momentum: Momentum SGD optimization

View source: R/optimizer.R

momentumR Documentation

Momentum SGD optimization

Description

Momentum SGD optimization

Usage

momentum(stepsize = 0.05, beta1 = 0.9, beta2 = 1 - beta1)

Arguments

stepsize

stepsize for SGD

beta1

beta1 for momentum

beta2

beta2 for momentum

Details

The update rule for momentum is:

v_t = \beta_1 v_{t-1} + \beta_2 g_t

x_{t+1} = x_t - \text{stepsize} * v_t

Value

a list of control variables for optimization (used in control_opt function)


ngme2 documentation built on May 20, 2026, 9:10 a.m.