An Accelerated Linearly Convergent Stochastic L-BFGS Algorithm
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DOI: 10.1109/tnnls.2019.2891088
Abstract: The limited memory version of the Broyden–Fletcher–Goldfarb–Shanno (L-BFGS) algorithm is the most popular quasi-Newton algorithm in machine learning and optimization. Recently, it was shown that the stochastic L-BFGS (sL-BFGS) algorithm with the variance-reduced stochastic gradient… read more here.
Keywords: stochastic bfgs; accelerated linearly; bfgs; bfgs algorithm ... See more keywords