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Gradients are an important concept in vector calculus. They’re used in many fields of science and engineering, including machine learning.
In this tutorial, we’ll discuss gradient norms and examples of their applications in machine learning.
2. The Gradient Norm
In this section, we’ll learn the definition of the gradient norm. Firstly, we’ll discuss the norm of a vector. Then, we’ll learn the gradient vector. These discussions will help us derive the meaning of the gradient norm.
2.1. The Norm of a Vector
The norm of a vector x = (x1, x2, …, xn) in an n-dimensional space is:

This definition corresponds to the magnitude or length of the vector in the n-dimensional space. It’s also known as the Euclidean norm.
2.2. The Gradient Vector
The gradient of a differentiable function f at the point x = (x1, x2, …, xn) in an n-dimensional space is:

Therefore, the gradient is a vector that points toward the fastest rate of increase of the function f at the point (x1, x2, …, xn), i.e., it’s a directional derivative.
2.3. The Gradient Norm
The gradient norm represents the magnitude of the gradient vector. Therefore, using the definitions in the previous subsections, we can write the gradient norm of a differentiable function f at a point x = (x1, x2, …, xn) as:

3. Applications in Machine Learning
The gradient norm is used in many different fields of machine learning. In this section, we’ll discuss three of them briefly.
3.1. Gradient Clipping by Norm
While training neural networks with backpropagation, for example, RNNs (Recursive Neural Networks), we update the neural network weights proportional to the loss function’s gradients. However, the gradients may sometimes become exponentially larger as they’re propagated backward, especially in the case of many hidden layers. This leads to large updates in the weights of the neural network.
The name of this problem is gradient explosion. It slows the training process, causing instability, which may further halt the training process entirely.
One solution to the exploding gradient problem is to use gradient clipping by norm. The idea is to limit the gradient norm to a predefined range. The gradient norm is clipped when it exceeds the threshold. We can summarize gradient clipping as follows:

Here, corresponds to the threshold. When the gradient norm of the loss function is less than the threshold, we use it as it is. However, if it’s greater than the threshold, we normalize the gradient vector by dividing it by its norm. Therefore, we prevent large updates in the neural network’s weights.
3.2. Normalized Gradient Descent
The gradient descent algorithm minimizes a loss function by iteratively moving toward the steepest descent, which is the opposite of the gradient vector. It’s widely used in linear and logistic regression and neural networks.
The algorithm starts with some initial weights for the model. We update the weights using the following iterative equation:

Here, corresponds to the weights of the model, whereas is the learning rate and is the gradient of the loss function with respect to .
The step size we take while moving toward the optimal point depends on the learning rate and the magnitude of the gradient vector. Therefore, the step sizes vary. However, if we want the algorithm to move in fixed step sizes, then we can use the normalized gradient descent algorithm:

Since we normalize the gradient vector using its magnitude, i.e., its norm, the step size becomes the same as the learning rate. Therefore, we obtain a fixed step size.
The step size affects the speed of convergence and stability of the algorithm. Therefore, depending on the specific application, employing normalized gradient descent may be more advantageous.
3.3. Gradient Norm Penalty
Regularization prevents overfitting by providing a bias-variance trade-off. Typically, it adds a term to the original cost function:

Here, is an additional term to the original cost function, . is a nonnegative regularization or tuning parameter. On the other hand, , is the regularization penalty. It’s a nonnegative function of the model’s parameters. is the regularized cost function.
Ridge and Lasso regressions are two examples of commonly used regressions.
We can also use the gradient norm as a regularization penalty:

Consequently, this regression constrains the gradient norm to enforce smoother optimization by penalizing large gradients. The gradient norm penalty is typically used in Wasserstein GANs (Generative Adversarial Networks) to enforce the Lipschitz continuity of the discriminator. Hence, it improves the training stability.
4. Conclusion
In this article, we discussed gradient norms and examples of their applications in machine learning.
Firstly, we learned the definition of the gradient norm. The gradient of a differentiable function at a specific point is the vector that points in the direction the function increases most rapidly. The gradient norm is the magnitude of the gradient vector at this particular point.
Then, we saw three examples of using gradient norms in machine learning. The second example was its usage in the normalized gradient descent algorithm. Finally, we saw its application in regularization. The post What Is the Gradient Norm? first appeared on Baeldung on Computer Science.
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