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I think there is room to exchange ideas between the nonlinear programming and ML communities for sure. Specifically for momentum, if I understand it right it's
by thearn4 9y ago
I think there is room to exchange ideas between the nonlinear programming and ML communities for sure.
Specifically for momentum, if I understand it right it's a particular way of perturbing step size and gradient steps to prevent oscillation. There are some other good examples of this used by many gradient-descent optimizers. For example:
https://www.cs.cmu.edu/~ggordon/10725-F12/scribes/10725_Lecture5.pdf https://www.cs.cmu.edu/~ggordon/10725-F12/scribes/10725_Lect...
There's part of me that wonders if one interesting way forward for deep learning is a minibatch form of BFGS or SNOPT.