no code implementations • 29 Nov 2021 • Sanae Lotfi, Tiphaine Bonniot de Ruisselet, Dominique Orban, Andrea Lodi
In this paper, we consider both first- and second-order techniques to address continuous optimization problems arising in machine learning.
no code implementations • 10 Dec 2020 • Sanae Lotfi, Tiphaine Bonniot de Ruisselet, Dominique Orban, Andrea Lodi
We propose a new stochastic variance-reduced damped L-BFGS algorithm, where we leverage estimates of bounds on the largest and smallest eigenvalues of the Hessian approximation to balance its quality and conditioning.