In Stochastic Gradient Descent, each update is noisier than in batch gradient descent, which can be a , but can also help escape
Question
In Stochastic Gradient Descent, each update is noisier than in batch gradient descent, which can be a , but can also help escape
Solution
In Stochastic Gradient Descent (SGD), each update is indeed noisier compared to batch gradient descent. This is because SGD updates the model parameters for each training example one by one, as opposed to batch gradient descent which computes the gradient of the cost function based on the entire training dataset.
This can be a disadvantage because the frequent updates with a high variance can cause the cost function to fluctuate heavily and the algorithm may never converge to the minimum.
However, this can also be an advantage as this randomness can help the algorithm jump out of local minima, therefore SGD can lead to better solutions than batch gradient descent in some cases.
In other words, the noise in the SGD update process can act as a kind of implicit regularization, helping the model avoid overfitting the training data.
Similar Questions
In Stochastic Gradient Descent, each update is noisier than in batch gradient descent, which can be a , but can also help escape .
Stochastic gradient descent has fewer amount of computation per gradient update than standard gradient descent.*TrueFalse
In Stochastic Gradient Descent, the term "stochastic" refers to the fact that the algorithm uses a __________ subset of data to perform an update.
Backpropagation is capable of handling complex learning problems.1 pointTrueFalse
Which optimization algorithm adapts the learning rate for each parameter based on its gradient history?
Upgrade your grade with Knowee
Get personalized homework help. Review tough concepts in more detail, or go deeper into your topic by exploring other relevant questions.