Chapter 04

Limit and Epsilon-Delta (ε-δ)

A limit describes what happens when we get "arbitrarily close" to some value. Epsilon-delta is the precise way to define that idea and is the basis for derivatives and deep learning.

Math diagram by chapter

Select a chapter to see its diagram below. View the flow of basic math at a glance.

See the limit and ε-δ in the graph below.

12312345xyy = x²(a, L) = (2, 4)(x, f(x))

Summary: Pick error ε (green); then there is distance δ (blue) so that whenever x is in the blue band, f(x) is in the green band. That is the idea of ε-δ.

How to read

  • Orange point = (x, f(x)) on the curve approaching (2, 4)
  • Green band = L±ε (allowed error for f(x))
  • Blue band = a±δ (if x is here, f(x) is in the green band)

What is a limit?

A limit means: "as xx gets closer and closer to some number aa, the value f(x)f(x) gets closer and closer to some number LL." We write limxaf(x)=L\lim_{x \to a} f(x) = L. We don't need xx to actually reach aa; we only care that near aa, f(x)f(x) stays close to LL.
In plain language: If you make xx close enough to aa, you can make f(x)f(x) as close to LL as you want. Example: as xx approaches 00, sinxx\frac{\sin x}{x} approaches 11 (limx0sinxx=1\lim_{x \to 0} \frac{\sin x}{x} = 1).
The epsilon (ε\varepsilon)–delta (δ\delta) definition turns this "gets closer" into exact words: "No matter how small an error (ε\varepsilon) you choose, you can find a distance (δ\delta) so that if xx is within δ\delta of aa, then f(x)f(x) is within ε\varepsilon of LL." It can look heavy at first, but it just means: if we get close enough, the result becomes as accurate as we want.
Derivatives measure the instantaneous rate of change at a point—how much the value changes when we move a tiny bit. That "tiny bit" is exactly a limit. So limits are the basis for understanding derivatives and slopes.
In deep learning, gradient descent updates parameters by a small step; "how much does the loss change when we change the parameter a little?" is the derivative (gradient), and limits sit behind that. A loose grasp of limits makes it easier to see why we use derivatives.
In AI, limits appear inside the math. A small learning rate makes each step behave like a limit of smaller steps, and the gradient used in backprop is the limit of "change in output over change in input" as the change goes to zero. You don't need to memorize epsilon-delta; feeling that we're dealing with very small changes is enough to follow the next chapters.
When looking at a limit, focus on where xx is going (e.g. x0x \to 0, xx \to \infty) and what value f(x)f(x) gets close to. Drawing the graph helps: you'll see f(x)f(x) bunch up near LL around aa.
Epsilon-delta proofs work by choosing ε\varepsilon first, then finding a δ\delta that works. In practice, understanding that "close enough gives as small an error as we want" is enough to move on to derivatives and continuity.
Example problems and solutions are in the table below.
ProblemSolution
Ex 1. limx2(x2+1)\lim_{x \to 2} (x^2 + 1)Solution: Substitute x=2x = 2: 22+1=52^2 + 1 = 5. Answer 5.
Ex 2. limx1x\lim_{x \to \infty} \frac{1}{x}Solution: As xx grows, 1x0\frac{1}{x} \to 0. Answer 0.
Ex 3. limx3(2x1)\lim_{x \to 3} (2x - 1)Solution: Substitute x=3x = 3: 2×31=52 \times 3 - 1 = 5. Answer 5.