Kalman-based Stochastic Gradient Method with Stop Condition and Insensitivity to Conditioning

3 December 2015

Papers citing "Kalman-based Stochastic Gradient Method with Stop Condition and Insensitivity to Conditioning"

14 / 14 papers shown

Title
KOALA: A Kalman Optimization Algorithm with Loss Adaptivity A. Davtyan Sepehr Sameni L. Cerkezi Givi Meishvili Adam Bielski Paolo Favaro ODL 53 2 0 07 Jul 2021
Self-Tuning Stochastic Optimization with Curvature-Aware Gradient Filtering Ricky T. Q. Chen Dami Choi Lukas Balles David Duvenaud Philipp Hennig ODL 44 6 0 09 Nov 2020
Stochastic Approximation for High-frequency Observations in Data Assimilation Shushu Zhang V. Patel 20 1 0 05 Nov 2020
Informative Neural Ensemble Kalman Learning Margaret Trautner G. Margolis S. Ravela BDL 23 10 0 22 Aug 2020
Stopping Criteria for, and Strong Convergence of, Stochastic Gradient Descent on Bottou-Curtis-Nocedal Functions V. Patel 21 23 0 01 Apr 2020
Fast and Furious Convergence: Stochastic Second Order Methods under Interpolation S. Meng Sharan Vaswani I. Laradji Mark W. Schmidt Simon Lacoste-Julien 19 32 0 11 Oct 2019
The Extended Kalman Filter is a Natural Gradient Descent in Trajectory Space Yann Ollivier 15 20 0 03 Jan 2019
Kalman Gradient Descent: Adaptive Variance Reduction in Stochastic Optimization James Vuckovic ODL 11 15 0 29 Oct 2018
Particle Filtering Methods for Stochastic Optimization with Application to Large-Scale Empirical Risk Minimization Bin Liu 14 10 0 23 Jul 2018
The Incremental Proximal Method: A Probabilistic Perspective Ömer Deniz Akyildiz Victor Elvira Joaquín Míguez 9 7 0 12 Jul 2018
The Impact of Local Geometry and Batch Size on Stochastic Gradient Descent for Nonconvex Problems V. Patel MLT 15 8 0 14 Sep 2017
Online Natural Gradient as a Kalman Filter Yann Ollivier 17 67 0 01 Mar 2017
On SGD's Failure in Practice: Characterizing and Overcoming Stalling V. Patel 16 1 0 01 Feb 2017
A Proximal Stochastic Gradient Method with Progressive Variance Reduction Lin Xiao Tong Zhang ODL 93 737 0 19 Mar 2014