500 citations · 1.3k across the 52 of their papers we have counts for
Showing 2016Show all
3 papers · 1 filter
math.OC2016
Coordinate Descent Face-Off: Primal or Dual?
Dominik Csiba, Peter Richtárik
Randomized coordinate descent (RCD) methods are state-of-the-art algorithms for training linear predictors via minimizing regularized empirical risk. When the number of examples ($…
math.OC2016
Stochastic Block BFGS: Squeezing More Curvature out of Data
Robert M. Gower, Donald Goldfarb, Peter Richtárik
We propose a novel limited-memory stochastic block BFGS update for incorporating enriched curvature information in stochastic approximation methods. In our method, the estimate of…
math.NA2016
Randomized Quasi-Newton Updates are Linearly Convergent Matrix Inversion Algorithms
Robert M. Gower, Peter Richtárik
We develop and analyze a broad family of stochastic/randomized algorithms for inverting a matrix. We also develop specialized variants maintaining symmetry or positive definiteness…