Convergence
When to stop and how to read loss curves.
Convergence means the parameters (and the loss) have stopped changing meaningfully. Common stopping rules: a fixed number of epochs, the gradient norm falling below a threshold, the improvement in loss falling below a tolerance, or early stopping when validation loss has not improved for a set number of epochs (the *patience*).
Always plot both training and validation loss against epochs. Both falling: keep training. Training falling, validation rising: overfitting — stop and keep the best checkpoint. Both flat and high: underfitting or a learning-rate problem.
For convex problems, theory gives convergence rates — gradient descent reduces the error like , or exponentially fast for strongly convex functions. For neural networks there is no such guarantee, so empirical monitoring is essential.
Formula to remember
Empirical risk
Average loss on the training sample.