SketchySGD: Reliable Stochastic Optimization via Robust Curvature Estimates.

Zachary Frangella Pratik Rathore Shipu Zhao Madeleine Udell

Published in: CoRR (2022)

Keyphrases

stochastic optimization
robust optimization
multistage
multiscale
highly accurate
estimation error
genetic algorithm
cooperative
dimensionality reduction
robust estimation