The Gradient Descent Algorithm
In this section we will introduce the fundamental algorithm that makes neural networks learn anything: the gradient descent algorithm.
In this section we will introduce the fundamental algorithm that makes neural networks learn anything: the gradient descent algorithm.
The gradient descent algorithm is an iterative optimization algorithm used to minimize a function iteratively. It is commonly employed in machine learning and optimization problems to find the minimum of a cost or objective function.
Here's a step-by-step explanation of the gradient descent algorithm:
Initialization: Choose an initial point in the parameter space. This could be done randomly or based on prior knowledge.
Compute the Gradient: Calculate the gradient (or partial derivatives) of the cost or objective function with respect to each parameter. The gradient represents the direction of the steepest ascent in the function space.
Update the Parameters: Update the values of the parameters by taking a step proportional to the negative gradient. The updating equation is typically of the form: θ_new = θ_old - learning_rate * gradient
, where θ_new and θ_old represent the new and old parameter values, respectively, and the learning_rate (often denoted as alpha) is a hyperparameter that determines the step size.
Repeat Steps 2 and 3: Repeat steps 2 and 3 until convergence or a stopping criterion is met. The stopping criterion can be based on the number of iterations, reaching a certain threshold for the cost function, or other criteria specific to the problem.
The algorithm iteratively adjusts the parameter values in the direction of steepest descent, allowing it to gradually converge towards the minimum of the cost function. By following the negative gradient, the algorithm moves in the direction of decreasing function values, which corresponds to descending down the slope of the function.
The learning rate is a crucial hyperparameter in gradient descent. It determines the step size taken in each iteration. A large learning rate may result in overshooting the minimum, causing the algorithm to diverge. On the other hand, a small learning rate may slow down convergence.
There are variations of gradient descent, such as batch gradient descent, stochastic gradient descent, and mini-batch gradient descent, which differ in how they update the parameters using the gradient. These variations are often used to balance computational efficiency and convergence accuracy.
Overall, the gradient descent algorithm provides an iterative approach to optimize a function by iteratively updating parameters in the direction of steepest descent. It is a fundamental optimization technique used in various machine learning algorithms, such as linear regression, logistic regression, and neural networks.
If you are interested in a very detailed explanation of the Gradient Descent Algorithm, sometimes also called Backpropagation Algoriithm, I would highly recommend you this video on YouTubbe:
Also there is a very good video on YouTube by Emergent Garden which shows multiple examples how a neural network learns by feeding in with data and what difficulties can occur during the learning process. Also neural networks are compared to other approximation techniques like Taylor Series.