An investigation of Newton-Sketch and subsampled Newton methods
نویسندگان
چکیده
منابع مشابه
An Investigation of Newton-Sketch and Subsampled Newton Methods
The concepts of sketching and subsampling have recently received much attention by the optimization and statistics communities. In this paper, we study NewtonSketch and Subsampled Newton (SSN) methods for the finite-sum optimization problem. We consider practical versions of the two methods in which the Newton equations are solved approximately using the conjugate gradient (CG) method or a stoc...
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ژورنال
عنوان ژورنال: Optimization Methods and Software
سال: 2020
ISSN: 1055-6788,1029-4937
DOI: 10.1080/10556788.2020.1725751