Riemannian stochastic quasi-Newton algorithm with variance reduction and its convergence analysis.
Hiroyuki KasaiHiroyuki SatoBamdev MishraPublished in: AISTATS (2018)
Keyphrases
- convergence analysis
- newton method
- cost function
- np hard
- monte carlo
- learning algorithm
- global convergence
- linear programming
- quasi newton
- objective function
- dynamic programming
- convergence rate
- optimal solution
- machine learning
- optimization algorithm
- global optimum
- nonnegative matrix factorization
- evolutionary algorithm
- genetic algorithm