Convergence of Stochastic Classical Momentum Algorithm with Non-strongly Convex and Non-smooth

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  • School of Mathematics and Statistics, Chaohu University, Chaohu Anhui 238024

Received date: 2021-04-14

  Online published: 2021-08-11

Abstract

In this paper, we have conducted in-depth research on the convergence rate of the Stochastic Classical Momentum Algorithm (CM). By modifying the iterative formula of traditional stochastic gradient descent algorithm with momentum, we obtain the convergence rate of algorithm with non-strongly convex and non-smooth. When the momentum coefficient pt  is a constant, the algorithm achieves a convergence rate of O.When the momentum coefficient pt is not a constant, we obtain the convergence rate by setting different learning rates. Finally, the rationality is demonstrated through numerical experiments.

Cite this article

FEI Jing-tai, ZHA Xing-xing, WANG Dong-yin . Convergence of Stochastic Classical Momentum Algorithm with Non-strongly Convex and Non-smooth[J]. Journal of Chaohu University, 2021 , 23(3) : 51 -54+60 . DOI: 10.12152/j.issn.1672-2868.2021.03.007

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