Second-order step-size tuning of SGD for non-convex optimization.
Camille CasteraJérôme BolteCédric FévotteEdouard PauwelsPublished in: CoRR (2021)
Keyphrases
- convex optimization
- step size
- stochastic gradient descent
- hessian matrix
- convergence rate
- cost function
- convergence speed
- interior point methods
- total variation
- higher order
- primal dual
- convex optimization problems
- line search
- gradient method
- linear combination
- differential evolution
- image classification
- random forests
- interior point
- multiscale