SGD-QN: careful quasi-Newton stochastic gradient descent
zbMATH Open1235.68130MaRDI QIDQ2880947FDOQ2880947
Authors: Antoine Bordes, Léon Bottou, Patrick Gallinari 
Publication date: 17 April 2012
Published in: Journal of Machine Learning Research (JMLR) (Search for Journal in Brave)
Full work available at URL: http://www.jmlr.org/papers/v10/bordes09a.html
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- Robust adaptive learning of feedforward neural networks via LMI optimizations
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- A robust multi-batch L-BFGS method for machine learning
- Quasi-Newton smoothed functional algorithms for unconstrained and constrained simulation optimization
- Stochastic proximal quasi-Newton methods for non-convex composite optimization
- Stochastic Quasi-Newton Methods for Nonconvex Stochastic Optimization
- On stochastic and deterministic quasi-Newton methods for nonstrongly convex optimization: asymptotic convergence and rate analysis
- Erratum: SGDQN is less careful than expected
- Kalman-based stochastic gradient method with stop condition and insensitivity to conditioning
- A stochastic semismooth Newton method for nonsmooth nonconvex optimization
- An overview of stochastic quasi-Newton methods for large-scale machine learning
- Parsimonious online learning with kernels via sparse projections in function space
- Online renewable smooth quantile regression
- A stochastic quasi-Newton method for large-scale optimization
- A fast SVD-hidden-nodes based extreme learning machine for large-scale data analytics
- Approximating Hessian matrices using Bayesian inference: a new approach for quasi-Newton methods in stochastic optimization
- Periodic step-size adaptation in second-order gradient descent for single-pass on-line structured learning
- Minimizing finite sums with the stochastic average gradient
- Optimization for deep learning: an overview
- SABRINA: a stochastic subspace majorization-minimization algorithm
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