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A Dynamical Systems Perspective on Nesterov Acceleration by Muehlebach, Michael; Jordan, Michael I. is a scholarly article available to read on EtoBox.

What is A Dynamical Systems Perspective on Nesterov Acceleration about?

We present a dynamical system framework for understanding Nesterov's accelerated gradient method. In contrast to earlier work, our derivation does not rely on a vanishing step size argument. We show that Nesterov acceleration arises from discretizing an ordinary differential equation with a semi-implicit Euler integration scheme. We analyze both the underlying differential equation as well as the discretization to obtain insights into the phenomenon of acceleration. The analysis suggests that a curvature-dependent damping term lies at the heart of the phenomenon. We further establish connections between the discretized and the continuous-time dynamics.

Author

Muehlebach, Michael; Jordan, Michael I.

Published

2019

Language

EN