ADINE: An Adaptive Momentum Method for Stochastic Gradient Descent
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Two major momentum-based techniques that have achieved tremendous success in optimization are Polyak's heavy ball method and Nesterov's accelerated gradient. A crucial step in all momentum-based methods is the choice of the momentum parameter m which is always suggested to be set to less than 1. Although the choice of m < 1 is justified only under very strong theoretical assumptions, it works well in practice even when the assumptions do not necessarily hold. In this paper, we propose a new momentum based method ADINE, which relaxes the constraint of m < 1 and allows the learning algorithm to use adaptive higher momentum. We motivate our hypothesis on m by experimentally verifying that a higher momentum (> 1) can help escape saddles much faster. Using this motivation, we propose our method ADINE that helps weigh the previous updates more (by setting the momentum parameter > 1), evaluate our proposed algorithm on deep neural networks and show that ADINE helps the learning algorithm to converge much faster without compromising on the generalization error.
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