Sub-sampled Newton methods

Roosta-Khorasani, F; Mahoney, MW

Roosta-Khorasani, F (reprint author), Univ Queensland, Sch Math & Phys, St Lucia, Qld, Australia.

MATHEMATICAL PROGRAMMING, 2019; 174 (1-2): 293

Abstract

For large-scale finite-sum minimization problems, we study non-asymptotic and high-probability global as well as local convergence properties of varia......

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