Can we use decreasing step size to replace mini-batch in SGD?












0












$begingroup$


As far as I know, mini-batch can be used to reduce the variance of the gradient, but I am also considering if we can achieve the same result if we use the decreasing step size and only single sample in each iteration? Can we compare the convergence rate of them?









share







New contributor




coolcat is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
Check out our Code of Conduct.







$endgroup$

















    0












    $begingroup$


    As far as I know, mini-batch can be used to reduce the variance of the gradient, but I am also considering if we can achieve the same result if we use the decreasing step size and only single sample in each iteration? Can we compare the convergence rate of them?









    share







    New contributor




    coolcat is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
    Check out our Code of Conduct.







    $endgroup$















      0












      0








      0





      $begingroup$


      As far as I know, mini-batch can be used to reduce the variance of the gradient, but I am also considering if we can achieve the same result if we use the decreasing step size and only single sample in each iteration? Can we compare the convergence rate of them?









      share







      New contributor




      coolcat is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
      Check out our Code of Conduct.







      $endgroup$




      As far as I know, mini-batch can be used to reduce the variance of the gradient, but I am also considering if we can achieve the same result if we use the decreasing step size and only single sample in each iteration? Can we compare the convergence rate of them?







      machine-learning optimization gradient-descent mini-batch-gradient-descent





      share







      New contributor




      coolcat is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
      Check out our Code of Conduct.










      share







      New contributor




      coolcat is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
      Check out our Code of Conduct.








      share



      share






      New contributor




      coolcat is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
      Check out our Code of Conduct.









      asked 5 mins ago









      coolcatcoolcat

      11




      11




      New contributor




      coolcat is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
      Check out our Code of Conduct.





      New contributor





      coolcat is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
      Check out our Code of Conduct.






      coolcat is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
      Check out our Code of Conduct.






















          0






          active

          oldest

          votes











          Your Answer





          StackExchange.ifUsing("editor", function () {
          return StackExchange.using("mathjaxEditing", function () {
          StackExchange.MarkdownEditor.creationCallbacks.add(function (editor, postfix) {
          StackExchange.mathjaxEditing.prepareWmdForMathJax(editor, postfix, [["$", "$"], ["\\(","\\)"]]);
          });
          });
          }, "mathjax-editing");

          StackExchange.ready(function() {
          var channelOptions = {
          tags: "".split(" "),
          id: "557"
          };
          initTagRenderer("".split(" "), "".split(" "), channelOptions);

          StackExchange.using("externalEditor", function() {
          // Have to fire editor after snippets, if snippets enabled
          if (StackExchange.settings.snippets.snippetsEnabled) {
          StackExchange.using("snippets", function() {
          createEditor();
          });
          }
          else {
          createEditor();
          }
          });

          function createEditor() {
          StackExchange.prepareEditor({
          heartbeatType: 'answer',
          autoActivateHeartbeat: false,
          convertImagesToLinks: false,
          noModals: true,
          showLowRepImageUploadWarning: true,
          reputationToPostImages: null,
          bindNavPrevention: true,
          postfix: "",
          imageUploader: {
          brandingHtml: "Powered by u003ca class="icon-imgur-white" href="https://imgur.com/"u003eu003c/au003e",
          contentPolicyHtml: "User contributions licensed under u003ca href="https://creativecommons.org/licenses/by-sa/3.0/"u003ecc by-sa 3.0 with attribution requiredu003c/au003e u003ca href="https://stackoverflow.com/legal/content-policy"u003e(content policy)u003c/au003e",
          allowUrls: true
          },
          onDemand: true,
          discardSelector: ".discard-answer"
          ,immediatelyShowMarkdownHelp:true
          });


          }
          });






          coolcat is a new contributor. Be nice, and check out our Code of Conduct.










          draft saved

          draft discarded


















          StackExchange.ready(
          function () {
          StackExchange.openid.initPostLogin('.new-post-login', 'https%3a%2f%2fdatascience.stackexchange.com%2fquestions%2f46364%2fcan-we-use-decreasing-step-size-to-replace-mini-batch-in-sgd%23new-answer', 'question_page');
          }
          );

          Post as a guest















          Required, but never shown

























          0






          active

          oldest

          votes








          0






          active

          oldest

          votes









          active

          oldest

          votes






          active

          oldest

          votes








          coolcat is a new contributor. Be nice, and check out our Code of Conduct.










          draft saved

          draft discarded


















          coolcat is a new contributor. Be nice, and check out our Code of Conduct.













          coolcat is a new contributor. Be nice, and check out our Code of Conduct.












          coolcat is a new contributor. Be nice, and check out our Code of Conduct.
















          Thanks for contributing an answer to Data Science Stack Exchange!


          • Please be sure to answer the question. Provide details and share your research!

          But avoid



          • Asking for help, clarification, or responding to other answers.

          • Making statements based on opinion; back them up with references or personal experience.


          Use MathJax to format equations. MathJax reference.


          To learn more, see our tips on writing great answers.




          draft saved


          draft discarded














          StackExchange.ready(
          function () {
          StackExchange.openid.initPostLogin('.new-post-login', 'https%3a%2f%2fdatascience.stackexchange.com%2fquestions%2f46364%2fcan-we-use-decreasing-step-size-to-replace-mini-batch-in-sgd%23new-answer', 'question_page');
          }
          );

          Post as a guest















          Required, but never shown





















































          Required, but never shown














          Required, but never shown












          Required, but never shown







          Required, but never shown

































          Required, but never shown














          Required, but never shown












          Required, but never shown







          Required, but never shown







          Popular posts from this blog

          Ponta tanko

          Tantalo (mitologio)

          Erzsébet Schaár