Related papers: Newton-type Methods for Inference in Higher-Order …

In this work, we develop first-order (Hessian-free) and zero-order (derivative-free) implementations of the Cubically regularized Newton method for solving general non-convex optimization problems. For that, we employ finite difference…

Newton-type methods are typically analyzed under Lipschitz continuity of the Hessian, an assumption that can fail for objectives with higher-order or polynomial growth. We introduce a class of nonlinearly preconditioned Newton methods that…

First-order methods like stochastic gradient descent(SGD) are recently the popular optimization method to train deep neural networks (DNNs), but second-order methods are scarcely used because of the overpriced computing cost in getting the…

This paper introduces a new method for performing computational inference on log-Gaussian Cox processes. The likelihood is approximated directly by making novel use of a continuously specified Gaussian random field. We show that for…

Square-root Lasso problems are proven robust regression problems. Furthermore, square-root regression problems with structured sparsity also plays an important role in statistics and machine learning. In this paper, we focus on the…

In many important machine learning applications, the standard assumption of having a globally Lipschitz continuous gradient may fail to hold. This paper delves into a more general $(L_0, L_1)$-smoothness setting, which gains particular…

In convex optimization, there is an {\em acceleration} phenomenon in which we can boost the convergence rate of certain gradient-based algorithms. We can observe this phenomenon in Nesterov's accelerated gradient descent, accelerated mirror…

We study a semismooth Newton-type method for the nearest doubly stochastic matrix problem where both differentiability and nonsingularity of the Jacobian can fail. The optimality conditions for this problem are formulated as a system of…

In this paper, we study large-scale convex optimization algorithms based on the Newton method applied to regularized generalized self-concordant losses, which include logistic regression and softmax regression. We first prove that our new…

A number of algorithms have been developed to solve probabilistic inference problems on belief networks. These algorithms can be divided into two main groups: exact techniques which exploit the conditional independence revealed when the…

We provide an exact analysis of a class of randomized algorithms for solving overdetermined least-squares problems. We consider first-order methods, where the gradients are pre-conditioned by an approximation of the Hessian, based on a…

Quasi-Newton methods refer to a class of algorithms at the interface between first and second order methods. They aim to progress as substantially as second order methods per iteration, while maintaining the computational complexity of…

In this paper, we study Newton-conjugate gradient (Newton-CG) methods for minimizing a nonconvex function $f$ whose Hessian is $(H_f,\nu)$-H\"older continuous with modulus $H_f>0$ and exponent $\nu\in(0,1]$. Recently proposed Newton-CG…

Methods for inference and simulation of linearly constrained Gaussian Markov Random Fields (GMRF) are computationally prohibitive when the number of constraints is large. In some cases, such as for intrinsic GMRFs, they may even be…

In this paper we consider a nonconvex unconstrained optimization problem minimizing a twice differentiable objective function with H\"older continuous Hessian. Specifically, we first propose a Newton-conjugate gradient (Newton-CG) method…

This paper considers the generalized continuation Newton method and thetrust-region updating strategy for the underdetermined system of nonlinear equations. Moreover, in order to improve its computational efficiency, the new method will not…

Second-order Newton-type algorithms that leverage the exact Hessian or its approximation are central to solve nonlinear optimization problems. However, their applications in solving large-scale nonconvex problems are hindered by three…

This paper provides a new avenue for exploiting deep neural networks to improve physics-based simulation. Specifically, we integrate the classic Lagrangian mechanics with a deep autoencoder to accelerate elastic simulation of deformable…

We show that Newton's method converges globally at a linear rate for objective functions whose Hessians are stable. This class of problems includes many functions which are not strongly convex, such as logistic regression. Our linear…

We construct two optimal Newton-Secant like iterative methods for solving non-linear equations. The proposed classes have convergence order four and eight and cost only three and four function evaluations per iteration, respectively. These…