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What is: YellowFin?

SourceYellowFin and the Art of Momentum Tuning
Year2000
Data SourceCC BY-SA - https://paperswithcode.com

YellowFin is a learning rate and momentum tuner motivated by robustness properties and analysis of quadratic objectives. It stems from a known but obscure fact: the momentum operator's spectral radius is constant in a large subset of the hyperparameter space. For quadratic objectives, the optimizer tunes both the learning rate and the momentum to keep the hyperparameters within a region in which the convergence rate is a constant rate equal to the root momentum. This notion is extended empirically to non-convex objectives. On every iteration, YellowFin optimizes the hyperparameters to minimize a local quadratic optimization.