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An analogy for understanding gradient descent

The basic intuition behind gradient descent can be illustrated by a hypothetical scenario. A person is stuck in the mountains and is trying to get down (i.e. trying to find the minima). There is heavy fog such that visibility is extremely low. Therefore, the path down the mountain is not visible, so he must use local information to find the minima. He can use the method of gradient descent, which involves looking at the steepness of the hill at his current position, then proceeding in the direction with the steepest descent (i.e. downhill). If he was trying to find the top of the mountain (i.e. the maxima), then he would proceed in the direction steepest ascent (i.e. uphill). Using this method, he would eventually find his way down the mountain. However, assume also that the steepness of the hill is not immediately obvious with simple observation, but rather it requires a sophisticated instrument to measure, which the person happens to have at the moment. It takes quite some time to measure the steepness of the hill with the instrument, thus he should minimize his use of the instrument if he wanted to get down the mountain before sunset. The difficulty then is choosing the frequency at which he should measure the steepness of the hill so not to go off track.

https://en.wikipedia.org/wiki/Fi ... o_input_weights.png

In this analogy,
the person represents the backpropagation algorithm, and
the path taken down the mountain represents the sequence of parameter settings that the algorithm will explore.
The steepness of the hill represents the slope of the error surface at that point.
The instrument used to measure steepness is differentiation (the slope of the error surface can be calculated by taking the derivative of the squared error function at that point).
The direction he chooses to travel in aligns with the gradient of the error surface at that point.
The amount of time he travels before taking another measurement is the learning rate of the algorithm.

https://en.wikipedia.org/wiki/Ba ... ng_gradient_descent
3Â¥2016-09-03 19:51:07
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