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subsampled newton method

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convex optimization (3) newton method (2) stochastic optimization (2) ridge leverage (1) stochastic bfg (1) sub-sampled algorithm (1) composite convergence rate (1) linear-quadratic convergence (1) self-concordant function (1) stochastic second-order method (1)

Papers

Approximate Newton Methods JMLR 2021 Do Subsampled Newton Methods Work for High-Dimensional Data? AAAI 2020 Fast and Furious Convergence: Stochastic Second Order Methods under Interpolation AISTATS 2020 Sub-sampled Newton Methods with Non-uniform Sampling NeurIPS 2016 Convergence rates of sub-sampled Newton methods NeurIPS 2015