Theory of Intelligence
MATH FOR AI•Optimization•Momentum And Stochastic Gradient Descent•2.1 Momentum

Introduction

Heavy-ball momentum and Nesterov momentum for faster, smoother gradient descent.

Introduction

Plain gradient descent zig-zags across narrow valleys and crawls along their floor. Momentum fixes this by letting the optimizer remember its recent direction, like a heavy ball rolling downhill: oscillations across the valley cancel out, while consistent motion along it builds up speed. Almost all deep-learning optimizers use some form of momentum.

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