How does classical momentum modify SGD?
easyAnswer
- Maintain a velocity: ; then .
- Typical β = 0.9.
- Momentum accumulates gradients over recent steps, damping oscillations along high-curvature directions and accelerating along consistent ones.
- Roughly equivalent to averaging gradients over the last ~1/(1-β) steps — often improves convergence 2-10x on ill-conditioned problems.
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- Momentum divides the gradient by β
- v ← β·v + g, θ ← θ - η·v — smooths and accelerates convergence on ill-conditioned loss
- Momentum doubles learning rate
- Momentum only works on CPUs
Momentum accumulates gradient exponentially (β≈0.9) — smoother, faster convergence.
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