πŸŽ‰ Deepchecks’ New Major Release: Evaluation for LLM-Based Apps!  Click here to find out more πŸš€
DEEPCHECKS GLOSSARY

Adaptive Gradient Algorithm (AdaGrad)

What is AdaGrad?

AdaGrad is a well-known optimization method that is used in ML and DL. Duchi, Hazan, and Singer proposed it in 2011 as a way of adjusting the learning rate during training.

  • AdaGrad’s concept is to modify the learning rate for every parameter in a model depending on the parameter’s previous gradients.

Specifically, it calculates the learning rate as the sum of the squares of the gradients over time, one for each parameter. This reduces the learning rate for parameters with big gradients while raising the learning rate for parameters with modest gradients.

The idea behind this particular method is that it enables the learning rate to adapt to the geometry of the loss function, allowing it to converge quicker in steep gradient directions while being more conservative in flatter gradient directions. This may result in quicker convergence and improved generalization.

However, this method has significant downsides. One of the most significant concerns is that the cumulative gradient magnitudes may get quite big over time, resulting in a meager effective learning rate that can inhibit further learning. Adam and RMSProp, two contemporary optimization algorithms, combine their adaptive learning rate method with other strategies to limit the growth of gradient magnitudes over time.

Types of Gradient Descent

Gradient Descent is a prominent optimization approach used in machine learning and deep learning to determine the best values for a model’s parameters. It is an iterative approach that works by minimizing a loss function that quantifies the difference between the expected and real outputs of the model.

  • Subgradient Descent is a gradient descent variant used when the loss function is not differentiable at certain places.

In such cases, the gradient of the function is unknown, but a subgradient may be determined.

At each iteration, the subgradient descent method selects a subgradient g of the loss function and updates the current estimate of the optimum solution in the direction of the negative subgradient. In other words, the algorithm advances in the direction of the loss function’s steepest descent.

It may be slower than regular gradient descent since it simply offers a direction of descent rather than a precise gradient descent step size. To achieve convergence to the ideal solution, the step size must be carefully determined.

Testing. CI/CD. Monitoring.

Because ML systems are more fragile than you think. All based on our open-source core.

Our GithubInstall Open SourceBook a Demo

Gradient descent is classified into three types:

  • Batch Gradient Descent– This is the most common kind of gradient descent, in which the gradient is calculated at each step using the whole dataset. The approach changes the parameters by taking action toward the loss function’s negative gradient.
  • Stochastic Gradient Descent (SGD)– In this variation of gradient descent, the gradient is calculated at each step using a single randomly picked sample from the dataset. Because the gradient is derived from a single data point, it may not correctly reflect the general structure of the dataset. This makes the process quicker but also noisier.
  • Mini-batch Gradient Descent– A hybrid of batch gradient descent and stochastic gradient descent. The gradient is produced using a small batch of randomly chosen samples from the dataset rather than the complete dataset or a single example in mini-batch gradient descent. This method creates a compromise between SGD’s noise and batch gradient descent’s computing cost.

Benefits of using AdaGrad

The following are the benefits of utilizing the AdaGrad optimizer:

  • Easy to use– It’s a reasonably straightforward optimization technique and may be applied to various models.
  • No need for manual– There is no need to manually tune hyperparameters since this optimization method automatically adjusts the learning rate for each parameter.
  • Adaptive learning rate– Modifies the learning rate for each parameter depending on the parameter’s past gradients. This implies that for parameters with big gradients, the learning rate is lowered, while for parameters with small gradients, the learning rate is raised, allowing the algorithm to converge quicker and prevent overshooting the ideal solution.
  • Adaptability to noisy data– This method provides the ability to smooth out the impacts of noisy data by assigning lesser learning rates to parameters with strong gradients owing to noisy input.
  • Handling sparse data efficiently– It is particularly good at dealing with sparse data, which is prevalent in NLP and recommendation systems. This is performed by giving sparse parameters faster learning rates, which may speed convergence.

In the end, AdaGrad has the potential to be a strong optimization technique for machine learning and deep learning, especially when the data is sparse, noisy, or has a high number of parameters.