A fully stochastic second-order trust region method
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Publication:5043844
DOI10.1080/10556788.2020.1852403zbMath1502.90115arXiv1911.06920OpenAlexW3110179172MaRDI QIDQ5043844
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Publication date: 6 October 2022
Published in: Optimization Methods and Software (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1911.06920
stochastic optimizationmachine learningtime series forecastingtrust region methodsdeep neural networksfinite-sum optimizationstochastic Newton methods
Numerical mathematical programming methods (65K05) Nonconvex programming, global optimization (90C26) Nonlinear programming (90C30) Newton-type methods (49M15) Stochastic programming (90C15)
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