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title Gradient Descent Demystified
subtitle From Intuition to Implementation
author Your Name — Your University
date March 2026
theme metropolis
classoption aspectratio=169
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The Core Idea

Problem: Find $\theta^*$ that minimizes a loss function $\mathcal{L}(\theta)$

Solution: Take steps proportional to the negative gradient:

$$\theta_{t+1} = \theta_t - \eta \nabla \mathcal{L}(\theta_t)$$

  • $\eta$ is the learning rate — too large and you overshoot, too small and you crawl
  • The gradient $\nabla \mathcal{L}$ points uphill; we go the opposite way

Why It Works

Taylor expansion around current point $\theta_t$:

$$\mathcal{L}(\theta_t + \delta) \approx \mathcal{L}(\theta_t) + \nabla \mathcal{L}(\theta_t)^\top \delta + \frac{1}{2} \delta^\top H \delta$$

Choosing $\delta = -\eta \nabla \mathcal{L}$:

$$\mathcal{L}(\theta_{t+1}) \approx \mathcal{L}(\theta_t) - \eta |\nabla \mathcal{L}|^2 + O(\eta^2)$$

For small enough $\eta$, the loss always decreases.


Variants at a Glance

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Method Update Rule Key Property
SGD $\theta - \eta g_t$ Stochastic, noisy
Momentum $\theta - \eta v_t$, $v_t = \beta v_{t-1} + g_t$ Accelerates in consistent directions
Adam Adaptive $\eta$ per parameter Combines momentum + RMSprop
AdaGrad $\eta / \sqrt{\sum g^2}$ Good for sparse gradients

All reduce to the same principle: follow the gradient, but be smart about step size.


Convergence Guarantees

For $L$-smooth, $\mu$-strongly convex functions:

$$\mathcal{L}(\theta_T) - \mathcal{L}(\theta^_) \leq \left(1 - \frac{\mu}{L}\right)^T \left[\mathcal{L}(\theta_0) - \mathcal{L}(\theta^_)\right]$$

Key quantities:

  • Condition number $\kappa = L/\mu$ — ratio of curvatures
  • Convergence rate — linear: $O!\left(\kappa \log \frac{1}{\varepsilon}\right)$ iterations
  • Acceleration (Nesterov): $O!\left(\sqrt{\kappa} \log \frac{1}{\varepsilon}\right)$ — provably optimal

Summary

  1. Gradient descent minimizes by following $-\nabla \mathcal{L}$
  2. Taylor expansion guarantees descent for small $\eta$
  3. Modern variants (Adam, momentum) adapt the step size
  4. Convergence rate depends on the condition number $\kappa = L/\mu$
  5. Nesterov acceleration achieves the optimal $O(\sqrt{\kappa})$ rate

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Further reading:

  • Bottou et al. (2018) — Optimization Methods for Large-Scale ML
  • Ruder (2016) — An Overview of Gradient Descent Optimization