Stochastic Newton and Cubic Newton Methods with Simple Local Linear-Quadratic Rates

3 Dec 2019Dmitry KovalevKonstantin MishchenkoPeter Richtárik

We present two new remarkably simple stochastic second-order methods for minimizing the average of a very large number of sufficiently smooth and strongly convex functions. The first is a stochastic variant of Newton's method (SN), and the second is a stochastic variant of cubically regularized Newton's method (SCN)... (read more)

PDF Abstract

Code


No code implementations yet. Submit your code now

Tasks


Results from the Paper


  Submit results from this paper to get state-of-the-art GitHub badges and help the community compare results to other papers.

Methods used in the Paper


METHOD TYPE
🤖 No Methods Found Help the community by adding them if they're not listed; e.g. Deep Residual Learning for Image Recognition uses ResNet