Gradient checking

Approximating derivatives:

(Large triangle (+/- triangle, two-sided difference))

$\frac{f(\Theta + \epsilon) - f(\Theta - \epsilon)}{2 \epsilon} ~ g(\Theta)$

$f'(\Theta) = \lim_{\epsilon->0} \frac{f(\Theta + \epsilon) - f(\Theta - \epsilon)}{2 \epsilon}$

Approx error is in $O(\epsilon^2)$