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stat.CO2010
A Bregman Extension of quasi-Newton updates I: An Information Geometrical framework
Takafumi Kanamori, Atsumi Ohara
We study quasi-Newton methods from the viewpoint of information geometry induced associated with Bregman divergences. Fletcher has studied a variational problem which derives the a…
stat.CO2010★ 3 cited
A Bregman Extension of quasi-Newton updates II: Convergence and Robustness Properties
Takafumi Kanamori, Atsumi Ohara
We propose an extension of quasi-Newton methods, and investigate the convergence and the robustness properties of the proposed update formulae for the approximate Hessian matrix. F…