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20192022
most citedA Stochastic Extra-Step Quasi-Newton Method for Nonsmooth Nonconvex Optimization

6 citations · 13 across the 5 of their papers we have counts for

collaborators

5 papers

math.OC2022★ 1 cited

Riemannian Natural Gradient Methods

Jiang Hu, Ruicheng Ao, Anthony Man-Cho So +2

This paper studies large-scale optimization problems on Riemannian manifolds whose objective function is a finite sum of negative log-probability losses. Such problems arise in var…

math.OC2021★ 1 cited

NG+ : A Multi-Step Matrix-Product Natural Gradient Method for Deep Learning

Minghan Yang, Dong Xu, Qiwen Cui +2

In this paper, a novel second-order method called NG+ is proposed. By following the rule ``the shape of the gradient equals the shape of the parameter", we define a generalized fis…

math.OC2020

Enhance Curvature Information by Structured Stochastic Quasi-Newton Methods

Minghan Yang, Dong Xu, Hongyu Chen +2

In this paper, we consider stochastic second-order methods for minimizing a finite summation of nonconvex functions. One important key is to find an ingenious but cheap scheme to i…

math.OC2020★ 5 cited

Sketchy Empirical Natural Gradient Methods for Deep Learning

Minghan Yang, Dong Xu, Zaiwen Wen +2

In this paper, we develop an efficient sketchy empirical natural gradient method (SENG) for large-scale deep learning problems. The empirical Fisher information matrix is usually l…

math.OC2019★ 6 cited

A Stochastic Extra-Step Quasi-Newton Method for Nonsmooth Nonconvex Optimization

Minghan Yang, Andre Milzarek, Zaiwen Wen +1

In this paper, a novel stochastic extra-step quasi-Newton method is developed to solve a class of nonsmooth nonconvex composite optimization problems. We assume that the gradient o…