Quasi-Newton method: a new direction

zbMATH Open1320.62049arXiv1206.4602MaRDI QIDQ5405271FDOQ5405271

Authors: Philipp Hennig, Martin Kiefel 

Publication date: 1 April 2014

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

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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)

Cited In (24)

• From quasi-Newton methods to non-quasi-Newton methods
• A Bregman extension of quasi-Newton updates I: An information geometrical framework
• Tackling box-constrained optimization via a new projected quasi-Newton approach
• Multiplicative nonholonomic/Newton-like algorithm
• High-dimensional Bayesian optimization with projections using quantile Gaussian processes
• A modern retrospective on probabilistic numerics
• QNG: a quasi-natural gradient method for large-scale statistical learning
• Stochastic quasi-Newton with line-search regularisation
• Maximum entropy derivation of quasi-Newton methods
• Title not available (Why is that?)
• Quasi-Newton-type optimized iterative learning control for discrete linear time invariant systems
• Directional Halley and quasi-Halley methods in \(n\) variables
• Probabilistic interpretation of linear solvers
• Scalable estimation strategies based on stochastic approximations: classical results and new insights
• Uncertainty calibration for probabilistic projection methods
• Conjugate gradients for kernel machines
• SGD-QN: careful quasi-Newton stochastic gradient descent
• Random drift particle swarm optimization algorithm: convergence analysis and parameter selection
• A classification of quasi-Newton methods
• Bayesian and maximum entropy analyses of flow networks with non-Gaussian priors and soft constraints
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)

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