You're tuning a machine with a dozen knobs to make some cost — error, waste, money — as small as possible. The natural strategy is to feel which way is downhill and step that way, again and again. That's gradient descent, and on a smooth, bowl-shaped landscape it glides straight to the bottom.
But most real cost landscapes aren't bowls. They're bumpy: ridges, dips and valleys all over. Roll downhill and you settle into a valley — but is it the deepest one? Often not. You've found a local minimum, while the global minimum sits in some other valley you never reached, on the far side of a hill you'd have to climb to escape.
Finding the global minimum of such a non-convex function is, in general, NP-hard. Yet it's the daily reality of training neural networks, designing engineering systems and optimizing portfolios — which is why so much cleverness goes into not getting stuck.
Comments
Loading comments...