2016/07/07 by Aleksandar Botev, Botev, Aleksandar, Guy Lever +3 · 3 citations
Computer Science · Engineering · Mathematics · #Advanced Optimization Algorithms Research #FOS: Computer and information sciences #Machine Learning (cs.LG) #Machine Learning (stat.ML) #Sparse and Compressive Sensing Techniques #Stochastic Gradient Optimization Techniques
paper · pdf · doi:10.48550/arxiv.1607.01981
openalex publication_date 2016/07/07 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28
We present a unifying framework for adapting the update direction in\ngradient-based iterative optimization methods. As natural special cases we\nre-derive classical momentum and Nesterov's accelerated gradient method,\nlending a new intuitive interpretation to the latter algorithm. We show that a\nnew algorithm, which we term Regularised Gradient Descent, can converge more\nquickly than either Nesterov's algorithm or the classical momentum algorithm.\n