Nesterov's Accelerated Gradient and Momentum as approximations to Regularised Update Descent

Aleksandar Botev; Guy Lever; David Barber

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arXiv · 1607.01981

Nesterov's Accelerated Gradient and Momentum as approximations to Regularised Update Descent

Aleksandar Botev·Guy Lever·David Barber

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Abstract

We present a unifying framework for adapting the update direction in gradient-based iterative optimization methods. As natural special cases we re-derive classical momentum and Nesterov's accelerated gradient method, lending a new intuitive interpretation to the latter algorithm. We show that a new algorithm, which we term Regularised Gradient Descent, can converge more quickly than either Nesterov's algorithm or the classical momentum algorithm.

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Aleksandar Botev, Guy Lever, David Barber. 2016-07-07. Nesterov's Accelerated Gradient and Momentum as approximations to Regularised Update Descent. https://arxiv.org/abs/1607.01981

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