Gradient Descent 213350
1. **Problem Statement:** We are given the loss function $$L(w) = (w - 3)^2 + 2$$ and the gradient descent update rule $$w_{k+1} = w_k - \eta \nabla L(w_k)$$.
We need to:
(a) Find the differential $dL$ at $w_0 = 1$.
(b) Calculate $w_1$ using learning rate $\eta = 0.1$.
(c) Interpret the relationship between $dL$ and the weight update.
(d) Explain why moving in the negative gradient direction minimizes the loss.
2. **Formula and Rules:**
- The gradient $\nabla L(w)$ is the derivative of $L(w)$ with respect to $w$.
- The differential $dL$ at a point $w_0$ is $dL = \nabla L(w_0) dw$ where $dw$ is a small change in $w$.
- Gradient descent updates weights by moving opposite to the gradient to reduce the loss.
3. **Step (a): Find $dL$ at $w_0=1$**
- Compute the derivative:
$$\nabla L(w) = \frac{d}{dw} \left((w - 3)^2 + 2\right) = 2(w - 3)$$
- Evaluate at $w_0=1$:
$$\nabla L(1) = 2(1 - 3) = 2(-2) = -4$$
- The differential is:
$$dL = \nabla L(1) dw = -4 dw$$
4. **Step (b): Find $w_1$ using $\eta=0.1$**
- Using the update rule:
$$w_1 = w_0 - \eta \nabla L(w_0) = 1 - 0.1 \times (-4) = 1 + 0.4 = 1.4$$
5. **Step (c): Interpret relationship between $dL$ and weight update**
- The differential $dL$ shows how the loss changes with a small change in $w$.
- Since $\nabla L(1) = -4$, increasing $w$ slightly (positive $dw$) decreases $L$ (because $dL$ is negative).
- The weight update moves $w$ in the direction that reduces $L$, consistent with the sign of $dL$.
6. **Step (d): Why negative gradient direction minimizes loss**
- The gradient points in the direction of steepest increase of $L$.
- Moving opposite to the gradient (negative gradient) moves towards decreasing $L$ most rapidly.
- This ensures each update reduces the loss, leading to convergence to a minimum.
**Final answers:**
(a) $dL = -4 dw$ at $w_0=1$
(b) $w_1 = 1.4$
(c) The differential $dL$ indicates how loss changes with $w$; the update moves $w$ to reduce $L$.
(d) Negative gradient direction points to steepest decrease, minimizing the loss function.