mlsanityData to 7 Oct 2026

Doubly Adaptive Scaled Algorithm for Machine Learning Using Second-Order Information

arXiv 2109.05198 ↗First posted 11 Sep 2021cs.LG math.OCcited by 16

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Abstract (arXiv)

We present a novel adaptive optimization algorithm for large-scale machine learning problems. Equipped with a low-cost estimate of local curvature and Lipschitz smoothness, our method dynamically adapts the search direction and step-size. The search direction contains gradient information preconditioned by a well-scaled diagonal preconditioning matrix that captures the local curvature information. Our methodology does not require the tedious task of learning rate tuning, as the learning rate is updated automatically without adding an extra hyperparameter. We provide convergence guarantees on a comprehensive collection of optimization problems, including convex, strongly convex, and nonconvex problems, in both deterministic and stochastic regimes. We also conduct an extensive empirical evaluation on standard machine learning problems, justifying our algorithm's versatility and demonstrating its strong performance compared to other start-of-the-art first-order and second-order methods.

Key facts. Cited by 16 papers in the map (data through 7 Oct 2026). Builds on 29 of its 52 references that are in the map. First posted on arXiv 11 Sep 2021.

Builds on

29 of 52 references.

References · 29

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17 more
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Citing papers per year: 2022: 2; 2023: 6; 2024: 5; 2025: 2; 2026: 1.

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