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math.OC2023
PROMISE: Preconditioned Stochastic Optimization Methods by Incorporating Scalable Curvature Estimates
Zachary Frangella, Pratik Rathore, Shipu Zhao +1
This paper introduces PROMISE (econditioned Stochastic ptimization ethods by ncorporating calable Curvature $\textbf{E}…
math.OC2022
SketchySGD: Reliable Stochastic Optimization via Randomized Curvature Estimates
Zachary Frangella, Pratik Rathore, Shipu Zhao +1
SketchySGD improves upon existing stochastic gradient methods in machine learning by using randomized low-rank approximations to the subsampled Hessian and by introducing an automa…