Machine Learning Optimization
Explore gradient descent variants and hyperparameter tuning
⏱️ 22 min⚡ 20 interactions
What is ML Optimization?
Machine Learning Optimization is the art and science of training models efficiently. It's about finding the best parameters (weights) that minimize your loss function, using clever algorithms and hyperparameter tuning.
💡 The Core Goal
🎯
Minimize Loss
Find weights that make predictions close to actual values
⚡
Train Efficiently
Converge quickly without wasting compute resources
🎚️
Tune Hyperparameters
Learning rate, batch size, momentum - get them right!
Gradient Descent: The Optimization Workhorse
📐 The Mathematics of Learning
Why Gradients Point Uphill
• The optimization problem: Find parameters θ that minimize loss J(θ)
minθ J(θ) = minθ (1/n) Σ L(f(xi; θ), yi)
• Gradient ∇J(θ): Vector of partial derivatives - shows direction of steepest ascent
∇J(θ) = [∂J/∂θ₁, ∂J/∂θ₂, ..., ∂J/∂θn]
• Key insight: To minimize (go downhill), move opposite to gradient: θ = θ - η∇J(θ)
🔄 Three Flavors of Gradient Descent
1. Batch Gradient Descent (BGD)
θ = θ - η × (1/n) Σi=1..n ∇L(f(xi; θ), yi)
• Uses: Entire dataset for each update
✓ Accurate gradient, stable convergence, guaranteed convergence for convex functions
✗ Slow for large datasets, requires entire dataset in memory, stuck in local minima
Example: 1M samples → compute 1M gradients before single update!
2. Stochastic Gradient Descent (SGD)
θ = θ - η × ∇L(f(xi; θ), yi) // single random sample
• Uses: One random sample per update
✓ Fast updates, can escape local minima (noisy), online learning possible
✗ Noisy gradients, never truly converges (oscillates), hard to parallelize
Example: 1M samples → 1M updates per epoch (vs 1 for batch)
3. Mini-Batch Gradient Descent (Standard)
θ = θ - η × (1/B) Σi∈batch ∇L(f(xi; θ), yi)
• Uses: Small batch (typically 32-256 samples)
✓ Best of both worlds: faster than batch, less noisy than SGD
✓ Vectorization on GPUs, efficient memory usage, some exploration
🎯 This is the standard in deep learning!
🎯 Convergence & Stopping Criteria
When to Stop?
1. Gradient norm is small: ||∇J(θ)|| < ε (e.g., ε = 10⁻⁵)
→ We're at (local) minimum, gradient ≈ 0
2. Loss change is tiny: |Jt - Jt-1| < ε
→ Not improving anymore
3. Max iterations: Reached predefined epoch limit
→ Time/compute budget exhausted
4. Validation loss increases: Overfitting detected
→ Early stopping (best practice!)
Convergence Rate
• Convex functions: O(1/k) convergence for GD, O(1/√k) for SGD
• Non-convex (neural nets): No global optimum guarantees
• Practical: Loss decreases exponentially at first, then plateaus
Typical curve: J(t) = J* + (J₀ - J*)e-λt
⚡ Gradient Computation in Practice
• Backpropagation: Efficient algorithm to compute ∇J(θ) in O(n) time
Chain Rule Application:
∂J/∂wl = ∂J/∂zl × ∂zl/∂wl × ... (chain through layers)
Forward pass: compute outputs and cache activations
Backward pass: compute gradients layer-by-layer from output to input
• Automatic differentiation: PyTorch, TensorFlow handle this automatically
loss.backward() # Magic! Computes all gradients
optimizer.step() # Updates all parameters
optimizer.step() # Updates all parameters
🎯 Learning Rate Impact
Too small: Slow convergence, stuck in plateaus
Too large: Divergence, oscillation around minimum
Just right: Fast, stable convergence
📊 Batch Size Impact
Small (1-32): Noisy, explores more, generalizes better
Large (128-512): Stable, faster per epoch, may overfit
Sweet spot: 32-128 for most tasks
💡 Key Insight
Gradient descent is iterative refinement: each step moves slightly toward better parameters. The "descent" comes from following negative gradient!
1. Gradient Descent: The Foundation
⛰️ Interactive: Descend the Loss Surface
Position: 5.00Loss: 25.00Steps: 0
📐 Formula: New Weight = Old Weight - Learning Rate × Gradient. The gradient points uphill, so we subtract to go downhill!
2. Learning Rate: The Most Important Hyperparameter
🎚️ Interactive: Compare Learning Rates
Convergence Speed
Speed80%
Stability85%
Perfect balance - fast and stable convergence
3. Batch Size: Speed vs Accuracy Trade-off
📦 Interactive: Adjust Batch Size
1 (SGD)32 (Mini-batch)256 (Large)
Convergence
50%
Memory Usage
12%
Updates/Epoch
312
Small Batch (1-32)
Noisy gradients, better generalization, slower convergence
Large Batch (128-512)
Stable gradients, faster training, may overfit, needs more memory
Advanced Optimizers: Beyond Vanilla SGD
🚀 Why We Need Better Optimizers
SGD's Limitations
• Problem 1 - Same learning rate for all parameters: Some dimensions need large steps, others small
• Problem 2 - Stuck in ravines: Oscillates across narrow valleys while making slow progress along the valley
• Problem 3 - Local minima & saddle points: Gets trapped, especially in high-dimensional spaces
• Problem 4 - Learning rate sensitivity: Must carefully tune η or training fails
Solution: Adaptive optimizers that adjust learning rates per-parameter based on history
🔄 Momentum: Adding Velocity
Mathematical Formulation
vt = β vt-1 + ∇J(θt) // accumulate velocity
θt+1 = θt - η vt // update with velocity
θt+1 = θt - η vt // update with velocity
• β (momentum coefficient): Typically 0.9 (retains 90% of previous velocity)
• Exponentially weighted average: Recent gradients weighted more, but history matters
Physical Intuition: Ball Rolling Down Hill
• Without momentum: Ball stops at each step, chooses new direction
• With momentum: Ball builds speed, continues rolling even uphill (inertia)
• Result: Escapes local minima, dampens oscillations in ravines, accelerates in consistent directions
Nesterov Momentum (NAG) - Look Ahead
θlookahead = θt - β vt-1 // anticipate future position
vt = β vt-1 + ∇J(θlookahead) // compute gradient there
θt+1 = θt - η vt
vt = β vt-1 + ∇J(θlookahead) // compute gradient there
θt+1 = θt - η vt
Smarter: evaluates gradient at where we're about to be, not where we are!
📊 Adaptive Learning Rates
AdaGrad (2011) - Per-Parameter Adaptation
Gt = Gt-1 + gt ⊙ gt // accumulate squared gradients
θt+1 = θt - (η / √(Gt + ε)) ⊙ gt
θt+1 = θt - (η / √(Gt + ε)) ⊙ gt
• Key idea: Smaller updates for frequently updated parameters, larger for rare ones
✓ Good for sparse data (NLP, embeddings)
✗ Learning rate decays to zero too quickly (Gt grows monotonically)
RMSprop (2012) - Exponential Moving Average
E[g²]t = β E[g²]t-1 + (1-β) gt² // decay old gradients
θt+1 = θt - (η / √(E[g²]t + ε)) gt
θt+1 = θt - (η / √(E[g²]t + ε)) gt
• Fix for AdaGrad: Uses exponential moving average instead of sum
• β typically 0.9: Recent gradients matter more
✓ Doesn't decay to zero, works well for RNNs, non-stationary problems
Hinton introduced in Coursera lecture (unpublished!)
Adam (2014) - Combining Momentum + RMSprop
mt = β₁ mt-1 + (1-β₁) gt // 1st moment (mean)
vt = β₂ vt-1 + (1-β₂) gt² // 2nd moment (variance)
m̂t = mt / (1-β₁ᵗ) // bias correction
v̂t = vt / (1-β₂ᵗ) // bias correction
θt+1 = θt - η (m̂t / (√v̂t + ε))
vt = β₂ vt-1 + (1-β₂) gt² // 2nd moment (variance)
m̂t = mt / (1-β₁ᵗ) // bias correction
v̂t = vt / (1-β₂ᵗ) // bias correction
θt+1 = θt - η (m̂t / (√v̂t + ε))
• mt: Momentum-like, smooths gradient direction
• vt: RMSprop-like, adapts learning rate per parameter
• Bias correction: Accounts for initialization at zero (important early training!)
• Default hyperparameters: β₁=0.9, β₂=0.999, η=0.001, ε=10⁻⁸
✓ Robust, fast convergence, works well with default params, most popular optimizer
✗ Can generalize slightly worse than SGD+momentum with extensive tuning
⚖️ Optimizer Comparison
| Optimizer | Speed | Final Acc | Tuning | Best For |
|---|---|---|---|---|
| SGD | Slow | Best* | Hard | ConvNets with time |
| SGD+Mom | Medium | Excellent | Medium | Computer Vision |
| RMSprop | Fast | Good | Easy | RNNs, non-stationary |
| Adam | Fast | Very Good | Easiest | Default choice, NLP |
| AdamW | Fast | Best | Easy | Transformers, SOTA |
*SGD+momentum can achieve slightly better generalization than Adam with extensive tuning, but Adam is more robust to hyperparameters
🎯 When to Use What?
Adam: Default choice, works 90% of time
SGD+Mom: Best final accuracy with tuning (CV)
AdamW: Transformers, modern best practice
⚡ Modern Variants
AdamW: Decoupled weight decay
RAdam: Rectified Adam, warm-up free
Ranger: RAdam + LookAhead
💡 Key Insight
Adam = Momentum (direction) + RMSprop (step size). It adapts both where to go and how far to step for each parameter!
4. Optimizer Algorithms
🚀 Interactive: Compare Optimizers
🚀
Adam
Adaptive Moment Estimation - combines momentum + RMSprop
Update Rule:
m = β₁m + (1-β₁)g; v = β₂v + (1-β₂)g²
✓ Advantages
Fast convergence, robust, default choice
✗ Limitations
Can generalize worse than SGD sometimes
5. Momentum: Accelerating Convergence
💨 Interactive: Feel the Momentum
No momentumTypical: 0.9High momentum
Effect Visualization
Velocity Accumulation
0.0
🚀 Fast - strong momentum, typical choice
How It Works
Momentum accumulates past gradients like a ball rolling down a hill, building velocity and smoothing out noisy updates.
Why Use It?
Escapes local minima, dampens oscillations, accelerates convergence in relevant directions.
Typical Value
β = 0.9 is most common (90% of past velocity retained)
6. Loss Landscape Navigation
🗺️ Interactive: Explore 2D Loss Surface
Current Loss
0.000
🎯 Near optimal!
🟢 Optimal point (0, 0) • 🔵 Your position
7. Early Stopping: Preventing Overfitting
⏱️ Interactive: Training with Patience
Epoch: 0/50Val Loss: 0.503
💡 Early Stopping: Stop training when validation loss doesn't improve for 5 consecutive epochs. Prevents overfitting and saves compute!
Learning Rate Schedules: Dynamic Adaptation
📉 Why Decay the Learning Rate?
The Training Journey
Early Training: Large Steps
• Far from optimum: Loss is high, gradients are large
• Need speed: Large learning rate to make rapid progress
• Risk: Some instability okay, exploring loss landscape
Late Training: Fine-tuning
• Near optimum: Loss plateauing, in basin of attraction
• Need precision: Small learning rate to settle into minimum
• Risk: Large LR causes oscillation around minimum, never converges!
Analogy: Like driving - speed up on highway (early), slow down near destination (late)
📊 Common Decay Schedules
1. Constant Learning Rate (Baseline)
ηt = η₀ // same throughout training
✓ Simple, no hyperparameters, good for short training
✗ Suboptimal for long training, oscillates near minimum
Use when: Training ≤ 10 epochs, or with Adam (has adaptive rates)
2. Step Decay (Staircase)
ηt = η₀ × γ⌊epoch/drop_every⌋
• Example: η₀=0.1, γ=0.5, drop_every=30
Epochs 0-29: η=0.1
Epochs 30-59: η=0.05
Epochs 60-89: η=0.025
✓ Simple, interpretable, works well in practice
✗ Requires knowing when to drop (domain knowledge)
Classic choice: Divide by 10 every 30-50 epochs
3. Exponential Decay
ηt = η₀ × e-λt or ηt = η₀ × γt
• Smooth decay: Gradual reduction every epoch
• Typical γ: 0.95-0.99 (smaller = faster decay)
✓ Smooth, no sudden changes, mathematically elegant
✗ Decays too fast or too slow if λ not tuned
Use when: Want gradual refinement, have budget for tuning λ
4. Polynomial Decay
ηt = η₀ × (1 - t/T)power
• T: Total epochs
• power: Typically 1.0 (linear) or 2.0 (quadratic)
✓ Reaches near-zero at end of training, controlled decay rate
Use when: You know total training time in advance
5. Cosine Annealing
ηt = ηmin + (η₀ - ηmin)/2 × (1 + cos(πt/T))
• Smooth decay: Follows cosine curve from η₀ to ηmin
• Variant - With Restarts (SGDR):
Periodically reset to η₀ and decay again (escape local minima!)
✓ Smooth, widely used, restarts help exploration
✓ SOTA in many tasks (ResNet, Transformers)
Popular in modern deep learning (2017+)
🔥 Warmup: Starting Carefully
• Problem: Large learning rate at start can cause divergence (especially with Adam, batch norm)
• Solution: Linearly increase LR from small value to target over first N epochs
ηt = η₀ × min(1, t/Twarmup) // first Twarmup epochs
Example: Transformer Training
1. Warmup: Linearly increase LR for 4K steps (0 → 0.001)
2. Decay: Inverse square root decay after warmup
ηt = dmodel-0.5 × min(t-0.5, t × warmup_steps-1.5)
BERT, GPT use warmup! Typical: 1-10% of total steps
🔄 Cyclical Learning Rates
• Idea: Vary LR between min and max in cycles (triangle, cosine waves)
ηt cycles between [ηmin, ηmax] every C epochs
Benefits:
• Escape saddle points: High LR periods help jump out
• Faster convergence: Can traverse loss landscape efficiently
• Better generalization: Regularization effect from oscillation
Less common than monotonic decay, but powerful tool (Leslie Smith, 2017)
🎯 Practical Recommendations
For Computer Vision (CNNs)
• Optimizer: SGD + momentum
• Schedule: Step decay (÷10 at epochs 30, 60, 90)
• Initial LR: 0.1
Classic ImageNet recipe
For NLP (Transformers)
• Optimizer: Adam or AdamW
• Schedule: Warmup + cosine decay
• Initial LR: 1e-4 to 5e-4
BERT, GPT standard
Quick Experiment / Baseline
• Optimizer: Adam
• Schedule: Constant LR
• Initial LR: 1e-3
Works 80% of the time
SOTA / Competition
• Optimizer: AdamW or SGD+momentum
• Schedule: Cosine with warmup + restarts
• Initial LR: Grid search [1e-5, 1e-2]
Max performance, more tuning
📉 When to Decay?
Always for long training (>50 epochs)
Optional for Adam with early stopping
Essential for SGD to converge
🎛️ Tuning Priority
1. Initial LR: Most important!
2. Schedule type: Step vs cosine
3. Decay rate/timing: Fine-tune if needed
💡 Key Insight
LR schedules are about exploration vs exploitation: explore early (high LR), exploit late (low LR). Like simulated annealing!
8. Learning Rate Schedules
📉 Interactive: Decay Strategies
constant Schedule
Same LR throughout training
✓ When to Use
Simple tasks, short training
⚙️ Implementation
lr = initial_lr
9. L2 Regularization (Weight Decay)
⚖️ Interactive: Balance Fitting vs Simplicity
No regularization0.01 (typical)Strong penalty
Data Loss
0.500
Reg Loss
0.500
Total Loss
1.000
Formula:
Total Loss = Data Loss + λ × Σ(weights²)
🎯 Effect: Balanced - prevents overfitting while allowing flexibility
10. Hyperparameter Overview
🎛️ Interactive: Essential Hyperparameters
🎯 Key Takeaways
🎚️
Learning Rate is Critical
The most important hyperparameter. Too high = divergence, too low = slow training. Start with 0.001 for Adam, 0.01 for SGD. Use learning rate schedules for long training.
🚀
Adam is Usually Best
Adam combines momentum and adaptive learning rates. It's the default choice for most tasks. Use SGD with momentum for better generalization if you have time to tune.
📦
Batch Size Trade-offs
32-128 is typical. Larger batches = faster training, more memory, less noise. Smaller batches = better generalization, slower, less memory. Balance based on your GPU.
⏱️
Early Stopping Prevents Overfitting
Monitor validation loss. Stop when it stops improving for N epochs (patience). Saves compute and prevents overfitting. Keep checkpoints of best model.
⚖️
Regularization for Generalization
L2 (weight decay), dropout, and data augmentation prevent overfitting. L2 λ = 0.0001-0.01 typical. Don't over-regularize or you'll underfit.
🎛️
Tune Systematically
Start with learning rate, then batch size, then others. Use grid search or random search. Modern: Bayesian optimization, hyperband. Log everything!