Optimization algorithm.
Gradient Descent is a fundamental concept in machine learning and deep learning, used for optimizing the cost function. It is an iterative optimization algorithm that's used when training a machine learning model. It's based on a simple idea: to find the minimum of a function, you start at a random point and move in the direction of steepest descent, i.e., the negative of the gradient.
Before diving into gradient descent, it's important to understand the concept of a cost function. In machine learning, we use a cost function to measure how well our model is performing. The cost function calculates the difference between the predicted and actual values — the lower the value, the better our model's predictions.
The gradient descent algorithm starts with random values for the model's parameters and iteratively adjusts these values using the gradients of the cost function. The goal is to find the combination of parameters that minimizes the cost function.
Here are the steps of the gradient descent algorithm:
There are three main types of gradient descent, which differ in the amount of data used to compute the gradient of the cost function.
Batch Gradient Descent: This type uses the entire training dataset to compute the gradient of the cost function. It's computationally expensive and can be slow on very large datasets.
Stochastic Gradient Descent (SGD): SGD uses only a single example at each iteration to compute the gradient. It's faster and can be used on large datasets, but the cost function can fluctuate significantly.
Mini-batch Gradient Descent: This type is a compromise between batch and stochastic gradient descent. It uses a mini-batch of 'n' examples at each iteration to compute the gradient. It reduces the noise in SGD updates, and is more computationally efficient than batch gradient descent.
The convergence of gradient descent is governed by the learning rate, which is a hyperparameter that determines the step size at each iteration while moving toward the minimum of the cost function. If the learning rate is too small, the algorithm will converge slowly. If it's too large, the algorithm might overshoot the minimum and fail to converge.
In conclusion, understanding gradient descent is crucial for anyone diving into machine learning. It's the backbone of many machine learning algorithms and provides a way to optimize our models.