Related papers: Stochastic Variance-Reduced Cubic Regularized Newt…
This paper proposes a stochastic variant of a classic algorithm---the cubic-regularized Newton method [Nesterov and Polyak 2006]. The proposed algorithm efficiently escapes saddle points and finds approximate local minima for general…
We present two new remarkably simple stochastic second-order methods for minimizing the average of a very large number of sufficiently smooth and strongly convex functions. The first is a stochastic variant of Newton's method (SN), and the…
The cubic regularized Newton method of Nesterov and Polyak has become increasingly popular for non-convex optimization because of its capability of finding an approximate local solution with second-order guarantee. Several recent works…
This paper addresses the optimization problem of minimizing non-convex continuous functions, which is relevant in the context of high-dimensional machine learning applications characterized by over-parametrization. We analyze a randomized…
We study stochastic second-order methods for solving general non-convex optimization problems. We propose using a special version of momentum to stabilize the stochastic gradient and Hessian estimates in Newton's method. We show that…
We propose a sample efficient stochastic variance-reduced cubic regularization (Lite-SVRC) algorithm for finding the local minimum efficiently in nonconvex optimization. The proposed algorithm achieves a lower sample complexity of Hessian…
We study finite-sum non-convex optimization $\min_{x\in\mathbb{R}^d} F(x) \;=\; \frac{1}{n}\sum_{i=1}^n f_i(x)$ and analyze a variance-reduced cubic Newton method based on EMA-smoothed SARAH estimators for both gradient and Hessian…
In this paper, we consider an unconstrained optimization model where the objective is a sum of a large number of possibly nonconvex functions, though overall the objective is assumed to be smooth and convex. Our bid to solving such model…
Finding an $\epsilon$-stationary point of a nonconvex function with a Lipschitz continuous Hessian is a central problem in optimization. Regularized Newton methods are a classical tool and have been studied extensively, yet they still face…
A quasi-Newton method with cubic regularization is designed for solving Riemannian unconstrained nonconvex optimization problems. The proposed algorithm is fully adaptive with at most ${\cal O} (\epsilon_g^{-3/2})$ iterations to achieve a…
We here adapt an extended version of the adaptive cubic regularisation method with dynamic inexact Hessian information for nonconvex optimisation in [3] to the stochastic optimisation setting. While exact function evaluations are still…
This study proposes a cubic regularization of the Newton method for generating weakly efficient points of unconstrained vector optimization problems under no convexity assumption on the objective function. It is observed that at a given…
While there already exist randomized subspace Newton methods that restrict the search direction to a random subspace for a convex function, we propose a randomized subspace regularized Newton method for a non-convex function {and more…
We propose a stochastic variance-reduced cubic regularized Newton algorithm to optimize the finite-sum problem over a Riemannian submanifold of the Euclidean space. The proposed algorithm requires a full gradient and Hessian update at the…
We consider the minimization of non-convex functions that typically arise in machine learning. Specifically, we focus our attention on a variant of trust region methods known as cubic regularization. This approach is particularly attractive…
Stochastic Variance-Reduced Cubic regularization (SVRC) algorithms have received increasing attention due to its improved gradient/Hessian complexities (i.e., number of queries to stochastic gradient/Hessian oracles) to find local minima…
Cubic regularization (CR) is an optimization method with emerging popularity due to its capability to escape saddle points and converge to second-order stationary solutions for nonconvex optimization. However, CR encounters a high sample…
In this paper, we propose a new randomized second-order optimization algorithm---Stochastic Subspace Cubic Newton (SSCN)---for minimizing a high dimensional convex function $f$. Our method can be seen both as a {\em stochastic} extension of…
In this paper, we use Proximal Cubic regularized Newton Methods (PCNM) to optimize the sum of a smooth convex function and a non-smooth convex function, where we use inexact gradient and Hessian, and an inexact subsolver for the cubic…
Trust region and cubic regularization methods have demonstrated good performance in small scale non-convex optimization, showing the ability to escape from saddle points. Each iteration of these methods involves computation of gradient,…