In Gradient Descent - Is the Gradient (Slope) a vector and related question
Question 1: Is the Gradient a Vector?
Yes, absolutely. In multi-dimensional space, the gradient is a vector with both magnitude and direction.
The Gradient Vector
For a function f(w₁, w₂, ..., wₙ), the gradient is:
┌ ∂f/∂w₁ ┐
│ ∂f/∂w₂ │
∇f = │ ⋮ │
└ ∂f/∂wₙ ┘
Each component tells you: "How much does the loss change if I nudge this particular weight?"
Direction and Magnitude
| Property | Meaning |
|---|---|
| Direction | Points toward steepest ascent (we move opposite for descent) |
| Magnitude | How steep the slope is (larger = steeper terrain) |
Question 2: One Shot or One-at-a-Time?
One shot — all dimensions simultaneously.
This is crucial: standard gradient descent updates ALL parameters together in a single step, not sequentially.
Concrete Example: 2D Landscape
Consider a simple loss function with two weights:
L(w₁, w₂) = w₁² + 4w₂²
This creates an elliptical bowl (minimum at origin).
Step-by-Step Walkthrough
Starting point: (w₁, w₂) = (4, 2)
Step 1: Compute partial derivatives
∂L/∂w₁ = 2w₁ = 2(4) = 8
∂L/∂w₂ = 8w₂ = 8(2) = 16
Step 2: Form the gradient vector
┌ 8 ┐
∇L = └ 16 ┘
This vector points "uphill" — toward increasing loss.
Step 3: Compute magnitude and direction
Magnitude = √(8² + 16²) = √320 ≈ 17.9
1 ┌ 8 ┐ ┌ 0.45 ┐
Direction (unit vector) = ──── × └ 16 ┘ ≈ └ 0.89 ┘
17.9
Step 4: Update ALL weights simultaneously
With learning rate η = 0.1:
┌ w₁ⁿᵉʷ ┐ ┌ 4 ┐ ┌ 8 ┐ ┌ 4 - 0.8 ┐ ┌ 3.2 ┐
└ w₂ⁿᵉʷ ┘ = └ 2 ┘ - 0.1 × └ 16 ┘ = └ 2 - 1.6 ┘ = └ 0.4 ┘
Both weights move together in one atomic step.
Visual Intuition
w₂
↑
| ● (4, 2) ← Current position
| ↖
| ↖ Gradient points this way (uphill)
| ↖
| ○ We move OPPOSITE (downhill)
| to (3.2, 0.4)
|
+------------------→ w₁
★ Minimum at (0, 0)
w₂
↑
| ● (4, 2) ← Current position
| ↖
| ↖ Gradient points this way (uphill)
| ↖
| ○ We move OPPOSITE (downhill)
| to (3.2, 0.4)
|
+------------------→ w₁
★ Minimum at (0, 0)
The gradient vector [8, 16] points toward the steepest uphill direction. Gradient descent moves in the opposite direction (steepest downhill).
Why Simultaneous, Not Sequential?
What would happen if we updated one-at-a-time?
Sequential approach (Coordinate Descent):
- Fix w₂, update w₁
- Fix w₁, update w₂
- Repeat
This is a different algorithm called Coordinate Descent. It works, but:
| Simultaneous (Gradient Descent) | Sequential (Coordinate Descent) |
|---|---|
| Moves directly toward minimum | Moves in axis-aligned zigzags |
| Uses full gradient information | Uses one partial derivative at a time |
| Standard for neural networks | Used in some optimization problems |
Geometric Comparison
Simultaneous (Gradient Descent): Sequential (Coordinate Descent):
● ●
↘ ↓
↘ ●→●
↘ ↓
★ ●→★
(Direct diagonal path) (Zigzag staircase path)
Simultaneous (Gradient Descent): Sequential (Coordinate Descent):
● ●
↘ ↓
↘ ●→●
↘ ↓
★ ●→★
(Direct diagonal path) (Zigzag staircase path)
Python Demonstration
import numpy as np
def loss(w):
"""Elliptical bowl: L = w1² + 4w2²"""
return w[0]**2 + 4*w[1]**2
def gradient(w):
"""Gradient vector: [2w1, 8w2]"""
return np.array([2*w[0], 8*w[1]])
# Starting point
w = np.array([4.0, 2.0])
learning_rate = 0.1
print("Gradient Descent (Simultaneous Update)")
print("=" * 50)
print(f"{'Step':<6} {'w1':<10} {'w2':<10} {'Loss':<12} {'Gradient'}")
print("-" * 50)
for step in range(6):
grad = gradient(w)
magnitude = np.linalg.norm(grad)
print(f"{step:<6} {w[0]:<10.4f} {w[1]:<10.4f} {loss(w):<12.4f} [{grad[0]:.2f}, {grad[1]:.2f}] |{magnitude:.2f}|")
# SIMULTANEOUS update - both weights at once
w = w - learning_rate * grad
print("-" * 50)
print("Note: Both w1 and w2 update TOGETHER each step")
import numpy as np
def loss(w):
"""Elliptical bowl: L = w1² + 4w2²"""
return w[0]**2 + 4*w[1]**2
def gradient(w):
"""Gradient vector: [2w1, 8w2]"""
return np.array([2*w[0], 8*w[1]])
# Starting point
w = np.array([4.0, 2.0])
learning_rate = 0.1
print("Gradient Descent (Simultaneous Update)")
print("=" * 50)
print(f"{'Step':<6} {'w1':<10} {'w2':<10} {'Loss':<12} {'Gradient'}")
print("-" * 50)
for step in range(6):
grad = gradient(w)
magnitude = np.linalg.norm(grad)
print(f"{step:<6} {w[0]:<10.4f} {w[1]:<10.4f} {loss(w):<12.4f} [{grad[0]:.2f}, {grad[1]:.2f}] |{magnitude:.2f}|")
# SIMULTANEOUS update - both weights at once
w = w - learning_rate * grad
print("-" * 50)
print("Note: Both w1 and w2 update TOGETHER each step")
Output:
Gradient Descent (Simultaneous Update)
==================================================
Step w1 w2 Loss Gradient
--------------------------------------------------
0 4.0000 2.0000 32.0000 [8.00, 16.00] |17.89|
1 3.2000 0.4000 10.8800 [6.40, 3.20] |7.16|
2 2.5600 0.0800 6.5792 [5.12, 0.64] |5.16|
3 2.0480 0.0160 4.1953 [4.10, 0.13] |4.10|
4 1.6384 0.0032 2.6844 [3.28, 0.03] |3.28|
5 1.3107 0.0006 1.7180 [2.62, 0.01] |2.62|
--------------------------------------------------
Note: Both w1 and w2 update TOGETHER each step
Summary
| Question | Answer |
|---|---|
| Is gradient a vector? | Yes — has magnitude (steepness) and direction (steepest ascent) |
| Update method? | Simultaneous — all parameters move together in one step |
| Why simultaneous? | Follows true steepest descent path; sequential would zigzag |
The gradient vector captures the complete "slope information" for the entire landscape at that point, and moving along its negative direction is the most efficient single step toward the minimum.
Quick Reference: Math Symbols Used
| Symbol | Meaning |
|---|---|
| ∇ | Nabla (gradient operator) |
| ∂ | Partial derivative |
| η | Learning rate (eta) |
| √ | Square root |
| ² | Squared |
| ≈ | Approximately equal |
| w₁, w₂ | Subscript notation for weights |
References:
https://www.youtube.com/watch?v=TYLyAfFn_ME
https://www.youtube.com/watch?v=GkB4vW16QHI
Comments
Post a Comment