A Stochastic Quasi-Newton Method with Nesterov's Accelerated Gradient
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Abstract (arXiv)
Incorporating second order curvature information in gradient based methods have shown to improve convergence drastically despite its computational intensity. In this paper, we propose a stochastic (online) quasi-Newton method with Nesterov's accelerated gradient in both its full and limited memory forms for solving large scale non-convex optimization problems in neural networks. The performance of the proposed algorithm is evaluated in Tensorflow on benchmark classification and regression problems. The results show improved performance compared to the classical second order oBFGS and oLBFGS methods and popular first order stochastic methods such as SGD and Adam. The performance with different momentum rates and batch sizes have also been illustrated.
Key facts. Cited by 3 papers in the map (data through 7 Oct 2026). First posted on arXiv 9 Sep 2019.
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Citing papers per year: 2022: 1; 2023: 0; 2024: 2.
3 papers.
- 2022Quasi-Newton Steps for Efficient Online Exp-Concave Optimizationcited by 9
- 2024An Adaptive Cost-Sensitive Learning and Recursive Denoising Framework for Imbalanced SVM Classificationcited by 0
- 2024Curvature in the Looking-Glass: Optimal Methods to Exploit Curvature of Expectation in the Loss Landscapecited by 0
- 2024Curvature in the Looking-Glass: Optimal Methods to Exploit Curvature of Expectation in the Loss Landscape25 Nov 2024
- 2024An Adaptive Cost-Sensitive Learning and Recursive Denoising Framework for Imbalanced SVM Classification13 Mar 2024
- 2022Quasi-Newton Steps for Efficient Online Exp-Concave Optimization2 Nov 2022