We define an epoch as having gone through the entirety of all available training samples, and the mini-batch size as the number of samples over which we average to find the updates to weights/biases needed to descend the gradient.

My question is whether we should draw without replacement from the set of training examples in order to generate each mini-batch within an epoch. I feel like we should avoid replacement to ensure we actually "draw all the samples" to meet the end-of-epoch requirement, but am having trouble finding a definitive answer one way or another.

I've tried googling and reading Ch. 1 of Nielsen's Neural Networks and Deep Learning but have not found a clear answer. In that text Nielsen does not specify that the random sampling be done without replacement, but seems to imply that it is.

A clearer formalization of training in epochs can be found here if desired - https://stats.stackexchange.com/a/141265/131630

Edit: this question seemed similar to me but it was unclear how to apply the fact that linearity of expectation is indifferent to independence to this situation - Should sampling happen with or without replacement

  • $\begingroup$ Unless there is a data specific reason, the mini-batch for neural net training is always drawn without replacement. The idea is you want to be somewhere in between the batch mode, which calculates the gradient with the entire dataset and SGD, which uses just one random. $\endgroup$
    – horaceT
    Sep 20, 2016 at 20:47
  • $\begingroup$ SGD is not restricted to using one random sample. That process is called online training. "An extreme version of gradient descent is to use a mini-batch size of just 1... This procedure is known as online, on-line, or incremental learning." And also, "An idea called stochastic gradient descent can be used to speed up learning. The idea is to estimate the gradient ∇C by computing [it] for a small sample of randomly chosen training inputs. By averaging over this small sample...we can quickly get a good estimate of the true gradient". Both quotes from Nielsen Ch. 1. $\endgroup$ Sep 20, 2016 at 22:22

3 Answers 3


A good theoretical analysis of with and without replacement schemas in the context of iterative algorithms based on random draws (which are how many discriminative Deep Neural Networks (DNNs) are trained against) can be found here

In short, it turns out that sampling without replacement, leads to faster convergence than sampling with replacement.

I will give a short analysis here based on the toy example that they provide: Let's say that we want to optimize the following objective function:

$$ x_{\text{opt}} = \underset{x}{\arg\min} \frac{1}{2} \sum_{i=1}^{N}(x - y_i)^2 $$

where the target $y_i \sim \mathcal{N}(\mu, \sigma^2)$. In this example, we are trying to solve for the optimal $x$, given $N$ labels of $y_i$ obviously.

Ok, so if we were to solve for the optimal $x$ in the above directly, then we would take the derivative of the loss function here, set it to 0, and solve for $x$. So for our example above, the loss is

$$L = \frac{1}{2} \sum_{i=1}^{N}(x - y_i)^2$$

and it's first derivative would be:

$$ \frac{\delta L}{\delta x} = \sum_{i=1}^{N}(x - y_i)$$

Setting $ \frac{\delta L}{\delta x}$ to 0 and solving for $x$, yields:

$$ x_{\text{opt}} = \frac{1}{N} \sum_{i=1}^{N} y_i $$

In other words, the optimal solution is nothing but the sample mean of all the $N$ samples of $y$.

Now, if we couldn't perform the above computation all at once, we would have to do it recursively, via the gradient descent update equation below:

$$ x_i = x_{i-1} - \lambda_i \nabla(f(x_{i-1})) $$

and simply inserting our terms here yields:

$$ x_{i} = x_{i-1} - \lambda_i (x_{i-1} - y_{i}) $$

If we run the above for all $i \in {1, 2, ... N}$, then we are effectively performing this update without replacement. The question then becomes, can we get also get the optimal value of $x$ in this way? (Remember that the optimal value of $x$ is nothing but the sample mean of $y$). The answer is yes, if you let $\lambda_i = 1/i$. To see, this we expand:

$$ x_{i} = x_{i-1} - \lambda_i (x_{i-1} - y_{i}) \\\ x_{i} = x_{i-1} - \frac{1}{i} (x_{i-1} - y_{i}) \\\ x_{i} = \frac{i x_{i-1} - (x_{i-1} - y_{i})}{i} \\\ x_{i} = \frac{(i - 1)x_{i-1} + y_{i}}{i} \\\ i x_{i} = (i - 1)x_{i-1} + y_{i} \\\ $$

The last equation however is nothing but the formula for the running average! Thus as we loop through the set from $i=1$, $i=2$, etc, all the way to $i=N$, we would have performed our updates without replacement, and our update formula gives us the optimal solution of $x$, which is the sample mean!

$$ N x_{N} = (N - 1)x_{N-1} + y_{N} ==> x_N = \frac{1}{N}\sum_{i=1}^{N} y_i = \mu $$

In contrast however, if we actually drew with replacement, then while our draws would then be truly independent, the optimized value $x_N$ would be different from the (optimal) mean $\mu$, and the square error would be given by:

$$ \mathop{E}\{(x_N - \mu)^2\} $$

which is going to be a positive value, and this simple toy example can be extended to higher dimensions. This has the consequence that we would want to perform sampling without replacement as a more optimal solution.

Hope this clarifies it some more!

  • $\begingroup$ This example uses quite a lot of assumptions, i.e. the use of squared error and convexity of the loss landscape. Does the result hold when those assumptions are not satisfied? $\endgroup$
    – bayerj
    Sep 21, 2016 at 21:19
  • $\begingroup$ @bayerj This particular toy example, yes. However the paper goes on to extend it for some other further theoretical cases. I believe other sources [Boutou I think] show empirical support for without-replacement sampling being superior. $\endgroup$ Sep 21, 2016 at 21:44
  • 1
    $\begingroup$ @bobo I will try to clarify the post up tonight. $\endgroup$ Sep 23, 2016 at 21:33
  • 1
    $\begingroup$ @bobo I updated my answer a bunch. Please take a look and let me know if that helps. $\endgroup$ Sep 27, 2016 at 4:17
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    $\begingroup$ This is only true under the assumption that your data represents an unbiased sample from the ground truth data. One could make the opposing argument that, if this is not the case, sampling with replacement (as done in bootstrapping) may result in a better approximation of the model to the ground truth data. I haven't come across research in that direction (but also haven't looked thoroughly). It may be worth pointing out that the derivations here only hold if the data is an unbiased (and large enough) sample of the ground truth data. For deep learning I'd argue that this is rarely the case $\endgroup$ Aug 13, 2019 at 7:49

According to the code in Nielsen's repository, mini-batches are drawn without replacement:

    def SGD(self, training_data, epochs, mini_batch_size, eta, test_data=None):
    n = len(training_data)
    for j in range(epochs):
            mini_batches = [
                for k in range(0, n, mini_batch_size)
            for mini_batch in mini_batches:
                self.update_mini_batch(mini_batch, eta)

We can see that there is no replacement of training samples within an epoch. Interestingly, we can also see that Nielsen chooses not to worry about adjusting eta (the learning rate) for the last mini_batch size, which may not have as many training samples as the previous mini-batches. Presumably this is an advanced modification he leaves for later chapters.**

** EDIT: Actually, this scaling occurs in the def update_mini_batch function. For example, with the weights:

self.weights = [w-(eta/len(mini_batch))*nw for w, nw in zip(self.weights, nabla_w)]     

This is necessary because the last mini_batch may be smaller than the previous mini_batches if the number of training samples per mini_batch does not divide evenly into the total number of training samples available.

mylist = ['1', '2', '3', '4', '5', '6', '7', '8', '9', '10']
n = len(mylist)
mini_batch_size = 2
mini_batches = [
    for k in range(0, n, mini_batch_size)
for mini_batch in mini_batches:


['1', '2']
['3', '4']
['5', '6']
['7', '8']
['9', '10']

Changing mini_batch_size to 3, which does not divide evenly into our 10 training samples. For output we get:

['1', '2', '3']
['4', '5', '6']
['7', '8', '9']

When evaluating a range over list indices (something of the form [x:y] where x and y are some indices into the list), if our right-hand value exceeds the list length, python simply returns the items from the list up until the value goes out of index range.

So the last mini-batch might be smaller than previous mini-batches, but if it is weighted by the same eta then those training samples will contribute more to the learning than samples in the other, larger mini-batches. Since this is just the last mini-batch it's probably not worth worrying about too much, but can easily be solved by scaling eta to the length of the mini-batch.


I loved your question because I found exactly the same issue. No one explicitly indicates if this is with or without replacement. Based on my own logic, it has to be with replacement since one epoch should contain all the training samples (by definition) and the following expression remains when training a NN (for example in Keras):

$$ i = \lceil s / b \rceil$$


$i$ : Number of iterations per epoch

$s$ : Number of samples in the dataset

$b$ : (mini) Batch size

Otherwise, the definition of an epoch should be changed to a more generic one.


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