Efficient reduction of variances in stochastic spectral conjugate gradient algorithm

DOI10.37193/CJM.2025.03.14MaRDI QIDQ6963231zbMATH OpenFDO

Authors Seifu Endris Yimer, Poom Kumam, Parin Chaipunya

Publication date 7 July 2025

Published in Carpathian Journal of Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.37193/CJM.2025.03.14

zbMATH Keywords

conjugate gradient methodlarge-scale unconstrained optimizationnon-convex stochastic optimizationspectral conjugate gradientstochastic quasi-Newton methodunconstrained optimization

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Large-scale problems in mathematical programming (90C06) Nonlinear programming (90C30) Methods of quasi-Newton type (90C53) Stochastic systems in control theory (general) (93E03)

Cites work

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• Large-scale machine learning with stochastic gradient descent
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• Regularized margin-based conditional log-likelihood loss for prototype learning
• RES: Regularized Stochastic BFGS Algorithm
• Stochastic dual coordinate ascent methods for regularized loss minimization
• Stochastic Quasi-Newton Methods for Nonconvex Stochastic Optimization

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