A brief introduction to implicit filtering

By C. T. Kelley. 2002

12 citations recorded by the source corpus.

Subfields: Optimization & Training

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Optimization & Training

1. Simon Lacoste-Julien
2. Issam Hadj Laradji
3. Sharan Vaswani
4. Nicolas Loizou
5. Peter Richtárik
6. Mark W. Schmidt
7. S. Meng
8. Francis R. Bach

Citations in the corpus

• Fast and Furious Convergence: Stochastic Second Order Methods under Interpolation (2019, methodology): “Kelley (2002)’s implicit filtering method can achieve superlinear convergence using a deterministic and finite-difference-based BFGS for minimizing objectives whose noise decreases as we approach the global minimum, similar to the interpolation setting.”