Stochastic sub-sampled Newton method with variance reduction.
Zhijian LuoYuntao QianPublished in: Int. J. Wavelets Multiresolution Inf. Process. (2019)
Keyphrases
- variance reduction
- newton method
- monte carlo
- convergence analysis
- sample size
- linear equations
- optimality conditions
- regularized least squares
- quadratic programming
- variational inequalities
- importance sampling
- linear svm
- global convergence
- markov chain
- special case
- optimal solution
- confidence intervals
- semi supervised learning
- state space
- support vector