Search Results for author: Nick Alger

Found 3 papers, 3 papers with code

Tensor train construction from tensor actions, with application to compression of large high order derivative tensors

1 code implementation14 Feb 2020 Nick Alger, Peng Chen, Omar Ghattas

We present a method for converting tensors into tensor train format based on actions of the tensor as a vector-valued multilinear function.

Numerical Analysis Numerical Analysis

Low Rank Saddle Free Newton: A Scalable Method for Stochastic Nonconvex Optimization

2 code implementations7 Feb 2020 Thomas O'Leary-Roseberry, Nick Alger, Omar Ghattas

In this work we motivate the extension of Newton methods to the SA regime, and argue for the use of the scalable low rank saddle free Newton (LRSFN) method, which avoids forming the Hessian in favor of making a low rank approximation.

Second-order methods

Inexact Newton Methods for Stochastic Non-Convex Optimization with Applications to Neural Network Training

1 code implementation16 May 2019 Thomas O'Leary-Roseberry, Nick Alger, Omar Ghattas

We survey sub-sampled inexact Newton methods and consider their application in non-convex settings.

Optimization and Control Numerical Analysis

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