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math.OC2025
Improving Stochastic Cubic Newton with Momentum
El Mahdi Chayti, Nikita Doikov, Martin Jaggi
We study stochastic second-order methods for solving general non-convex optimization problems. We propose using a special version of momentum to stabilize the stochastic gradient a…
math.OC2025
Gradient-Normalized Smoothness for Optimization with Approximate Hessians
Andrei Semenov, Martin Jaggi, Nikita Doikov
In this work, we develop new optimization algorithms that use approximate second-order information combined with the gradient regularization technique to achieve fast global conver…