Newton Sketch: A Linear-time Optimization Algorithm with Linear-Quadratic Convergence

9 May 2015

Papers citing "Newton Sketch: A Linear-time Optimization Algorithm with Linear-Quadratic Convergence"

10 / 10 papers shown

Title
Online estimation of the inverse of the Hessian for stochastic optimization with application to universal stochastic Newton algorithms Antoine Godichon-Baggioni Wei Lu Bruno Portier 110 1 0 15 Jan 2024
Surrogate-based Autotuning for Randomized Sketching Algorithms in Regression Problems Younghyun Cho James Demmel Michal Derezinski Haoyun Li Hengrui Luo Michael W. Mahoney Riley Murray 39 7 0 30 Aug 2023
Stochastic Variance-Reduced Newton: Accelerating Finite-Sum Minimization with Large Batches Michal Derezinski 93 6 0 06 Jun 2022
Statistical Inference of Constrained Stochastic Optimization via Sketched Sequential Quadratic Programming Sen Na Michael W. Mahoney 60 9 0 27 May 2022
Convergence Analysis of Block Coordinate Algorithms with Determinantal Sampling Mojmír Mutný Michal Derezinski Andreas Krause 100 21 0 25 Oct 2019
Iterative Hessian sketch: Fast and accurate solution approximation for constrained least-squares Mert Pilanci Martin J. Wainwright 77 206 0 03 Nov 2014
Randomized Sketches of Convex Programs with Sharp Guarantees Mert Pilanci Martin J. Wainwright 358 177 0 29 Apr 2014
A Stochastic Quasi-Newton Method for Large-Scale Optimization R. Byrd Samantha Hansen J. Nocedal Y. Singer ODL 114 473 0 27 Jan 2014
Fast approximation of matrix coherence and statistical leverage P. Drineas M. Magdon-Ismail Michael W. Mahoney David P. Woodruff 156 533 0 18 Sep 2011
A Unified Framework for High-Dimensional Analysis of M-Estimators with Decomposable Regularizers S. Negahban Pradeep Ravikumar Martin J. Wainwright Bin Yu 474 1,379 0 13 Oct 2010