Computation of gradients

This in turn means that the gradient can be computed as a sum over \( i \)-gradients

$$ \nabla_\beta C(\mathbf{\beta}) = \sum_i^n \nabla_\beta c_i(\mathbf{x}_i, \mathbf{\beta}). $$

Stochasticity/randomness is introduced by only taking the gradient on a subset of the data called minibatches. If there are \( n \) data points and the size of each minibatch is \( M \), there will be \( n/M \) minibatches. We denote these minibatches by \( B_k \) where \( k=1,\cdots,n/M \).