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Stochastic gradient descent

Definition

Gradient descent minimizes a differentiable function by repeatedly stepping against its gradient. Stochastic gradient descent (SGD) replaces the full-dataset gradient of the training loss with a cheap estimate computed on a small random minibatch, which is what makes training on large datasets feasible. For neural networks the gradient comes from backpropagation, and SGD variants are the default way deep models are trained. The same backpropagation machinery also differentiates the loss with respect to the input rather than the parameters; that input gradient is the basic resource of gradient-based attacks.

Papers that use this concept

See also