Back to Topics

Optimizers – SGD, Adam, RMSprop

Description

Optimizers are algorithms used to adjust the weights of a neural network to minimize the loss function. They play a critical role in training deep learning models by guiding the learning process.

  • SGD (Stochastic Gradient Descent): Updates weights using a single sample or mini-batch. It's simple and efficient but may struggle with noisy gradients and local minima.
  • Adam (Adaptive Moment Estimation): Combines the advantages of AdaGrad and RMSprop by using momentum and adaptive learning rates. It's widely used for its robustness and speed.
  • RMSprop: Adapts the learning rate for each parameter by dividing by a moving average of recent gradient magnitudes. Good for recurrent networks and non-stationary objectives.
Tip

Adam is often the default choice for many deep learning models due to its fast convergence and minimal tuning requirements.

Examples

Here's how to use different optimizers in TensorFlow/Keras and PyTorch:

TensorFlow/Keras

from tensorflow.keras.optimizers import SGD, Adam, RMSprop

# SGD
model.compile(optimizer=SGD(learning_rate=0.01), loss='mse')

# Adam
model.compile(optimizer=Adam(learning_rate=0.001), loss='mse')

# RMSprop
model.compile(optimizer=RMSprop(learning_rate=0.001), loss='mse')

PyTorch

import torch.optim as optim

# SGD
optimizer = optim.SGD(model.parameters(), lr=0.01)

# Adam
optimizer = optim.Adam(model.parameters(), lr=0.001)

# RMSprop
optimizer = optim.RMSprop(model.parameters(), lr=0.001)

Real-World Applications

Autonomous Vehicles

Adam is frequently used to train vision-based driving models for better convergence and stability.

Brain-Computer Interfaces

RMSprop helps in training recurrent networks that process EEG signals over time.

Financial Forecasting

SGD is still used in simple linear models for high-frequency trading and market predictions.

Speech Recognition

Adam is popular in deep speech recognition models for its fast learning and low memory usage.

Resources

Video Tutorials

below is the video resource

PDFs

The following documents

Recommended Books

Interview Questions

What is the difference between SGD and Adam?

SGD uses a fixed learning rate and updates based on the current mini-batch, which may result in noisy updates. Adam adapts the learning rate for each parameter and incorporates momentum, resulting in faster and more stable convergence.

When should RMSprop be preferred?

RMSprop is well-suited for non-stationary problems and works particularly well with recurrent neural networks (RNNs), where gradient magnitudes may vary significantly.

What are the main hyperparameters of Adam?

Adam has several key hyperparameters: learning_rate, beta1 (exponential decay rate for the first moment), and beta2 (decay rate for the second moment). Default values typically work well in most cases.