Stochastic gradient descent

Optimization · Formula · Appears in 2 lessons

θt+1=θt−η∇θLB(θt)\theta_{t+1} = \theta_t - \eta \nabla_{\theta} L_{\mathcal{B}}(\theta_t)

The same step, but with the gradient estimated from a small batch instead of the full dataset. The noise this introduces is not purely a cost — it helps escape sharp minima, and it is the only reason training at scale is affordable.

Symbols

B\mathcal{B}
A minibatch sampled from the training set.
LBL_{\mathcal{B}}
The loss averaged over that batch only.
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