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math.OC2023
Convergence analysis of stochastic gradient descent with adaptive preconditioning for non-convex and convex functions
Dmitrii A. Pasechnyuk, Alexander Gasnikov, Martin Takáč
Preconditioning is a crucial operation in gradient-based numerical optimisation. It helps decrease the local condition number of a function by appropriately transforming its gradie…
math.OC2023
Cubic Regularization is the Key! The First Accelerated Quasi-Newton Method with a Global Convergence Rate of for Convex Functions
Dmitry Kamzolov, Klea Ziu, Artem Agafonov +1
In this paper, we propose the first Quasi-Newton method with a global convergence rate of for general convex functions. Quasi-Newton methods, such as BFGS, SR-1, are we…