Inexact Newton Methods for Stochastic Nonconvex Optimization with Applications to Neural Network Training

Thomas O'Leary-Roseberry, Nick Alger, Omar Ghattas

We study stochastic inexact Newton methods and consider their application in nonconvex settings. Building on the work of [R. Bollapragada, R. H. Byrd, and J. Nocedal, IMA Journal o…