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Added chapter about Nesterov momentum optimization #120

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Added chapter about Nesterov momentum optimization #120

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3 changes: 0 additions & 3 deletions .vscode/settings.json
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10 changes: 9 additions & 1 deletion docs/optimizers.rst
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Expand Up @@ -139,7 +139,15 @@ of the gradient on previous steps. This results in minimizing oscillations and f
Nesterov Momentum
-----------------

Be the first to `contribute! <https://github.com/bfortuner/ml-cheatsheet>`__
Nesterov momentum optimization is a minor but effective variation of the regular momentum optimization proposed by Yuri Nesterov.
The key concept is that the gradient of the cost function is measured ahead of the local position in the direction
of the momentum (at point :math:`W + \beta v_{dW}`). This Works since the momentum vector will be pointing in the correct direction and
is generally faster than regular momentum optimization.

.. math::

v_{dW} = \beta v_{dW} + (1 - \beta) \frac{\partial \mathcal{J} }{ \partial (W + \beta v_{dW}) } \\
W = W - \alpha v_{dW}


Newton's Method
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