An efficient stochastic Newton algorithm for parameter estimation in logistic regressions

16 April 2019

Papers citing "An efficient stochastic Newton algorithm for parameter estimation in logistic regressions"

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
Statistical Inference of Constrained Stochastic Optimization via Sketched Sequential Quadratic Programming Sen Na Michael W. Mahoney 60 9 0 27 May 2022
Optimal non-asymptotic bound of the Ruppert-Polyak averaging without strong convexity S. Gadat Fabien Panloup 38 38 0 11 Sep 2017
Online estimation of the asymptotic variance for averaged stochastic gradient algorithms Antoine Godichon-Baggioni 48 15 0 03 Feb 2017
Lp and almost sure rates of convergence of averaged stochastic gradient algorithms: locally strongly convex objective Antoine Godichon-Baggioni 58 17 0 18 Sep 2016
A Variance Reduced Stochastic Newton Method Aurelien Lucchi Brian McWilliams Thomas Hofmann ODL 74 50 0 28 Mar 2015
Survey schemes for stochastic gradient descent with applications to M-estimation Stéphan Clémenccon Patrice Bertail E. Chautru Guillaume Papa 35 3 0 09 Jan 2015
RES: Regularized Stochastic BFGS Algorithm Aryan Mokhtari Alejandro Ribeiro ODL 79 159 0 29 Jan 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
Adaptivity of averaged stochastic gradient descent to local strong convexity for logistic regression Francis R. Bach 96 165 0 25 Mar 2013