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Visualizing the convergence of all three variants of gradient descent.

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gradientdescentvariants's Introduction

GradientDescentVariants

Visualizing the convergence of all three variants of gradient descent.

Batch Gradient Descent

Computes the gradient of the cost function w.r.t parameters for the entire dataset. We update the parameters only once per epoch.

Stochastic Gradient Descent

Stochastic gradient descent (SGD) in contrast performs a parameter update for each training example. SGD performs frequent updates with a high variance that cause the objective function to fluctuate heavily.

Mini Batch Gradient Descent

Mini-batch gradient descent finally takes the best of both worlds and performs an update for every mini-batch of "bs" training examples.

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