2004
DOI: 10.1016/s0893-6080(03)00170-9
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Steepest descent with momentum for quadratic functions is a version of the conjugate gradient method

Abstract: It is pointed out that the so called momentum method, much used in the neural network literature as an acceleration of the backpropagation method, is a stationary version of the conjugate gradient method. Connections with the continuous optimization method known as heavy ball with friction are also made. In both cases, adaptive (dynamic) choices of the so called learning rate and momentum parameters are obtained using a control Liapunov function analysis of the system. q

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Cited by 76 publications
(38 citation statements)
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“…This has been exploited in tracking applications in the past [26]. While this simple ODE maps to the stochastic gradient update, higher order ODEs can be shown to map to more sophisticated updates, such as gradient descent with momentum [28]. These SA algorithms with momentum have also been analyzed to some extent in [29].…”
Section: Multiplying Both Sides Of This Equation Bymentioning
confidence: 99%
“…This has been exploited in tracking applications in the past [26]. While this simple ODE maps to the stochastic gradient update, higher order ODEs can be shown to map to more sophisticated updates, such as gradient descent with momentum [28]. These SA algorithms with momentum have also been analyzed to some extent in [29].…”
Section: Multiplying Both Sides Of This Equation Bymentioning
confidence: 99%
“…This change is better for the behavior of the algorithm since it provides the chance of escaping surface local minimums. Of course the better choice of a and l constants speed up convergence of the algorithm [2,24,32].…”
Section: Standard Backpropagation (Bp) Training Algorithmmentioning
confidence: 99%
“…The idea of momentum acceleration comes from neural network algorithms and it is introduced by Rumelhart, Hinton and Williams [16]. Many researchers have developed the theory about momentum and extended its applications, see, e.g., [17][18][19][20][21][22][23]. Here we point out that N. Qian studies its mechanisms.…”
Section: Introductionmentioning
confidence: 99%