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Nesterov's Acceleration For Approximate Newton
Haishan Ye, Zhihua Zhang
Optimization plays a key role in machine learning. Recently, stochastic second-order methods have attracted much attention due to their low computational cost in each iteration. Ho…
Nestrov's Acceleration For Second Order Method
Haishan Ye, Zhihua Zhang
Optimization plays a key role in machine learning. Recently, stochastic second-order methods have attracted much attention due to their low computational cost in each iteration. Ho…
Robust Frequent Directions with Application in Online Learning
Luo Luo, Cheng Chen, Zhihua Zhang +2
The frequent directions (FD) technique is a deterministic approach for online sketching that has many applications in machine learning. The conventional FD is a heuristic procedure…
Approximate Newton Methods
Haishan Ye, Luo Luo, Zhihua Zhang
Many machine learning models involve solving optimization problems. Thus, it is important to deal with a large-scale optimization problem in big data applications. Recently, subsam…