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New PR for Nesterov change#47

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pluskid merged 2 commits intopluskid:masterfromthe-moliver:dev
Jan 22, 2015
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the-moliver
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I'll remove the old PR in favor of this one

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Coverage Status

Coverage remained the same at 53.34% when pulling2b56aea on the-moliver:dev into743e4e0 on pluskid:master.

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description for future reference: This PR modified the implementation of Nesterov solver so that the formulas are more consistent with the cited paper (although the old implementation is in an equivalent form).

pluskid added a commit that referenced this pull requestJan 22, 2015
@pluskidpluskid merged commit2ac3c22 intopluskid:masterJan 22, 2015
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Out of curiosity, could you show me how the previous implementation was equivalent? I couldn't make it work out when I tried. The code didn't use the last_momentum variable which seemed to be necessary.

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@the-moliver Here is my derivation. Sorry I did not use the standard notation in the paper (h means history). Correct me if I'm wrong:

2015-01-23 120723

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Yup, your derivation looks correct. I'm surprised they didn't use that form in the paper. The only difference with standard momentum then is that the parameters are updated with the history and gamma at time t, rather than t-1, which is kinda cool.

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