Accelerated Linear Convergence of Stochastic Momentum Methods in Wasserstein Distances

Bugra Can, Mert Gürbüzbalaban, Lingjiong Zhu

Abstract: Momentum methods such as Polyak’s heavy ball (HB) method, Nesterov’s accelerated gradient (AG) as well as accelerated projected gradient (APG) method have been commonly used in machine learning pra...