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On the Curved Geometry of Accelerated Optimization

By Aaron Defazio
In this work we propose a differential geometric motivation for Nesterov's accelerated gradient method (AGM) for strongly-convex problems. By considering the optimization procedure as occurring on a Riemannian manifold with a natural structure, The AGM method can be seen as the proximal point method applied in this curved space. This... Show more
November 20, 2019
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On the Curved Geometry of Accelerated Optimization
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