# A modified limited memory Nesterov's accelerated quasi-Newton

arXiv: https://arxiv.org/abs/2112.01327 · HTML: https://mlsanity.com/paper/2112.01327/

## Key facts

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- First posted on arXiv 1 Dec 2021.

## Abstract (arXiv)

The Nesterov's accelerated quasi-Newton (L)NAQ method has shown to accelerate the conventional (L)BFGS quasi-Newton method using the Nesterov's accelerated gradient in several neural network (NN) applications. However, the calculation of two gradients per iteration increases the computational cost. The Momentum accelerated Quasi-Newton (MoQ) method showed that the Nesterov's accelerated gradient can be approximated as a linear combination of past gradients. This abstract extends the MoQ approximation to limited memory NAQ and evaluates the performance on a function approximation problem.