3 citations · 5 across the 2 of their papers we have counts for
4 papers
Hessian Estimation via Stein's Identity in Black-Box Problems
Jingyi Zhu
When the available information is noisy zeroth-order (ZO) oracle, stochastic approximation methods are popular for estimating the root of the multivariate gradient equation. Inspir…
Hessian Inverse Approximation as Covariance for Random Perturbation in Black-Box Problems
Jingyi Zhu
In stochastic optimization problems using noisy zeroth-order (ZO) oracles only, the randomized counterpart of the Kiefer-Wolfowitz-type method is widely used to estimate the gradie…
Error Bounds and Applications for Stochastic Approximation with Non-Decaying Gain
Jingyi Zhu
This work analyzes the stochastic approximation algorithm with non-decaying gains as applied in time-varying problems. The setting is to minimize a sequence of scalar-valued loss f…
Efficient Implementation of Second-Order Stochastic Approximation Algorithms in High-Dimensional Problems
Jingyi Zhu, Long Wang, James C. Spall
Stochastic approximation (SA) algorithms have been widely applied in minimization problems when the loss functions and/or the gradient information are only accessible through noisy…