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Poster
in
Workshop: Blog Track Poster Session

A Hitchhiker's Guide to Momentum

Fabian Pedregosa

MH1-2-3-4 #149

Abstract:

Polyak momentum is one of the most iconic methods in optimization. Despite it's simplicit, it features rich dynamics that depend both on the step-size and momentum parameter. In this blog post we identify the different regions of the parameter space and discuss their convergence properties using the theory of Chebyshev polynomials.

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