15 citations · 18 across the 2 of their papers we have counts for
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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…