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math.OC2022★ 2 cited
Statistical and Computational Complexities of BFGS Quasi-Newton Method for Generalized Linear Models
Qiujiang Jin, Tongzheng Ren, Nhat Ho +1
The gradient descent (GD) method has been used widely to solve parameter estimation in generalized linear models (GLMs), a generalization of linear models when the link function ca…
math.OC2022
Sharpened Quasi-Newton Methods: Faster Superlinear Rate and Larger Local Convergence Neighborhood
Qiujiang Jin, Alec Koppel, Ketan Rajawat +1
Non-asymptotic analysis of quasi-Newton methods have gained traction recently. In particular, several works have established a non-asymptotic superlinear rate of $\mathcal{O}((1/\s…