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Newton Sketch: A Linear-time Optimization Algorithm with
  Linear-Quadratic Convergence

Newton Sketch: A Linear-time Optimization Algorithm with Linear-Quadratic Convergence

9 May 2015
Mert Pilanci
Martin J. Wainwright
ArXiv (abs)PDFHTML

Papers citing "Newton Sketch: A Linear-time Optimization Algorithm with Linear-Quadratic Convergence"

32 / 132 papers shown
Title
Bandit-Based Monte Carlo Optimization for Nearest Neighbors
Bandit-Based Monte Carlo Optimization for Nearest Neighbors
Vivek Bagaria
Tavor Z. Baharav
G. Kamath
David Tse
155
12
0
21 May 2018
Subsampled Optimization: Statistical Guarantees, Mean Squared Error
  Approximation, and Sampling Method
Subsampled Optimization: Statistical Guarantees, Mean Squared Error Approximation, and Sampling Method
Rong Zhu
Jiming Jiang
72
0
0
10 Apr 2018
A Stochastic Semismooth Newton Method for Nonsmooth Nonconvex
  Optimization
A Stochastic Semismooth Newton Method for Nonsmooth Nonconvex Optimization
Andre Milzarek
X. Xiao
Shicong Cen
Zaiwen Wen
M. Ulbrich
158
37
0
09 Mar 2018
Shampoo: Preconditioned Stochastic Tensor Optimization
Shampoo: Preconditioned Stochastic Tensor OptimizationInternational Conference on Machine Learning (ICML), 2018
Vineet Gupta
Tomer Koren
Y. Singer
ODL
303
318
0
26 Feb 2018
Statistical Inference for the Population Landscape via Moment Adjusted
  Stochastic Gradients
Statistical Inference for the Population Landscape via Moment Adjusted Stochastic Gradients
Tengyuan Liang
Weijie Su
129
21
0
20 Dec 2017
Nesterov's Acceleration For Approximate Newton
Nesterov's Acceleration For Approximate Newton
Haishan Ye
Zhihua Zhang
ODL
117
16
0
17 Oct 2017
GIANT: Globally Improved Approximate Newton Method for Distributed
  Optimization
GIANT: Globally Improved Approximate Newton Method for Distributed Optimization
Shusen Wang
Farbod Roosta-Khorasani
Peng Xu
Michael W. Mahoney
330
138
0
11 Sep 2017
An inexact subsampled proximal Newton-type method for large-scale
  machine learning
An inexact subsampled proximal Newton-type method for large-scale machine learning
Xuanqing Liu
Cho-Jui Hsieh
Jason D. Lee
Yuekai Sun
162
15
0
28 Aug 2017
Newton-Type Methods for Non-Convex Optimization Under Inexact Hessian
  Information
Newton-Type Methods for Non-Convex Optimization Under Inexact Hessian Information
Peng Xu
Farbod Roosta-Khorasani
Michael W. Mahoney
541
220
0
23 Aug 2017
A Bootstrap Method for Error Estimation in Randomized Matrix
  Multiplication
A Bootstrap Method for Error Estimation in Randomized Matrix Multiplication
Miles E. Lopes
Shusen Wang
Michael W. Mahoney
176
15
0
06 Aug 2017
Improved Optimization of Finite Sums with Minibatch Stochastic Variance
  Reduced Proximal Iterations
Improved Optimization of Finite Sums with Minibatch Stochastic Variance Reduced Proximal Iterations
Jialei Wang
Tong Zhang
247
12
0
21 Jun 2017
Stochastic Reformulations of Linear Systems: Algorithms and Convergence
  Theory
Stochastic Reformulations of Linear Systems: Algorithms and Convergence TheorySIAM Journal on Matrix Analysis and Applications (SIMAX), 2017
Peter Richtárik
Martin Takáč
269
100
0
04 Jun 2017
Large Scale Empirical Risk Minimization via Truncated Adaptive Newton
  Method
Large Scale Empirical Risk Minimization via Truncated Adaptive Newton Method
Mark Eisen
Aryan Mokhtari
Alejandro Ribeiro
224
16
0
22 May 2017
Nestrov's Acceleration For Second Order Method
Haishan Ye
Zhihua Zhang
ODL
137
4
0
19 May 2017
An Investigation of Newton-Sketch and Subsampled Newton Methods
An Investigation of Newton-Sketch and Subsampled Newton Methods
A. Berahas
Raghu Bollapragada
J. Nocedal
252
118
0
17 May 2017
Stochastic L-BFGS: Improved Convergence Rates and Practical Acceleration
  Strategies
Stochastic L-BFGS: Improved Convergence Rates and Practical Acceleration Strategies
Renbo Zhao
W. Haskell
Vincent Y. F. Tan
250
31
0
01 Apr 2017
Generalized Self-Concordant Functions: A Recipe for Newton-Type Methods
Generalized Self-Concordant Functions: A Recipe for Newton-Type Methods
Tianxiao Sun
Quoc Tran-Dinh
233
72
0
14 Mar 2017
Sketchy Decisions: Convex Low-Rank Matrix Optimization with Optimal
  Storage
Sketchy Decisions: Convex Low-Rank Matrix Optimization with Optimal StorageInternational Conference on Artificial Intelligence and Statistics (AISTATS), 2017
A. Yurtsever
Madeleine Udell
J. Tropp
Volkan Cevher
201
98
0
22 Feb 2017
Scalable Approximations for Generalized Linear Problems
Scalable Approximations for Generalized Linear Problems
Murat A. Erdogdu
Mohsen Bayati
Lee H. Dicker
127
11
0
21 Nov 2016
Oracle Complexity of Second-Order Methods for Finite-Sum Problems
Oracle Complexity of Second-Order Methods for Finite-Sum Problems
Yossi Arjevani
Ohad Shamir
216
25
0
15 Nov 2016
Structured adaptive and random spinners for fast machine learning
  computations
Structured adaptive and random spinners for fast machine learning computations
Mariusz Bojarski
A. Choromańska
K. Choromanski
Francois Fagan
Cédric Gouy-Pailler
Anne Morvan
Nourhan Sakr
Tamás Sarlós
Jamal Atif
244
35
0
19 Oct 2016
Sketching Meets Random Projection in the Dual: A Provable Recovery
  Algorithm for Big and High-dimensional Data
Sketching Meets Random Projection in the Dual: A Provable Recovery Algorithm for Big and High-dimensional DataInternational Conference on Artificial Intelligence and Statistics (AISTATS), 2016
Jialei Wang
Jason D. Lee
M. Mahdavi
Mladen Kolar
Nathan Srebro
222
51
0
10 Oct 2016
Exact and Inexact Subsampled Newton Methods for Optimization
Exact and Inexact Subsampled Newton Methods for Optimization
Raghu Bollapragada
R. Byrd
J. Nocedal
193
189
0
27 Sep 2016
Sub-sampled Newton Methods with Non-uniform Sampling
Sub-sampled Newton Methods with Non-uniform SamplingNeural Information Processing Systems (NeurIPS), 2016
Peng Xu
Jiyan Yang
Farbod Roosta-Khorasani
Christopher Ré
Michael W. Mahoney
271
122
0
02 Jul 2016
Optimization Methods for Large-Scale Machine Learning
Optimization Methods for Large-Scale Machine Learning
Léon Bottou
Frank E. Curtis
J. Nocedal
781
3,530
0
15 Jun 2016
Tradeoffs between Convergence Speed and Reconstruction Accuracy in
  Inverse Problems
Tradeoffs between Convergence Speed and Reconstruction Accuracy in Inverse Problems
Raja Giryes
Yonina C. Eldar
A. Bronstein
Guillermo Sapiro
240
85
0
30 May 2016
SUIS: An Online Graphical Signature-Based User Identification System
SUIS: An Online Graphical Signature-Based User Identification System
Séamus Lankford
134
7
0
29 May 2016
Efficient Second Order Online Learning by Sketching
Efficient Second Order Online Learning by Sketching
Haipeng Luo
Alekh Agarwal
Nicolò Cesa-Bianchi
John Langford
334
100
0
06 Feb 2016
Sub-Sampled Newton Methods II: Local Convergence Rates
Sub-Sampled Newton Methods II: Local Convergence Rates
Farbod Roosta-Khorasani
Michael W. Mahoney
268
86
0
18 Jan 2016
Sub-Sampled Newton Methods I: Globally Convergent Algorithms
Sub-Sampled Newton Methods I: Globally Convergent Algorithms
Farbod Roosta-Khorasani
Michael W. Mahoney
285
95
0
18 Jan 2016
DUAL-LOCO: Distributing Statistical Estimation Using Random Projections
DUAL-LOCO: Distributing Statistical Estimation Using Random ProjectionsInternational Conference on Artificial Intelligence and Statistics (AISTATS), 2015
C. Heinze
Brian McWilliams
N. Meinshausen
234
39
0
08 Jun 2015
Iterative Hessian sketch: Fast and accurate solution approximation for
  constrained least-squares
Iterative Hessian sketch: Fast and accurate solution approximation for constrained least-squares
Mert Pilanci
Martin J. Wainwright
296
212
0
03 Nov 2014
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