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research report

A Continuized View on Nesterov Acceleration

Berthier, Raphaël
•
Bach, Francis
•
Flammarion, Nicolas  
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2021

We introduce the "continuized" Nesterov acceleration, a close variant of Nesterov acceleration whose variables are indexed by a continuous time parameter. The two variables continuously mix following a linear ordinary differential equation and take gradient steps at random times. This continuized variant benefits from the best of the continuous and the discrete frameworks: as a continuous process, one can use differential calculus to analyze convergence and obtain analytical expressions for the parameters; but a discretization of the continuized process can be computed exactly with convergence rates similar to those of Nesterov original acceleration. We show that the discretization has the same structure as Nesterov acceleration, but with random parameters.

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Type
research report
Author(s)
Berthier, Raphaël
Bach, Francis
Flammarion, Nicolas  
Gaillard, Pierre
Taylor, Adrien
Date Issued

2021

Total of pages

18

URL

arXiv

https://arxiv.org/abs/2102.06035v1
Editorial or Peer reviewed

REVIEWED

Written at

EPFL

EPFL units
TML  
Available on Infoscience
March 4, 2021
Use this identifier to reference this record
https://infoscience.epfl.ch/handle/20.500.14299/175647
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