Understanding the Role of Momentum in Stochastic Gradient Methods

Igor Gitman, Hunter Lang, Pengchuan Zhang, Lin Xiao

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.

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