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Gradient Descent Regression

Explaining gradient descent algorithms

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23 views14 pages

Gradient Descent Regression

Explaining gradient descent algorithms

Uploaded by

ryaddridi61
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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Gradient Descent Regression

Tushar B. Kute,
http://tusharkute.com
Gradient Descent

• Gradient descent is an iterative optimization


algorithm to find the minimum of a function.
Here that function is our Loss Function.
Understanding Gradient Descent
Example

• Imagine a valley and a person with no sense of


direction who wants to get to the bottom of the
valley.
• He goes down the slope and takes large steps
when the slope is steep and small steps when
the slope is less steep.
• He decides his next position based on his
current position and stops when he gets to the
bottom of the valley which was his goal.
Example

• Let’s try applying gradient descent to m and c


and approach it step by step:
– Initially let m = 0 and c = 0. Let L be our
learning rate. This controls how much the
value of m changes with each step. L could be
a small value like 0.0001 for good accuracy.
– Calculate the partial derivative of the loss
function with respect to m, and plug in the
current values of x, y, m and c in it to obtain
the derivative value D.
Example

• Dₘ is the value of the partial derivative with


respect to m. Similarly lets find the partial
derivative with respect to c, Dc :
Example

Now we update the current value of m and c using


the following equation:

• 4. We repeat this process until our loss function is


a very small value or ideally 0 (which means 0
error or 100% accuracy). The value of m and c that
we are left with now will be the optimum values.
Example

• Now going back to our analogy, m can be considered the


current position of the person. D is equivalent to the steepness
of the slope and L can be the speed with which he moves.
• Now the new value of m that we calculate using the above
equation will be his next position, and L×D will be the size of
the steps he will take.
• When the slope is more steep (D is more) he takes longer steps
and when it is less steep (D is less), he takes smaller steps.
Finally he arrives at the bottom of the valley which corresponds
to our loss = 0.
• Now with the optimum value of m and c our model is ready to
make predictions !
Types

• Batch Gradient Descent


• Stochastic Gradient Descent
• Mini Batch gradient descent
Batch Gradient Descent

• This is a type of gradient descent which processes


all the training examples for each iteration of
gradient descent.
• But if the number of training examples is large,
then batch gradient descent is computationally
very expensive.
• Hence if the number of training examples is large,
then batch gradient descent is not preferred.
Instead, we prefer to use stochastic gradient
descent or mini-batch gradient descent.
Stochastic Gradient Descent

• This is a type of gradient descent which processes 1


training example per iteration.
• Hence, the parameters are being updated even after
one iteration in which only a single example has been
processed.
• Hence this is quite faster than batch gradient descent.
• But again, when the number of training examples is
large, even then it processes only one example which
can be additional overhead for the system as the
number of iterations will be quite large.
Mini Batch Gradient Descent

• This is a type of gradient descent which works


faster than both batch gradient descent and
stochastic gradient descent.
• Here b examples where b<m are processed per
iteration. So even if the number of training
examples is large, it is processed in batches of b
training examples in one go.
• Thus, it works for larger training examples and that
too with lesser number of iterations.
Example:

• Go practical...
Thank you
This presentation is created using LibreOffice Impress 5.1.6.2, can be used freely as per GNU General Public License

/mITuSkillologies @mitu_group /company/mitu- MITUSkillologies


skillologies

Web Resources
https://mitu.co.in
http://tusharkute.com

contact@mitu.co.in
tushar@tusharkute.com

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