Scribd
Upload
4 views

Gradients_in_breif

Uploaded by

nickn1390
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
4 views

Gradients_in_breif

Uploaded by

nickn1390
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
You are on page 1/ 8

Explain derivative in calculus

A derivative is a fundamental concept in calculus that represents the rate


at which a function changes as its input (or independent variable) changes.
In simpler terms, it measures how much a function’s output changes for a
small change in its input.

Mathematically, the derivative of a function f(x) at a point x is defined as the


limit of the average rate of change of the function as the change in x
approaches zero

This formula shows the change in the function f(x) with respect to a small
change Δx in x. If the function is smooth and continuous at a point, the
derivative gives the slope of the tangent line to the curve at that point.

Key Concepts:
1. Rate of Change: The derivative tells us how quickly or slowly the
function is changing at a given point. For example, if the derivative is
positive, the function is increasing at that point, and if it's negative,
the function is decreasing.
2. Slope of the Tangent Line: Geometrically, the derivative at a point is
the slope of the tangent line to the function's graph at that point. This
tangent line represents the best linear approximation of the function
near that point.
3. Instantaneous Rate of Change: The derivative provides the
instantaneous rate of change of the function, meaning how fast the
function is changing at a particular instant, rather than over an
interval.
Explain numerical gradients
The numerical gradient is an approximation of the derivative of a
function, calculated using finite differences rather than calculus. It’s
often used when deriving an exact analytical gradient is difficult or
when verifying that an analytical gradient is implemented correctly.
Let's go into detail on how it works, why it’s used, and its limitations.

What is the Numerical Gradient?


A numerical gradient approximates the slope (or rate of change) of a
function by comparing function values at points close to each other.
Instead of using calculus, it estimates the gradient by taking small
"steps" in each direction of the input and measuring how the function's
output changes.

This expression gives the exact derivative of f(x) as h approaches


zero. However, in practice, we approximate this by choosing a very
small, finite value for hhh (e.g., h=10−5 ), resulting in a numerical
approximation
Explain analytical gradients
The analytical gradient is the exact gradient of a
function, computed using calculus. For functions where
the analytical form of the gradient is known, it can be
derived by directly applying rules of differentiation, such as
the power rule, product rule, chain rule, etc. Analytical
gradients are used extensively in optimization algorithms,
like gradient descent, due to their precision and efficiency.
What is the Analytical Gradient?
For a given function f(x), the analytical gradient is the
exact rate of change of f(x) with respect to its input
variables, calculated using calculus. For a function f(x), the
gradient (or derivative) at any point x tells us how the
function’s output f(x) changes as x changes. This
calculation is "exact" in the sense that it provides a
closed-form solution for the derivative, as opposed to an
approximation.
For example, for the simple function f(x)= x^2, we can use
the power rule of differentiation to find the exact derivative:
f′(x)=2x
This result is the analytical gradient, providing the exact
slope of f(x) at any point x.
Why Don’t we use numerical gradients in optimization like
gradient descent??
We generally avoid using numerical gradients in optimization algorithms like
gradient descent due to efficiency and accuracy concerns. Let’s explore why
analytical gradients are preferred and why numerical gradients aren't ideal for
optimization.

1. Efficiency: Numerical Gradients are Computationally


Expensive
● In gradient descent, the algorithm iteratively updates parameters by
calculating the gradient of the loss function with respect to each parameter.
In a model with many parameters (e.g., a neural network with millions of
weights), calculating the gradient of each parameter using numerical
differentiation becomes computationally impractical.
● Numerical gradients require two function evaluations per parameter
(one at x+h and one at x−h), which means that for a model with n
parameters, you need 2n function evaluations per iteration of gradient
descent. This makes the optimization very slow, especially for large-scale
problems.

In contrast, analytical gradients (derived using calculus) can be computed in a


single forward and backward pass through the network (like backpropagation in
neural networks), regardless of the number of parameters, making them
computationally much more efficient.

2. Accuracy: Numerical Gradients are Prone to Precision Errors


● Numerical gradients are an approximation and are sensitive to the choice
of the step size h. If h is too large, the approximation may be inaccurate.
If h is too small, it can lead to significant rounding errors due to the limited
precision of floating-point arithmetic in computers.
● These small inaccuracies accumulate during optimization, which can lead
to unstable or suboptimal updates to the parameters.

Analytical gradients, on the other hand, are exact (within machine precision) and
are not affected by the choice of hhh, leading to more stable and precise
updates in gradient-based optimization.

3. Scalability: Analytical Gradients are Essential for Large Models


● Numerical gradients are infeasible for large-scale models, such as deep
neural networks, because the computational burden grows linearly with the
number of parameters.
● Analytical gradients can be computed efficiently using algorithms like
backpropagation in neural networks, which allow us to handle millions of
parameters without a prohibitive computational cost. The backpropagation
algorithm leverages the chain rule of calculus to compute gradients with a
single pass through the network.
When Numerical Gradients Are Useful: Gradient Checking
While numerical gradients aren’t suitable for optimization, they’re helpful for
gradient checking. Gradient checking involves using numerical gradients to
verify that the analytical gradients are computed correctly (especially for complex
functions or neural networks). However, gradient checking is only performed
occasionally (not every iteration) and on a small subset of parameters, so the
computational cost is manageable in this context.

Summary
● Analytical gradients are fast, exact, and scalable, making them ideal for
optimization tasks like gradient descent.
● Numerical gradients are slow, approximate, and error-prone, making
them unsuitable for the repetitive, large-scale calculations needed in
optimization.

In optimization, the goal is efficient and precise parameter updates, which


analytical gradients provide, while numerical gradients serve as a useful tool for
validation rather than computation during training.

The gradient for a function of several variables is a vector-valued function whose


components are partial derivatives of those variables. The gradient can be
thought of as the direction of the function's greatest rate of increase.
Formally, given a multivariate function f with n variables and partial derivatives,
the gradient of f, denoted ∇f, is the vector valued function,
where the symbol ∇, named nabla, is the partial derivative operator. For
example, to find the gradient, ∇f(1, 2, 3) for f(x, y, z) = 4x2yz2 + 2xy2 - xyz, take
the partial derivatives of x, y, and z:

Substituting 1, 2, and 3 in for x, y, and z then yields:

Properties of the gradient


Let y = f(x, y) be a function for which the partial derivatives fx and fy exist.

● If the gradient for f is zero for any point in the xy plane, then the directional
derivative of the point for all unit vectors is also zero. That is, if ∇f(x, y) =
0, then Du(x, y) = 0 for any u.
● The directional derivative for any point in the xy plane has its maximum
increase when it is in the direction of its gradient. Its maximum value is the
magnitude of its gradient. That is, if ∇f(x, y) ≠ 0, then the maximum of
Du(x, y) is ||∇f(x, y)||.
● The minimum value for the directional derivative at any point in the xy
plane is -||∇f(x, y)|| in the direction of -∇f(x, y).
Geometric interpretation of the gradient for a function of
two variables
Consider the following graph with gradient vectors denoted in red. The graph of z
= f(x, y) is a paraboloid opening upward along the z-axis whose vertex is at the
origin.

You might also like