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ML Academy

Introduced on day 33

Momentum

An optimizer modification that keeps a running velocity of past gradients and steps along it, speeding up consistent directions and damping oscillation.

In detail

With v←βv+gv \leftarrow \beta v + g and θ←θ−ηv\theta \leftarrow \theta - \eta v, the first step equals plain SGD and later steps carry the past. Common values of β\beta are around 0.9. The gradient itself is unchanged; only the update rule differs.