91 citations · 108 across the 6 of their papers we have counts for
4 papers · 1 filter
SONIA: A Symmetric Blockwise Truncated Optimization Algorithm
Majid Jahani, Mohammadreza Nazari, Rachael Tappenden +2
This work presents a new algorithm for empirical risk minimization. The algorithm bridges the gap between first- and second-order methods by computing a search direction that uses…
Scaling Up Quasi-Newton Algorithms: Communication Efficient Distributed SR1
Majid Jahani, Mohammadreza Nazari, Sergey Rusakov +2
In this paper, we present a scalable distributed implementation of the Sampled Limited-memory Symmetric Rank-1 (S-LSR1) algorithm. First, we show that a naive distributed implement…
Quasi-Newton Methods for Machine Learning: Forget the Past, Just Sample
Albert S. Berahas, Majid Jahani, Peter Richtárik +1
We present two sampled quasi-Newton methods (sampled LBFGS and sampled LSR1) for solving empirical risk minimization problems that arise in machine learning. Contrary to the classi…
Fast and Safe: Accelerated gradient methods with optimality certificates and underestimate sequences
Majid Jahani, Naga Venkata C. Gudapati, Chenxin Ma +2
In this work we introduce the concept of an Underestimate Sequence (UES), which is motivated by Nesterov's estimate sequence. Our definition of a UES utilizes three sequences, one…