On the asymptotic rate of convergence of Stochastic Newton algorithms
and their Weighted Averaged versions

On the asymptotic rate of convergence of Stochastic Newton algorithms and their Weighted Averaged versions

19 November 2020

Claire Boyer

Antoine Godichon-Baggioni

Papers citing "On the asymptotic rate of convergence of Stochastic Newton algorithms and their Weighted Averaged versions"

9 / 9 papers shown

Title
A Full Adagrad algorithm with O(Nd) operations Antoine Godichon-Baggioni Wei Lu Bruno Portier ODL 62 0 0 03 May 2024
Non-asymptotic Analysis of Biased Adaptive Stochastic Approximation Sobihan Surendran Antoine Godichon-Baggioni Adeline Fermanian Sylvain Le Corff 52 1 0 05 Feb 2024
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 49 1 0 15 Jan 2024
On Adaptive Stochastic Optimization for Streaming Data: A Newton's Method with O(dN) Operations Antoine Godichon-Baggioni Nicklas Werge ODL 45 3 0 29 Nov 2023
Online stochastic Newton methods for estimating the geometric median and applications Antoine Godichon-Baggioni Wei Lu 14 3 0 03 Apr 2023
Non asymptotic analysis of Adaptive stochastic gradient algorithms and applications Antoine Godichon-Baggioni Pierre Tarrago 35 5 0 01 Mar 2023
Statistical Inference of Constrained Stochastic Optimization via Sketched Sequential Quadratic Programming Sen Na Michael W. Mahoney 36 7 0 27 May 2022
Learning from time-dependent streaming data with online stochastic algorithms Antoine Godichon-Baggioni Nicklas Werge Olivier Wintenberger 44 3 0 25 May 2022
Non-Asymptotic Analysis of Stochastic Approximation Algorithms for Streaming Data Antoine Godichon-Baggioni Nicklas Werge Olivier Wintenberger 27 7 0 15 Sep 2021