Adaptive Newton Sketch: Linear-time Optimization with Quadratic Convergence and Effective Hessian Dimensionality

Jonathan Lacotte, Yifei Wang, Mert Pilanci. Adaptive Newton Sketch: Linear-time Optimization with Quadratic Convergence and Effective Hessian Dimensionality. In Marina Meila, Tong Zhang 0001, editors, Proceedings of the 38th International Conference on Machine Learning, ICML 2021, 18-24 July 2021, Virtual Event. Volume 139 of Proceedings of Machine Learning Research, pages 5926-5936, PMLR, 2021. [doi]

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