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Accelerating Stochastic Gradient Descent

Accelerating Stochastic Gradient Descent

There is widespread sentiment that it is not possible to effectively utilize fast gradient methods (e.g. Nesterov’s acceleration, conjugate gradient, heavy ball) for the purposes of stochastic optimization due to their instability and error accumulation, a notion made precise in dAspremont 2008 and Devolder, Glineur, and Nesterov 2014. This ...

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[PDF] Adam: A Method for Stochastic Optimization | Semantic Scholar

[PDF] Adam: A Method for Stochastic Optimization | Semantic Scholar

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Stochastic Gradient Descent

Stochastic Gradient Descent

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