AI engineering glossary · Calculus optimisation
What is subgradient method?
Subgradient method: A gradient-descent-like algorithm for convex functions with kinks, using any subgradient in place of the gradient and diminishing step sizes. It converges slowly but is simple and handles non-smooth objectives such as hinge loss.
Subgradient method: an example
Minimising |x - 2| from x = 0 with steps 1/k: each step moves toward 2 by the diminishing size.
Related terms
More Calculus optimisation terms
- Sum rule
- Symbolic differentiation
- Tangent line
- Taylor series
- Total derivative
- Trust region method
- Unconstrained optimisation
- Variance reduction
Where you learn it
Subgradient method is part of the AI Engineering Program, which teaches it with notes, a hands-on lab and an exam. The first lesson is free.