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math.OC2023★ 1 cited
Advancing the lower bounds: An accelerated, stochastic, second-order method with optimal adaptation to inexactness
Artem Agafonov, Dmitry Kamzolov, Alexander Gasnikov +4
We present a new accelerated stochastic second-order method that is robust to both gradient and Hessian inexactness, which occurs typically in machine learning. We establish theore…
math.OC2023
Cubic Regularization is the Key! The First Accelerated Quasi-Newton Method with a Global Convergence Rate of for Convex Functions
Dmitry Kamzolov, Klea Ziu, Artem Agafonov +1
In this paper, we propose the first Quasi-Newton method with a global convergence rate of for general convex functions. Quasi-Newton methods, such as BFGS, SR-1, are we…