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  • $\begingroup$ Method is converging, it is not diverging. Learning rate is not the issue. Different learning rates converging to same local minima (with different random initializations) is the problem. $\endgroup$ Commented Jul 13, 2016 at 9:53
  • $\begingroup$ As the cost function is non-convex, I thought it is expected for the method to converge to different local minimas. But it is converging to same local minima. So I am concerned if there is some problem with my code or something. $\endgroup$ Commented Jul 13, 2016 at 9:54
  • $\begingroup$ So if the initial points are same and if you are in the same local valley, it might happen. Can you increase the learning rate by a good amount and check just to check if you will end up at the same point or not? Increasing the learning rate should push the point outside the local valley. $\endgroup$ Commented Jul 13, 2016 at 10:02
  • $\begingroup$ Initial points are not the same. I have randomized the initialization. $\endgroup$ Commented Jul 13, 2016 at 14:54