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Gradient Descent Algorithm is a first

The Gradient Descent Algorithm is a first-order optimization technique used to minimize or maximize functions by iteratively adjusting parameters in the direction of the steepest decrease or increase. It is widely applied in training machine learning models, where it minimizes errors between predicted and actual results through a cost function. Key elements include the learning rate, convergence criteria, and different types of gradient descent such as batch, stochastic, and mini-batch, each with its own advantages and challenges.

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2 views

Gradient Descent Algorithm is a first

The Gradient Descent Algorithm is a first-order optimization technique used to minimize or maximize functions by iteratively adjusting parameters in the direction of the steepest decrease or increase. It is widely applied in training machine learning models, where it minimizes errors between predicted and actual results through a cost function. Key elements include the learning rate, convergence criteria, and different types of gradient descent such as batch, stochastic, and mini-batch, each with its own advantages and challenges.

Uploaded by

nityaabhanushali04
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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Gradient Descent Algorithm

Gradient Descent Algorithm is a first-order optimization algorithm used to minimize or


maximize a function by iteratively moving in the direction of the steepest decrease (or
increase) of the function. It’s commonly-used to train machine learning models and neural
networks. It trains machine learning models by minimizing errors between predicted and
actual results.

Training data helps these models learn over time, and the cost function within gradient
descent specifically acts as a barometer, gauging its accuracy with each iteration of parameter
updates. Until the function is close to or equal to zero, the model will continue to adjust its
parameters to yield the smallest possible error. Once machine learning models are optimized
for accuracy, they can be powerful tools for artificial intelligence (AI) and computer science
applications.

General Concept of Gradient Descent:

The goal of gradient descent is to find the minimum (or maximum) of a function. The
function can be anything from a simple quadratic equation to complex loss functions in
machine learning models.

Mathematically, we can express the general problem as:

Steps of Gradient Descent:

1. Initialize Parameters:
o Begin with an initial guess for the parameters, usually randomly chosen.
2. Compute the Gradient:
o The gradient is the derivative (or slope) of the function f(θ) with respect to its
parameters θ.
o The gradient indicates the direction in which the function increases most
rapidly.
3. Update the Parameters:
o Move the parameters in the direction of the negative gradient (to minimize
the function).

The update rule for each parameter θ\theta is:

4. Repeat Until Convergence:


o Repeat steps 2 and 3 until the change in the function value is small, or a set
number of iterations are completed.

Key Elements of Gradient Descent:

 Learning Rate (α):


o The learning rate controls how big a step you take in the direction of the
gradient.
o If α is too small, the algorithm will take a long time to converge.
o If α is too large, the algorithm might overshoot the minimum or even diverge.

 Convergence:
o The algorithm converges when the updates to the parameters become
sufficiently small, meaning we’re close to a local minimum (or global
minimum for convex functions).

Convergence Criteria:
Gradient descent terminates when:

 The function value stops changing significantly between iterations (i.e., converges to
a minimum).
 The maximum number of iterations (epochs) is reached.

Types of Gradient Descent:

There are three primary variations of gradient descent based on how much data is used in
each update step:

1. Batch Gradient Descent:


o In batch gradient descent, the gradient is computed using the entire dataset,
and parameters are updated once per iteration.
o Pros: Converges smoothly and steadily to a global minimum for convex
functions.
o Cons: Can be computationally expensive for large datasets, as it needs to
process the entire dataset for every step.
2. Stochastic Gradient Descent (SGD):
o In SGD, the gradient is computed using a single training example at a time,
and parameters are updated after each example.
o Pros: Faster and more efficient, especially for large datasets.
o Cons: The updates can be noisy and fluctuate due to the randomness of
individual data points.
3. Mini-batch Gradient Descent:
o This approach strikes a balance between batch gradient descent and SGD. The
dataset is divided into small batches, and the gradient is computed and
parameters updated for each batch.
o Pros: Faster than batch gradient descent and less noisy than SGD.
o Cons: Still computationally expensive but more efficient than batch gradient
descent.

Challenges:

While gradient descent is the most common approach for optimization problems, it
does come with its own set of challenges. Some of them include:

Local minima and saddle points

For convex problems, gradient descent can find the global minimum with ease, but
as nonconvex problems emerge, gradient descent can struggle to find the global
minimum, where the model achieves the best results.

Remember that when the slope of the cost function is at or close to zero, the model
stops learning. A few scenarios beyond the global minimum can also yield this
slope, which are local minima and saddle points. Local minima mimic the shape of
a global minimum, where the slope of the cost function increases on either side of
the current point. However, with saddle points, the negative gradient only exists on
one side of the point, reaching a local maximum on one side and a local minimum
on the other. Its name inspired by that of a horse’s saddle.

Noisy gradients can help the gradient escape local minimums and saddle points.

Vanishing and Exploding Gradients

In deeper neural networks, particular recurrent neural networks, we can also


encounter two other problems when the model is trained with gradient descent and
backpropagation.

Vanishing gradients: This occurs when the gradient is too small. As we move
backwards during backpropagation, the gradient continues to become smaller,
causing the earlier layers in the network to learn more slowly than later layers.
When this happens, the weight parameters update until they become
insignificant—i.e. 0—resulting in an algorithm that is no longer learning.

Exploding gradients: This happens when the gradient is too large, creating an
unstable model. In this case, the model weights will grow too large, and they will
eventually be represented as NaN. One solution to this issue is to leverage a
dimensionality reduction technique, which can help to minimize complexity within
the model.
 Local Minima: Gradient descent might get stuck in a local minimum, especially if
the function is not convex. In such cases, the choice of starting point and the learning
rate can impact convergence.
 Saddle Points: Sometimes the gradient might be very close to zero, but the point is
not a minimum. This is known as a saddle point, and the algorithm might struggle to
escape.
 Vanishing/Exploding Gradients: In deep learning, when the gradients become too
small (vanishing) or too large (exploding), the learning process can be disrupted,
especially in deep networks.

Gradient Descent is a versatile and powerful optimization technique used in many machine
learning algorithms, including linear regression, logistic regression, neural networks, and
more. The key is iteratively adjusting parameters in the direction that reduces the loss, which
leads to better predictions over time.

The choice of learning rate, batch size, and optimization method (e.g., stochastic, mini-
batch) all play a critical role in ensuring that the algorithm converges to a good solution
efficiently and reliably.

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