Re:Why is so much memory needed for deep neural networks?
by jg8610 on Thursday March 23, 2017 @10:01AM
(#13939770)
So interestingly, SGD has a nice intuitive explanation for why it is better than GD.
If you compute the gradient step for all data, you're expending computational power on redundant data. You're going to get to the minimum with fewer data if you make steps as you get useful information.
I'm not sure really at what point SGD was linked to stochastic approximation, and theoretical explanation of convergence behavior was really pinned down. It feels recent (see work by Leon Bottou, in particular), but I'm certainly no expert in this area.
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