Accelerating SVRG via second-order information

By Ritesh Kolte, Murat A. Erdogdu. 2015

Subfields: Optimization & Training

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In Optimization & Training

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

Citations in the corpus

• Fast and Furious Convergence: Stochastic Second Order Methods under Interpolation (2019, methodology): “Our result is in contrast to previous work that shows the global linear convergence of stochastic BFGS algorithms by either using variance-reduction (Kolte et al., 2015; Lucchi et al., 2015; Moritz et al., 2016) or progressive batching strategies (Bollapragada et al., 2018b).”
• Newton-Stein Method: An Optimization Method for GLMs via Stein's Lemma (2015, background): “Set t = 0 and sub-sample a set of indices S ⊂ [ n ] uniformly at random.”