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]

@inproceedings{LacotteWP21,
  title = {Adaptive Newton Sketch: Linear-time Optimization with Quadratic Convergence and Effective Hessian Dimensionality},
  author = {Jonathan Lacotte and Yifei Wang and Mert Pilanci},
  year = {2021},
  url = {http://proceedings.mlr.press/v139/lacotte21a.html},
  researchr = {https://researchr.org/publication/LacotteWP21},
  cites = {0},
  citedby = {0},
  pages = {5926-5936},
  booktitle = {Proceedings of the 38th International Conference on Machine Learning, ICML 2021, 18-24 July 2021, Virtual Event},
  editor = {Marina Meila and Tong Zhang 0001},
  volume = {139},
  series = {Proceedings of Machine Learning Research},
  publisher = {PMLR},
}