Do you understand how convolutional neural networks work? There is no segmentation involved here at all. The input are the raw pixels of the image. The output is the probability this image belongs to one of the categories the network is capable of predicting.

Also gradient descent has nothing to do with segmentation at all, I don't understand what you're talking about. Gradient descent is used to find the set of weights that minimizes the error. This is standard in training neural networks of any kind using backpropagation.