What Is a Gradient in Machine Learning?



Gradient is a wontedly used term in optimization and machine learning.

For example, deep learning neural networks are fit using stochastic gradient descent, and many standard optimization algorithms used to fit machine learning algorithms use gradient information.

In order to understand what a gradient is, you need to understand what a derivative is from the field of calculus. This includes how to summate a derivative and interpret the value. An understanding of the derivative is directly workable to understanding how to summate and interpret gradients as used in optimization and machine learning.

In this tutorial, you will discover a gentle introduction to the derivative and the gradient in machine learning.

After completing this tutorial, you will know:

  • The derivative of a function is the transpiration of the function for a given input.
  • The gradient is simply a derivative vector for a multivariate function.
  • How to summate and interpret derivatives of a simple function.

Let’s get started.

What Is a Gradient in Machine Learning?

What Is a Gradient in Machine Learning?
Photo by Roanish, some rights reserved.

Tutorial Overview

This tutorial is divided into five parts; they are:

  1. What Is a Derivative?
  2. What Is a Gradient?
  3. Worked Example of Gingerly Derivatives
  4. How to Interpret the Derivative
  5. How to Summate a the Derivative of a Function

What Is a Derivative?

In calculus, a derivative is the rate of transpiration at a given point in a real-valued function.

For example, the derivative f'(x) of function f() for variable x is the rate that the function f() changes at the point x.

It might transpiration a lot, e.g. be very curved, or might transpiration a little, e.g. slight curve, or it might not transpiration at all, e.g. unappetizing or stationary.

A function is differentiable if we can summate the derivative at all points of input for the function variables. Not all functions are differentiable.

Once we summate the derivative, we can use it in a number of ways.

For example, given an input value x and the derivative at that point f'(x), we can estimate the value of the function f(x) at a nearby point delta_x (change in x) using the derivative, as follows:

  • f(x delta_x) = f(x) f'(x) * delta_x

Here, we can see that f'(x) is a line and we are estimating the value of the function at a nearby point by moving withal the line by delta_x.

We can use derivatives in optimization problems as they tell us how to transpiration inputs to the target function in a way that increases or decreases the output of the function, so we can get closer to the minimum or maximum of the function.

Derivatives are useful in optimization considering they provide information well-nigh how to transpiration a given point in order to modernize the objective function.

— Page 32, Algorithms for Optimization, 2019.

Finding the line that can be used to injudicious nearby values was the main reason for the initial minutiae of differentiation. This line is referred to as the tangent line or the slope of the function at a given point.

The problem of finding the tangent line to a lines […] involve finding the same type of limit […] This special type of limit is tabbed a derivative and we will see that it can be interpreted as a rate of transpiration in any of the sciences or engineering.

— Page 104, Calculus, 8th edition, 2015.

An example of the tangent line of a point for a function is provided below, taken from page 19 of “Algorithms for Optimization.”

Tangent Line of a Function at a Given Point

Tangent Line of a Function at a Given Point
Taken from Algorithms for Optimization.

Technically, the derivative described so far is tabbed the first derivative or first-order derivative.

The second derivative (or second-order derivative) is the derivative of the derivative function. That is, the rate of transpiration of the rate of transpiration or how much the transpiration in the function changes.

  • First Derivative: Rate of transpiration of the target function.
  • Second Derivative: Rate of transpiration of the first derivative function.

A natural use of the second derivative is to injudicious the first derivative at a nearby point, just as we can use the first derivative to estimate the value of the target function at a nearby point.

Now that we know what a derivative is, let’s take a squint at a gradient.

What Is a Gradient?

A gradient is a derivative of a function that has increasingly than one input variable.

It is a term used to refer to the derivative of a function from the perspective of the field of linear algebra. Specifically when linear algebra meets calculus, tabbed vector calculus.

The gradient is the generalization of the derivative to multivariate functions. It captures the local slope of the function, permitting us to predict the effect of taking a small step from a point in any direction.

— Page 21, Algorithms for Optimization, 2019.

Multiple input variables together pinpoint a vector of values, e.g. a point in the input space that can be provided to the target function.

The derivative of a target function with a vector of input variables similarly is a vector. This vector of derivatives for each input variable is the gradient.

  • Gradient (vector calculus): A vector of derivatives for a function that takes a vector of input variables.

You might recall from upper school algebra or pre-calculus, the gradient moreover refers often to the slope of a line on a two-dimensional plot.

It is calculated as the rise (change on the y-axis) of the function divided by the run (change in x-axis) of the function, simplified to the rule: “rise over run“:

  • Gradient (algebra): Slope of a line, calculated as rise over run.

We can see that this is a simple and rough propinquity of the derivative for a function with one variable. The derivative function from calculus is increasingly precise as it uses limits to find the word-for-word slope of the function at a point. This idea of gradient from algebra is related, but not directly useful to the idea of a gradient as used in optimization and machine learning.

A function that takes multiple input variables, e.g. a vector of input variables, may be referred to as a multivariate function.

The partial derivative of a function with respect to a variable is the derivative thesping all other input variables are held constant.

— Page 21, Algorithms for Optimization, 2019.

Each component in the gradient (vector of derivatives) is tabbed a partial derivative of the target function.

A partial derivative assumes all other variables of the function are held constant.

  • Partial Derivative: A derivative for one of the variables for a multivariate function.

It is useful to work with square matrices in linear algebra, and the square matrix of the second-order derivatives is referred to as the Hessian matrix.

The Hessian of a multivariate function is a matrix containing all of the second derivatives with respect to the input

— Page 21, Algorithms for Optimization, 2019.

We can use gradient and derivative interchangeably, although in the fields of optimization and machine learning, we typically use “gradient” as we are typically concerned with multivariate functions.

Intuitions for the derivative translate directly to the gradient, only with increasingly dimensions.

Now that we are familiar with the idea of a derivative and a gradient, let’s squint at a worked example of gingerly derivatives.

Worked Example of Gingerly Derivatives

Let’s make the derivative touchable with a worked example.

First, let’s pinpoint a simple one-dimensional function that squares the input and defines the range of valid inputs from -1.0 to 1.0.

  • f(x) = x^2

The example unelevated samples inputs from this function in 0.1 increments, calculates the function value for each input, and plots the result.

Running the example creates a line plot of the inputs to the function (x-axis) and the calculated output of the function (y-axis).

We can see the familiar U-shaped tabbed a parabola.

Line Plot of Simple One Dimensional Function

Line Plot of Simple One Dimensional Function

We can see a large transpiration or steep lines on the sides of the shape where we would expect a large derivative and a unappetizing zone in the middle of the function where we would expect a small derivative.

Let’s personize these expectations by gingerly the derivative at -0.5 and 0.5 (steep) and 0.0 (flat).

The derivative for the function is calculated as follows:

  • f'(x) = x * 2

The example unelevated calculates the derivatives for the explicit input points for our objective function.

Running the example prints the derivative values for explicit input values.

We can see that the derivative at the steep points of the function is -1 and 1 and the derivative for the unappetizing part of the function is 0.0.

Now that we know how to summate derivatives of a function, let’s squint at how we might interpret the derivative values.

How to Interpret the Derivative

The value of the derivative can be interpreted as the rate of transpiration (magnitude) and the direction (sign).

  • Magnitude of Derivative: How much change.
  • Sign of Derivative: Direction of change.

A derivative of 0.0 indicates no transpiration in the target function, referred to as a stationary point.

A function may have one or increasingly stationary points and a local or global minimum (bottom of a valley) or maximum (peak of a mountain) of the function are examples of stationary points.

The gradient points in the direction of steepest takeoff of the tangent hyperplane …

— Page 21, Algorithms for Optimization, 2019.

The sign of the derivative tells you if the target function is increasing or decreasing at that point.

  • Positive Derivative: Function is increasing at that point.
  • Negative Derivative: Function is decreasing at that point

This might be troublemaking because, looking at the plot from the previous section, the values of the function f(x) are increasing on the y-axis for -0.5 and 0.5.

The trick here is to unchangingly read the plot of the function from left to right, e.g. follow the values on the y-axis from left to right for input x-values.

Indeed the values virtually x=-0.5 are decreasing if read from left to right, hence the negative derivative, and the values virtually x=0.5 are increasing, hence the positive derivative.

We can imagine that if we wanted to find the minima of the function in the previous section using only the gradient information, we would increase the x input value if the gradient was negative to go downhill, or subtract the value of x input if the gradient was positive to go downhill.

This is the understructure for the gradient descent (and gradient ascent) matriculation of optimization algorithms that have wangle to function gradient information.

Now that we know how to interpret derivative values, let’s squint at how we might find the derivative of a function.

How to Summate a the Derivative of a Function

Finding the derivative function f'() that outputs the rate of transpiration of a target function f() is tabbed differentiation.

There are many approaches (algorithms) for gingerly the derivative of a function.

In some cases, we can summate the derivative of a function using the tools of calculus, either manually or using an will-less solver.

General classes of techniques for gingerly the derivative of a function include:

The SymPy Python library can be used for symbolic differentiation.

Computational libraries such as Theano and TensorFlow can be used for will-less differentiation.

There are moreover online services you can use if your function is easy to specify in plain text.

One example is the Wolfram Alpha website that will summate the derivative of the function for you; for example:

Not all functions are differentiable, and some functions that are differentiable may make it difficult to find the derivative with some methods.

Calculating the derivative of a function is vastitude the telescopic of this tutorial. Consult a good calculus textbook, such as those in the remoter reading section.

Further Reading

This section provides increasingly resources on the topic if you are looking to go deeper.

Books

Articles

Summary

In this tutorial, you discovered a gentle introduction to the derivative and the gradient in machine learning.

Specifically, you learned:

  • The derivative of a function is the transpiration of the function for a given input.
  • The gradient is simply a derivative vector for a multivariate function.
  • How to summate and interpret derivatives of a simple function.

Do you have any questions?
Ask your questions in the comments unelevated and I will do my weightier to answer.



Author: Shantun Parmar

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