6 citations · 9 across the 23 of their papers we have counts for
Showing 2024 · math.OCShow all
2 papers · 2 filters
math.OC2024
Stochastic Newton Proximal Extragradient Method
Ruichen Jiang, Michał Dereziński, Aryan Mokhtari
Stochastic second-order methods achieve fast local convergence in strongly convex optimization by using noisy Hessian estimates to precondition the gradient. However, these methods…
math.OC2024
Second-order Information Promotes Mini-Batch Robustness in Variance-Reduced Gradients
Sachin Garg, Albert S. Berahas, Michał Dereziński
We show that, for finite-sum minimization problems, incorporating partial second-order information of the objective function can dramatically improve the robustness to mini-batch s…