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nicolamontecchio/gist:ee2abd3a652824ef9dc0

Created February 11, 2015 19:56
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nesterov
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gistfile1.py
def nesterov_optimizer(g, w0, alpha, mu):
dim = w0.shape[0]
w = w0
v = np.zeros(dim)
while True:
yield w
v = mu * v - alpha * g(w + mu * v)
w = w + v
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