Quasi-Newton method: a new direction

MaRDI QIDQ5405271zbMATHFDO

Authors Philipp Hennig, Martin Kiefel

Publication date 1 April 2014

Full work available at URL https://arxiv.org/abs/1206.4602

zbMATH Keywords

Gaussian processesnumerical analysisnumerical optimizationprobabilityBayesian linear regressionlocal quadratic approximation to the objective function

Mathematics Subject Classification ID

Bayesian inference (62F15) Nonparametric estimation (62G05) Linear regression; mixed models (62J05) Numerical optimization and variational techniques (65K10) Learning and adaptive systems in artificial intelligence (68T05)

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Cited in

(25)

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• Maximum entropy derivation of quasi-Newton methods
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• Scalable estimation strategies based on stochastic approximations: classical results and new insights
• Multiplicative nonholonomic/Newton-like algorithm
• scientific article; zbMATH DE number 5137319 (Why is no real title available?)
• Quasi-Newton-type optimized iterative learning control for discrete linear time invariant systems
• Directional Halley and quasi-Halley methods in \(n\) variables
• A Bregman extension of quasi-Newton updates I: An information geometrical framework
• scientific article; zbMATH DE number 5008365 (Why is no real title available?)
• High-dimensional Bayesian optimization with projections using quantile Gaussian processes
• Conjugate gradients for kernel machines
• SGD-QN: careful quasi-Newton stochastic gradient descent
• A classification of quasi-Newton methods
• Tackling box-constrained optimization via a new projected quasi-Newton approach
• From quasi-Newton methods to non-quasi-Newton methods
• Bayesian and maximum entropy analyses of flow networks with non-Gaussian priors and soft constraints
• A modern retrospective on probabilistic numerics

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