2 papers
math.OC2022
Shape-Changing Trust-Region Methods Using Multipoint Symmetric Secant Matrices
Johannes J. Brust, Jennifer B. Erway, Roummel F. Marcia
In this work, we consider methods for large-scale and nonconvex unconstrained optimization. We propose a new trust-region method whose subproblem is defined using a so-called "shap…
cs.LG2021
Nonlinear Least Squares for Large-Scale Machine Learning using Stochastic Jacobian Estimates
Johannes J. Brust
For large nonlinear least squares loss functions in machine learning we exploit the property that the number of model parameters typically exceeds the data in one batch. This impli…