SPAN: A Stochastic Projected Approximate Newton Method
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Abstract (arXiv)
Second-order optimization methods have desirable convergence properties. However, the exact Newton method requires expensive computation for the Hessian and its inverse. In this paper, we propose SPAN, a novel approximate and fast Newton method. SPAN computes the inverse of the Hessian matrix via low-rank approximation and stochastic Hessian-vector products. Our experiments on multiple benchmark datasets demonstrate that SPAN outperforms existing first-order and second-order optimization methods in terms of the convergence wall-clock time. Furthermore, we provide a theoretical analysis of the per-iteration complexity, the approximation error, and the convergence rate. Both the theoretical analysis and experimental results show that our proposed method achieves a better trade-off between the convergence rate and the per-iteration efficiency.
Key facts. Cited by 3 papers in the map (data through 7 Oct 2026). First posted on arXiv 10 Feb 2020.
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Citing papers per year: 2021: 2; 2022: 0; 2023: 0; 2024: 0; 2025: 0; 2026: 1.
3 papers.
- 2021Eigencurve: Optimal Learning Rate Schedule for SGD on Quadratic Objectives with Skewed Hessian Spectrumscited by 15
- 2021Stochastic Anderson Mixing for Nonconvex Stochastic Optimizationcited by 6
- 2026Adaptive Hybrid Subspace Levenberg Marquardt Algorithm with Adequacy Monitor for Large Scale Least Squares Problemscited by 1
- 2026Adaptive Hybrid Subspace Levenberg Marquardt Algorithm with Adequacy Monitor for Large Scale Least Squares Problems26 Aug 2026
- 2021Eigencurve: Optimal Learning Rate Schedule for SGD on Quadratic Objectives with Skewed Hessian Spectrums27 Oct 2021
- 2021Stochastic Anderson Mixing for Nonconvex Stochastic Optimization4 Oct 2021