking the gradient once a parameter. I want to check many once a time. – Jason Jan 12 '16 at 01:03