📁 Chapter 3: Neural Network Learning and Optimization

Wed, 22 Oct 2025 00:00:00 +0000

Table of Contents

1. Overview of Neural Network Learning

A neural network initially has no idea what output to produce for a given input.
By repeatedly feeding training data, it gradually learns the mapping rule between input and output.
“Learning” means discovering this mapping rule.
Each neuron is composed of weighted summation and an activation function.
Stacking layers forms the overall neural network structure, and these structural choices are fixed before training.

2. Model Parameters vs. Hyperparameters

Model parameters: weights and biases.
These change continuously during training depending on data and are saved as the trained model.
Hyperparameters: learning rate, optimizer, batch size, network depth, dropout rate, etc.
These are set manually and do not change automatically through training.
If an activation function (e.g., PReLU) contains a learnable coefficient, that coefficient counts as a model parameter.

For example, in a house price prediction model, the mapping
(number of rooms, area, house type, distance to station → price)
is captured by the model parameters. Once training is complete, the model can perform inference based on those learned rules.

3. Setting Up the Optimization Problem

Learning is redefined as minimizing or maximizing an objective function.
Standard formulation:

$$ \begin{aligned} &\text{minimize} && f(\mathbf{x}) \ &\text{subject to} && g_i(\mathbf{x}) \le 0,\quad i=1,\dots,m \ &&& h_j(\mathbf{x}) = 0,\quad j=1,\dots,p \end{aligned} $$

( f(\mathbf{x}) ): objective (loss) function
( g_i, h_j ): constraint functions
Getting close to the optimal solution is called convergence. Once sufficiently close, the model is said to have converged.

4. Loss Functions for Regression and Classification

Regression Problems:
Find parameters ( \theta ) that minimize the difference between target ( t ) and prediction ( y = f_\theta(x) ).
Representative loss = Mean Squared Error (MSE).

$$ \begin{aligned} &\underset{\theta}{\text{minimize}} && \frac{1}{N} \sum_{i=1}^{N} (f(\mathbf{x}_i; \theta) - t_i)^2 \ &\text{subject to} \ &&& \text{No constraints} \end{aligned} $$
Classification Problems:
Find parameters ( \theta ) that minimize the difference between the observed distribution ( t ) and predicted distribution ( y ).
Representative loss = Cross-Entropy (CE).

$$ \begin{aligned} &\underset{\theta}{\text{minimize}} && - \frac{1}{N} \sum_{i=1}^{N} \sum_{k=1}^{K} t_{ik} \log \hat{y}_{ik} \ &\text{subject to} \ &&& \text{No constraints} \end{aligned} $$

Once the loss function is defined, parameters are updated iteratively in the direction that minimizes the loss.

5. Core Idea of Gradient Descent

The ideal case is reaching the global minimum, but real loss surfaces are complex → in practice, we settle for a good local minimum.
Gradient descent updates parameters using the gradient of the loss function ( L(\theta) ):

$$ \theta^{(t+1)} = \theta^{(t)} - \alpha \nabla_\theta L(\theta^{(t)}) $$
( \alpha ): learning rate (step size)
( -\nabla_\theta L ): steepest descent direction
Since neural networks are composite functions, gradients for each parameter are computed via the chain rule (backpropagation).

6. Families of Optimization Algorithms

First-order methods: Gradient Descent, SGD, Momentum, AdaGrad, RMSProp, Adam, etc.
Stable even when the loss surface is non-convex.
Quasi-second-order methods: Quasi-Newton, Conjugate Gradient, Levenberg–Marquardt.
Approximate curvature information for faster convergence but require more memory.
Second-order methods: Newton’s method, interior-point methods.
Directly use curvature, fast but computationally heavy and suited to convex problems — impractical for large neural networks.

7. Routine of Gradient Descent

Perform forward propagation to compute predictions.
Evaluate the loss function.
Compute partial derivatives (gradients) of the loss w.r.t. each parameter (backpropagation).
Update weights and biases using the update rule.
Stop training once the loss change is below a certain threshold (convergence).

When parameters are fixed after convergence, the model encodes the mapping function that determines outputs for any given input.

8. Summary at a Glance

Neural network learning = discovering functional rules from data.
Regression usually uses MSE; classification uses Cross-Entropy.
Optimization = reformulating learning as a loss minimization problem and solving it numerically.
Gradient descent is the fundamental yet powerful first-order optimization method.
Backpropagation is essential for applying gradient descent to neural networks.

Download PDF

Gradient Descent | Portfolio