activity
20192024
most citedPractical Quasi-Newton Methods for Training Deep Neural Networks

39 citations · 41 across the 7 of their papers we have counts for

collaborators
Showing 2019Show all

2 papers · 1 filter

cs.LG2019★ 1 cited

A Dynamic Sampling Adaptive-SGD Method for Machine Learning

Achraf Bahamou, Donald Goldfarb

We propose a stochastic optimization method for minimizing loss functions, expressed as an expected value, that adaptively controls the batch size used in the computation of gradie…

stat.AP2019

Hawkes processes for credit indices time series analysis: How random are trades arrival times?

Achraf Bahamou, Maud Doumergue, Philippe Donnat

Targeting a better understanding of credit market dynamics, the authors have studied a stochastic model named the Hawkes process. Describing trades arrival times, this kind of mode…