Glossary
Stochastic Gradient Descent (SGD)
Stochastic Gradient Descent (SGD) is an optimization algorithm commonly used in machine learning and deep learning. It is a variant of the Gradient Descent algorithm, which is used to find the minimum of a function by iteratively adjusting the parameters.
In the context of machine learning, the term "stochastic" refers to the fact that SGD computes the gradients of the parameters using a random subset of the training data, rather than the entire dataset. This random sampling makes SGD more computationally efficient, especially when dealing with large datasets.
The main idea behind SGD is to update the parameters in the direction of the negative gradient of the loss function. By doing so, the algorithm tries to minimize the difference between the predicted outputs and the actual outputs of the training data. The loss function provides a measure of how well the model is performing, and SGD works to minimize this measure.
One advantage of SGD is its ability to handle noisy or large datasets. By using only a subset of the data to compute the gradients, SGD can still provide good approximations of the true gradients, even when the dataset is noisy or when memory resources are limited.
SGD is widely used in various machine learning models, including neural networks, where it is a crucial component of the backpropagation algorithm. It is also used in optimization problems, where the goal is to find the minimum or maximum of a function.
In conclusion, Stochastic Gradient Descent (SGD) is an optimization algorithm that efficiently adjusts the parameters of a model by iteratively computing the gradients using a random subset of the training data. It is commonly used in machine learning and deep learning for finding the minimum of a function and is particularly useful when dealing with large or noisy datasets.
A wide array of use-cases
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