Deep Learning Quick Reference

Stochastic and minibatch gradient descents

The algorithm describe in the previous section assumes a forward and corresponding backwards pass over the entire dataset and as such it's called batch gradient descent.

Another possible way to do gradient descent would be to use a single data point at a time, updating the network weights as we go. This method might help speed up convergence around saddle points where the network might stop converging. Of course, the error estimation of only a single point may not be a very good approximation of the error of the entire dataset.

The best solution to this problem is using mini batch gradient descent, in which we will take some random subset of the data called a mini batch to compute our error and update ...