Stochastic sub-sampled Newton method with variance reduction

DOI10.1142/S0219691319500413zbMath1433.62175OpenAlexW2945296329MaRDI QIDQ5204645

Yun-Tao Qian, Zhijian Luo

Publication date: 5 December 2019

Published in: International Journal of Wavelets, Multiresolution and Information Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s0219691319500413

zbMATH Keywords

linear convergencevariance reductionlarge-scale stochastic optimizationsub-sampled Newton method

Mathematics Subject Classification ID

Image analysis in multivariate analysis (62H35) Numerical mathematical programming methods (65K05) Convex programming (90C25) Large-scale problems in mathematical programming (90C06) Learning and adaptive systems in artificial intelligence (68T05)

Uses Software

• AdaGrad
• Finito
• Saga

Cites Work

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• A Proximal Stochastic Gradient Method with Progressive Variance Reduction
• Incremental Majorization-Minimization Optimization with Application to Large-Scale Machine Learning
• A Stochastic Approximation Method

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