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Neural Network Optimization

Good post by Matthew Stewart's "Neural Network Optimization" from June 27, 2019.
https://towardsdatascience.com/neural-network-optimization-7ca72d4db3e0

Optimization

The equation below represents the average gradient of the loss function with respect to the model parameters, computed over all training samples

\[g={\frac{1}{m}}\sum_{i}\nabla_{\theta}L(f(x^{(i)};\theta),y^{(i)})\]

where:

  • \(g\) is the gradient of the loss function with respect to the model parameters \(\theta\). The gradient vector is a vector that points in the direction of the steepest increase in a function.
  • \(m\) is the total number of training samples in the dataset. It’s the denominator in the expression, indicating that we’re averaging the gradients over all samples.
  • \(\sum_{i}\) indicates that we’re summing over all training samples. The index \(i\) ranges from \(1\) to \(m\).
  • \(\nabla_\theta\) is the gradient operator with respect to the model parameters \(\theta\). It computes the partial derivatives of the loss function with respect to each parameter.
  • \(L(f(x^{(i)};\theta),y^{(i)})\) represents the loss function evaluated for the \(i\)-th training sample. It measures the discrepancy between the predicted output \(f(x^{(i)};\theta)\) and the actual target \(y^{(i)}\).