Momentum can temporarily oppose the current gradient

ID: momentum-can-temporarily-oppose-the-current-gradient

A momentum buffer can retain enough earlier history that it points against the current gradient. For the undampened rule
the parameter step is for positive learning rate . If , then the directional derivative in direction is . The actual update direction is therefore locally uphill for a differentiable objective function, even though gradient descent would use the opposite direction. This history-dependent recurrence is the non-Nesterov momentum convention documented for stochastic gradient descent with dampening and weight decay disabled.[ref]
For an original scalar example, let , current , stored buffer , coefficient and . The new gradient is 1, but
The objective increases from to . This is a fully specified finite step, not only a first-order prediction.
More generally,
An old buffer sufficiently opposed to the new gradient makes this negative. At , that mechanism disappears. The example explains why a momentum method need not decrease the objective at every step; it does not imply that retaining gradient history always harms convergence. A descent direction test concerns the direction at the current point, while a convergence claim concerns an entire sequence.

New to topics? Read the docs here!