Noise calculations within the second-order von Neumann approach
نویسندگان
چکیده
منابع مشابه
Stochastic Second-Order Optimization via von Neumann Series
A stochastic iterative algorithm approximating second-order information using von Neumann series is discussed. We present convergence guarantees for stronglyconvex and smooth functions. Our analysis is much simpler in contrast to a similar algorithm and its analysis, LISSA. The algorithm is primarily suitable for training large scale linear models, where the number of data points is very large....
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ژورنال
عنوان ژورنال: Physical Review B
سال: 2011
ISSN: 1098-0121,1550-235X
DOI: 10.1103/physrevb.84.233303