A stochastic extra-step quasi-Newton method for nonsmooth nonconvex optimization

Author:

Yang Minghan,Milzarek AndreORCID,Wen Zaiwen,Zhang Tong

Funder

National Natural Science Foundation of China

Fundamental Research Fund - SRIBD Startup Fund

Publisher

Springer Science and Business Media LLC

Subject

General Mathematics,Software

Reference127 articles.

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2. Akiba, T., Suzuki, S., Fukuda, K.: Extremely large minibatch SGD: training Resnet-50 on ImageNet in 15 minutes (2017). http://arxiv.org/abs/1711.04325

3. Allen-Zhu, Z.: Katyusha: The first direct acceleration of stochastic gradient methods. In: Proceedings of the 49th Annual ACM SIGACT Symposium on Theory of Computing, pp. 1200–1205 (2017)

4. Allen-Zhu, Z., Hazan, E.: Variance reduction for faster non-convex optimization. In: Proceedings of the 33rd International Conference on Machine Learning, 699–707 (2016)

5. Andrew, G., Gao, J.: Scalable training of $$\ell _1$$-regularized log-linear models. In: Proceedings of the 24th International Conference on Machine Learning, 33–40 (2007)

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