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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,695 papers · 148 categories

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201402602803 · Jun 202019922001200920172026
48 results for Newton optimization

A new optimization method improves deep learning accuracy without hyper-parameter tuning.

problem Computational demands and convergence behavior in deep learning training.
method Stochastic quasi-Gauss-Newton (SQGN) optimization method combining stochastic quasi-Newton, Gauss-Newton, and variance reduction.
result SQGN provides excellent accuracy without hyper-parameter experimentation, improving convergence and computational performance.

The Gauss-Newton method is analyzed for neural networks using Riemannian optimization techniques.

problem Training neural networks with smooth activations and convergence rates.
method Riemannian optimization perspective, analyzing the Gauss-Newton method in both underparameterized and overparameterized regimes.
result Geometric convergence rates independent of conditioning and eigenvalues, demonstrating accelerated convergence.

A new Bayesian filtering method speeds up stochastic Newton optimization.

problem Minimizing log-convex functions using stochastic methods.
method Contextualizes the problem as Bayesian inference, applying Bayesian filtering to update estimates.
result Establishes conditions for diminishing effect of older observations, akin to momentum.

A new method solves distributed optimization problems over networks.

problem Solving optimization problems over networks with local cost functions and limited communication.
method Distributed semismooth Newton based augmented Lagrangian method.
result The method efficiently solves distributed optimization problems over networks.

Proposes a new method for optimizing large-scale models using Nyström approximation of the Hessian.

problem Optimizing non-convex functions like deep learning models using second-order methods.
method Nyström-approximated curvature for stochastic optimization of large-scale empirical risk minimization.
result The proposed method achieves performance competitive with state-of-the-art first-order and stochastic quasi-Newton methods.

We propose a trust region method for policy optimization that employs Quasi-Newton approximation for the Hessian, called Quasi-Newton Trust Region Policy Optimization QNTRPO. Gradient descent is the de facto algorithm for reinforcement learning tasks with continuous controls. The algorithm has achieved state-of-the-art…

2019-12-26abs ↗pdf ↗

New quasi-Newton method guarantees global superlinear convergence.

problem Global convergence and superlinear convergence of quasi-Newton methods.
method Hybrid proximal extragradient method with online learning for Hessian approximation.
result First globally convergent quasi-Newton method with explicit superlinear convergence rate.

Deep learning involves a difficult non-convex optimization problem, which is often solved by stochastic gradient (SG) methods. While SG is usually effective, it may not be robust in some situations. Recently, Newton methods have been investigated as an alternative optimization technique, but nearly all existing studies…

2018-11-14abs ↗pdf ↗

Paper develops efficient methods for estimating Hessian inverses in stochastic optimization.

problem Estimating the inverse Hessian for convex function minimization.
method Robbins-Monro procedure for recursive estimation of the inverse Hessian.
result Develops universal stochastic Newton methods with improved efficiency.

A new distributed method for convex optimization over networks with fast convergence.

problem Large-scale convex optimization over networks with limited communication.
method Distributed cubic-regularized Newton method.
result Convergence rate of O(k3)O(k^{{-}3}) for convex functions with Lipschitz gradient and Hessian.

Paper proposes a method to find approximate SOSP for nonconvex conic optimization problems.

problem Finding approximate second-order stationary points in nonconvex conic optimization.
method Newton-CG based barrier method with complexity guarantees.
result Achieves iteration complexity of O(ε^(-3/2)) for finding (ε,√ε)-SOSP.

Approximate Newton methods are a standard optimization tool which aim to maintain the benefits of Newton's method, such as a fast rate of convergence, whilst alleviating its drawbacks, such as computationally expensive calculation or estimation of the inverse Hessian. In this work we investigate approximate Newton meth…

2015-07-29abs ↗pdf ↗

SVRN accelerates Newton methods by reducing variance and improving performance.

problem Improving the efficiency of Newton methods for large-scale optimization problems.
method Stochastic Variance-Reduced Newton (SVRN) algorithm that accelerates Subsampled Newton and Iterative Hessian Sketch algorithms.
result SVRN accelerates Newton methods by reducing the number of passes over the data, achieving a significant improvement in performance.

A new algorithm reduces communication rounds for distributed convex optimization.

problem Efficiently solving convex optimization problems in distributed systems.
method Proposes a stochastic Newton algorithm for homogeneous distributed stochastic convex optimization.
result Reduces the number and frequency of communication rounds compared to existing methods.

Paper proposes a new method to find approximate SOSP for nonconvex constrained optimization problems.

problem Finding a second-order stationary point of nonconvex equality constrained optimization.
method Newton-CG based augmented Lagrangian method with a new Newton-CG subproblem solver.
result Achieves better complexity guarantees for finding approximate SOSP with high probability.

Paper proposes a new method to efficiently incorporate curvature information in stochastic optimization.

problem Minimizing nonconvex functions with limited curvature information.
method Structured stochastic quasi-Newton method using partial Hessian information.
result Global convergence to stationary point and local superlinear convergence rate established.

Four decades after their invention, quasi-Newton methods are still state of the art in unconstrained numerical optimization. Although not usually interpreted thus, these are learning algorithms that fit a local quadratic approximation to the objective function. We show that many, including the most popular, quasi-Newto…

2012-06-18abs ↗pdf ↗

Transformers can approximate Newton's method for logistic regression.

problem Implementing higher order optimization methods in Transformers.
method Linear attention Transformers with ReLU layers approximating second order optimization algorithms.
result Transformers can implement a single step of Newton's iteration for matrix inversion.

NOHD optimizes multi-agent systems by decomposing dynamics into irrotational and solenoidal components.

problem Non-stationarity and conflicting interests in multi-agent learning problems.
method NOHD (Newton Optimization on Helmholtz Decomposition) decomposes system dynamics into irrotational and solenoidal components.
result NOHD ensures quadratic convergence in purely irrotational and solenoidal systems and attracts to stable fixed points in general multi-agent systems.

New method improves generalization in deep learning models.

problem Improving generalization in overparameterized deep neural networks.
method Stochastic Gauss-Newton method with Levenberg-Marquardt damping and mini-batch sampling.
result Established finite-time convergence and non-asymptotic generalization bounds.

New algorithm improves convergence of gradient boosting trees.

problem Global convergence of Newton boosting in tabular machine learning.
method Introduces Gradient Regularized Newton Descent for GBDTs, proving linear convergence for smooth, strongly convex losses and O(1k2)\mathcal{O}(\frac{1}{k^2}) rate for general convex losses.
result Achieves globally convergent second-order GBDT algorithm with rate matching first-order boosting.

SGD vs quasi-Newton optimization in neural networks: different landscapes, different generalizability.

problem Understanding neural network optimization and generalizability.
method Comparison of stochastic gradient descent (SGD) and quasi-Newton optimization methods using computational tools.
result SGD solutions are separated by lower barriers than quasi-Newton solutions, but quasi-Newton solutions are deeper and more isolated.

A new method for machine learning updates reduces complexity and improves robustness.

problem Stochastic gradient updates are inefficient and sensitive to feature scaling.
method Incremental Gauss-Newton Descent (IGND) reduces the need for matrix operations and improves robustness.
result IGND improves robustness to sensitivity scaling and can be competitive with common stochastic optimizers.

Improved complexity for smooth nonconvex optimization using quasi-Newton methods.

problem Finding ε-first-order stationary points of smooth functions with gradient information only.
method Two-level online learning approach involving quasi-Newton methods.
result Gradient complexity improved to O(d^(1/4)ε^(-13/8)) for d = O(ε^(-1/2)).

Apollo improves nonconvex stochastic optimization efficiency.

problem Nonconvex stochastic optimization challenges.
method Adaptive parameter-wise diagonal quasi-Newton method approximating Hessian.
result Significant improvements in convergence speed and generalization over SGD and Adam.

We consider the entropic regularization of discretized optimal transport and propose to solve its optimality conditions via a logarithmic Newton iteration. We show a quadratic convergence rate and validate numerically that the method compares favorably with the more commonly used Sinkhorn--Knopp algorithm for small reg…

2017-10-18abs ↗pdf ↗

The paper optimizes policies constrained to Schur stabilizing controllers using a Newton-type algorithm.

problem Optimizing policies under linear constraints in control systems.
method Newton-type algorithm on a manifold of Schur stabilizing controllers with a Riemannian metric.
result Local convergence guarantees for the Newton-type algorithm without relying on exponential mapping or retractions.

Develops a new SPP algorithm with variance reduction for weakly convex optimization.

problem Weakly convex, composite optimization problems.
method Inexact semismooth Newton framework with variance reduction for stochastic proximal point updates.
result Establishes convergence results for the proposed algorithm.

Paper proposes a method to find approximate SOSP for nonconvex conic optimization problems.

problem Finding approximate second-order stationary points in nonconvex conic optimization.
method Newton-CG based barrier-augmented Lagrangian method.
result Method achieves complexity bounds of O~(ε11/2)\widetilde{\cal O}(ε^{-11/2}) and O~(ε11/2min{n,ε5/4})\widetilde{\cal O}(ε^{-11/2}\min\{n,ε^{-5/4}\}) for finding an (ε,ε)(ε,\sqrtε)-SOSP.

The paper studies the solution of stochastic optimization problems in which approximations to the gradient and Hessian are obtained through subsampling. We first consider Newton-like methods that employ these approximations and discuss how to coordinate the accuracy in the gradient and Hessian to yield a superlinear ra…

2016-09-27abs ↗pdf ↗

Paper develops a robust PP distributed quasi-Newton estimation for Byzantine machines.

problem Byzantine machines in distributed computing under Privacy Protection constraints.
method Robust PP distributed quasi-Newton estimation method that transmits only five vectors.
result Reduces privacy budgeting and transmission cost compared to gradient descent and Newton iteration.