Zeroth-order Stochastic Cubic Newton Method Revisited

Yu Liu, Weibin Peng, Tianyu Wang +1

This paper studies stochastic minimization of a finite-sum loss $F(\mathbf{x})=\frac{1}{N}{\sum }_{\hat{I}¾=1}^{N}f(\mathbf{x};\hat{I}¾)$. In many real-world scenarios, the Hessian matrix of…