Glossary
Mini-Batch Gradient Descent
A mini-batch gradient descent is a variation of the gradient descent optimization algorithm used in machine learning. It is particularly useful when dealing with large datasets, as it allows for efficient computation and faster convergence to the optimal solution.
In mini-batch gradient descent, instead of computing the gradient using the entire dataset (also known as batch gradient descent), the data is divided into smaller subsets called mini-batches. Each mini-batch consists of a fixed number of examples, typically ranging from 10 to 1000, depending on the dataset size and computational resources available.
The algorithm then computes the gradient using the mini-batch and updates the model parameters accordingly. This process is repeated iteratively for all mini-batches until convergence is reached.
One of the key advantages of mini-batch gradient descent is its ability to strike a balance between the computational efficiency of stochastic gradient descent (SGD) and the stability of batch gradient descent. By using a mini-batch, the algorithm can approximate the true gradient while still making efficient use of computational resources.
Additionally, mini-batch gradient descent often leads to faster convergence compared to stochastic gradient descent, especially when the mini-batch size is carefully tuned. This is because the mini-batch size can impact the noise level in the gradient estimation, and finding the right balance between accuracy and efficiency is crucial.
It is worth noting that the choice of mini-batch size is a hyperparameter that needs to be optimized for each specific problem. A smaller mini-batch size can lead to a noisier gradient estimation but faster convergence, while a larger mini-batch size can result in a more accurate gradient estimation but slower convergence.
In conclusion, mini-batch gradient descent is a powerful optimization algorithm used in machine learning to efficiently update model parameters. By dividing the data into smaller subsets, it strikes a balance between computational efficiency and stability, leading to faster convergence. The choice of mini-batch size is an important consideration that can impact the algorithm's performance.
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