What Is Gradient Descent? The Essential Guide for Devs
What Is Gradient Descent?
Gradient descent is indeed one of the most widely used optimization algorithms in deep learning and machine learning model training. Through iterative adjustments to model parameters, gradient descent aims to minimize the cost function, reaching the optimal value. This iterative process allows the model to progressively improve as it learns from each parameter update. The algorithm continues to adjust the parameters until the function converges to a point of minimal error, facilitating the refinement of the model's performance.
Types of Gradient Descent
There are three types of gradient descent used in neural network training: batch, stochastic, and mini-batch.
Batch Gradient Descent
Batch gradient descent has to, first of all, evaluate all the training samples and calculate the cumulative errors before it modifies the model.
It's an effective way of training models due to the precise process flow. Nevertheless, it can lead to a longer computing time for larger datasets. Let's say we have a million samples to evaluate; batch gradient descent will run a million epochs to find the error in each sample, after which it sums them up and then uses the derivative to adjust the model. This will take a lot of time to complete.
Stochastic Gradient Descent
Unlike batch gradient descent, stochastic gradient descent evaluates each training sample one at a time and immediately adjusts the model rather than waiting to sum the whole error.
Stochastic gradient descent requires less memory than batch gradient descent since it only needs to hold one sample at a time in memory. It is better at getting out of local minima because of its many updates. However, batch gradient descent is better at learning because it takes in all the data at once.
Mini-Batch Gradient Descent
Mini-batch gradient descent creates a balance between batch gradient descent and stochastic gradient descent by combining both concepts. It splits the training dataset into smaller batches, enabling it to perform updates on each batch at once. With the computing efficiency of batch gradient descent and the speed of stochastic gradient descent, you can get the best out of your training samples.
Role of Gradient Descent in Machine Learning
Gradient descent plays a significant role in machine learning (ML), particularly in training ML models to determine the optimal values for their loss functions. It's an algorithm that operates by iteratively adjusting a given set of parameters (biases/weights) that require optimization. This technique aims to continuously refine these parameters in order to find the best or optimal value within the function.
By utilizing gradient descent, ML models improve their prediction accuracy with each iteration of parameter adjustments. Consequently, this iterative process works toward minimizing the disparity between predicted and actual results, leading to the assimilation of new patterns by the model.
How Does the Gradient Descent Algorithm Work?
In technical terms, gradient descent is an optimization technique that finds the local or global minimum in a cost function. The mathematical logic behind gradient descent is to tweak the parameter in a direction that reduces the value of the function based on the initial parameter and the slope.
Gradient descent is a very powerful training algorithm that can be applied to deep learning and various machine learning logics, such as neural networks, linear regression, and logistic regression. By optimizing datasets using a high-yielding framework, gradient descent returns the lowest cost of a function.
Now, the question is how will gradient descent know which direction to go (slope), how big of a step should it take for each iteration (learning rate), and when will it stop learning (local or global minimum)?
Initial parameter: Let's say, for instance, you're house hunting and you want to know how much all the houses you're interested in will cost. Things you'll consider to get a price range include the area where the houses are located, how big the houses are, and so on. By analyzing all those parameters, you should come up with a price estimate that can drive you toward the actual prices. After predicting a price range, gradient descent moves on to optimize the predicted price to get the actual price. In machine learning models, instead of price as the parameter, it uses weights or biases.
Cost function: Now that we've got an initial parameter as the predicted price, we need to define a cost function that we can then use to measure the error between our initial value with the actual or expected value. The aim of the cost function is to quantify how good or bad a prediction is in relation to its definite value, enabling the model to continuously tweak its parameter until it gets to the lowest error point.
Slope: The slope or gradient indicates the path and enormity of how the cost function will steer from the current position. It points in the direction with the most significant increase in the cost function.
NP = OP - SS
SS = Learning rate x slope
The Formula for Optimization in Gradient Descent
Mathematically, the formula to achieve gradient descent is NP = OP - SS. NP is the new parameter, OP is the old parameter, and SS is the step size or learning rate x slope. The learning rate is the size of the step it takes for the gradient descent to move in the direction of the local minimum. For instance, if you're walking to work from home and you're running late, you will take bigger steps because you're trying to get to work in time, but as soon as you start to approach your office, your step size reduces because you're almost at your destination (local minimum). These steps are what the learning rate represents.
Challenges of Gradient Descent
Despite being one of the most powerful optimization algorithms, gradient descent has a few challenges that can hinder its performance. A few of them are as follows:
- Local minimum: Gradient descent tends to confuse the local minimum with the global minimum, especially in the event where you have more than one peak or saddle point. Normally, gradient descent stops learning once the cost function is at its lowest or zero. However, when it comes to a slope with a continuous saddle point, the gradient descent needs to converge at the global minimum rather than the local minimum.
- Vanishing gradient: A vanishing gradient happens due to the gradient being too small. As the gradient backpropagates, it becomes smaller, hence resulting in a slower learning process for the gradient. When this continues to happen, the weight parameters update and gradually become insignificant, eventually causing the gradient descent to stop learning, which is referred to as a vanishing gradient.
- Exploding gradient: An exploding gradient, on the other hand, happens when the gradient is too large, resulting in the model being unstable. In the case where you've got an exploding gradient, you can leverage a dimensionality reduction technique, which helps minimize complexity within the model.
Frequently Asked Questions
What Does Gradient Descent Mean in AI?
In simple terms, gradient descent is an algorithm that minimizes a cost function by optimizing its parameters. It is used to train machine learning models and neural networks to reduce the rate of error in their dataset by continuously iterating their parameters until it reaches the point of convergence.
Every training starts with a random guess, after which gradient descent takes that guess and optimizes it by continuously modifying its parameter with relation to the derivatives, until it reaches the lowest point of error or a reduced cost function.
Is Gradient Descent Useful?
Despite certain challenges, gradient descent remains one of the most effective optimization algorithms for deep learning and model training. While gradient descent does possess several favorable qualities as an optimization algorithm, its suitability can vary depending on the context and problem at hand. A few of the advantages you get with gradient descent are:
- Ease in computing