RPH-PGD: Randomly Projected Hessian for Perturbed Gradient Descent

Author:

Li Chi-Chang,Huang Jay,Hon Wing-KaiORCID,Lee Che-RungORCID

Publisher

Springer Nature Singapore

Reference15 articles.

1. Agarwal, N., Allen-Zhu, Z., Bullins, B., Hazan, E., Ma, T.: Finding approximate local minima faster than gradient descent. In: Proceedings of the 49th Annual ACM SIGACT Symposium on Theory of Computing, pp. 1195–1199. STOC 2017, Association for Computing Machinery, New York, NY, USA (2017)

2. Allen-Zhu, Z.: Natasha 2: faster non-convex optimization than SGD. In: Bengio, S., Wallach, H., Larochelle, H., Grauman, K., Cesa-Bianchi, N., Garnett, R. (eds.) Advances in Neural Information Processing Systems, vol. 31. Curran Associates, Inc. (2018)

3. Allen-Zhu, Z., Li, Y.: NEON2: finding local minima via first-order Oracles. In: Bengio, S., Wallach, H., Larochelle, H., Grauman, K., Cesa-Bianchi, N., Garnett, R. (eds.) Advances in Neural Information Processing Systems, vol. 31. Curran Associates, Inc. (2018)

4. Carmon, Y., Duchi, J.C., Hinder, O., Sidford, A.: Accelerated methods for nonconvex optimization. SIAM J. Optim. 28(2), 1751–1772 (2018)

5. Demmel, J., Grigori, L., Hoemmen, M., Langou, J.: Communication-optimal parallel and sequential QR and LU factorizations. SIAM J. Sci. Comput. 34(1), A206–A239 (2012)

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