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Gradient descent

As explained in Optimization Algorithms: AI techniques for design, planning, and control problems

An iterative optimization algorithm that changes variables in the direction of the negative gradient to reduce a differentiable objective function.

Gradient descent is an iterative optimization algorithm that minimizes a continuous differentiable function by moving in the direction of its negative gradient—the steepest local downward slope. It is widely used to train machine-learning models and make predictions. section 4.3.1

Key properties distinguish gradient descent from hill climbing:

  • Minimizes an objective by hiking down toward the bottom of a valley, whereas gradient ascent maximizes an objective by following the positive gradient. section 4.3.1
  • Usually converges to a global minimum for a convex function when the learning rate is properly chosen. section 4.3.1
  • Requires differentiability, unlike hill climbing, which suits discrete optimization problems and can become trapped in local optima. section 4.3.1

How Optimization Algorithms: AI techniques for design, planning, and control problems covers it

How deep it goes
Defines iterative negative-gradient movement and notes convexity and learning-rate conditions, but does not provide implementation steps.
Examples
Uses hiking down to the bottom of a valley as an intuition for following the steepest negative slope.
What it assumes
Assumes familiarity with continuous differentiable functions, local slope, convexity, and learning rate.
What you can do after
Evaluate optimization methods for differentiable objectives and distinguish them from hill climbing.
How it connects
Contrasts gradient descent with hill climbing and gradient ascent, and connects convergence to convex functions and learning rate.

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This explainer was generated by Manning's knowledge graph from the text of Optimization Algorithms: AI techniques for design, planning, and control problems. The section links point to the parts of the book it draws on.