Adaptive Stochastic Variance Reduction for Subsampled Newton Method with Cubic Regularization.

Junyu Zhang Lin Xiao Shuzhong Zhang

Published in: INFORMS J. Optim. (2022)

Keyphrases

variance reduction
newton method
monte carlo
regularized least squares
sample size
linear equations
optimality conditions
convergence analysis
variational inequalities
importance sampling
bayesian networks
nonnegative matrix factorization
linear svm