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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.