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math.OC2019
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…
math.OC2019
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…