| title | Gradient Descent Demystified | |||||
|---|---|---|---|---|---|---|
| subtitle | From Intuition to Implementation | |||||
| author | Your Name — Your University | |||||
| date | March 2026 | |||||
| theme | metropolis | |||||
| classoption | aspectratio=169 | |||||
| header-includes |
|
Problem: Find
Solution: Take steps proportional to the negative gradient:
-
$\eta$ 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
Taylor expansion around current point
Choosing
For small enough
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| Method | Update Rule | Key Property |
|---|---|---|
| SGD | Stochastic, noisy | |
| Momentum |
|
Accelerates in consistent directions |
| Adam | Adaptive |
Combines momentum + RMSprop |
| AdaGrad | Good for sparse gradients |
All reduce to the same principle: follow the gradient, but be smart about step size.
For
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
- Gradient descent minimizes by following
$-\nabla \mathcal{L}$ - Taylor expansion guarantees descent for small
$\eta$ - Modern variants (Adam, momentum) adapt the step size
- Convergence rate depends on the condition number
$\kappa = L/\mu$ - 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