• Corpus ID: 235795303

Better SGD using Second-order Momentum

  title={Better SGD using Second-order Momentum},
  author={Hoang Tran and Ashok Cutkosky},
We develop a new algorithm for non-convex stochastic optimization that finds an -critical point in the optimal O( −3) stochastic gradient and Hessian-vector product computations. Our algorithm uses Hessian-vector products to “correct” a bias term in the momentum of SGD with momentum. This leads to better gradient estimates in a manner analogous to variance reduction methods. In contrast to prior work, we do not require excessively large batch sizes, and are able to provide an adaptive algorithm… 

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