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 Statistical Learning



Understanding the Role of Momentum in Stochastic Gradient Methods

Neural Information Processing Systems

Different variants ofmomentum, including heavyball momentum, Nesterov's accelerated gradient (NAG), and quasi-hyperbolic momentum (QHM), havedemonstrated success onvarious tasks. Our results are most closely related to the work of Mandt et al.[19]who use stationaryanalysis of SGD with momentum to perform approximateBayesianinference.






Analytic solution and stationary phase approximation for the Bayesian lasso and elastic net

Neural Information Processing Systems

The lasso and elastic net linear regression models impose a double-exponential prior distribution on the model parameters to achieve regression shrinkage and variable selection, allowing the inference of robust models from large data sets.