Inexact Tensor Methods and Their Application to Stochastic Convex Optimization
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Abstract (arXiv)
We propose general non-accelerated and accelerated tensor methods under inexact information on the derivatives of the objective, analyze their convergence rate. Further, we provide conditions for the inexactness in each derivative that is sufficient for each algorithm to achieve the desired accuracy. As a corollary, we propose stochastic tensor methods for convex optimization and obtain sufficient mini-batch sizes for each derivative.
Key facts. Cited by 6 papers in the map (data through 7 Oct 2026). First posted on arXiv 31 Dec 2020.
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Citing papers per year: 2023: 1; 2024: 2; 2025: 2; 2026: 1.
6 papers.
- 2023Unified Convergence Theory of Stochastic and Variance-Reduced Cubic Newton Methodscited by 10
- 2024Improving Stochastic Cubic Newton with Momentumcited by 6
- 2024Cubic regularized subspace Newton for non-convex optimizationcited by 3
- 2025Gradient-Normalized Smoothness for Optimization with Approximate Hessianscited by 3
- 2026Blockwise Stabilized Adaptive Cubic Regularization with Subsolvers via Recurrencecited by 1
- 2025Simple Stepsize for Quasi-Newton Methods with Global Convergence Guaranteescited by 0
- 2026Blockwise Stabilized Adaptive Cubic Regularization with Subsolvers via Recurrence22 Aug 2026
- 2025Simple Stepsize for Quasi-Newton Methods with Global Convergence Guarantees27 Aug 2025
- 2025Gradient-Normalized Smoothness for Optimization with Approximate Hessians16 Jun 2025
- 2024Improving Stochastic Cubic Newton with Momentum25 Oct 2024
- 2024Cubic regularized subspace Newton for non-convex optimization24 Jun 2024
- 2023Unified Convergence Theory of Stochastic and Variance-Reduced Cubic Newton Methods23 Feb 2023