Stochastic gradient descent

Also: SGD, mini-batch gradient descent, mini-batch SGD

Each update uses the average gradient over a random mini-batch, giving many cheap, noisy steps per pass over the data. The noise can help escape shallow traps; mini-batches of 32–256 are the usual compromise.

θ ← θ − η · (1/|B|) Σ_{i∈B} ∇Lᵢ(θ)

Example

With 50,000 training examples, full-batch descent makes 1 update per pass; SGD with batches of 100 makes 500 noisier but far cheaper updates in the same pass.

See it in the lesson: Gradient Descent Variants →

Related terms

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