17 citations · 44 across the 11 of their papers we have counts for
Showing math.OCShow all
2 papers · 1 filter
math.OC2021★ 1 cited
Adaptive Newton Sketch: Linear-time Optimization with Quadratic Convergence and Effective Hessian Dimensionality
Jonathan Lacotte, Yifei Wang, Mert Pilanci
We propose a randomized algorithm with quadratic convergence rate for convex optimization problems with a self-concordant, composite, strongly convex objective function. Our method…
math.OC2020
Information Newton's flow: second-order optimization method in probability space
Yifei Wang, Wuchen Li
We introduce a framework for Newton's flows in probability space with information metrics, named information Newton's flows. Here two information metrics are considered, including…