Dymitr Lubczyk

Local Curvature Descent: Squeezing More Curvature out of Standard and Polyak Gradient Descent

We contribute to the growing body of knowledge on more powerful and adaptive stepsizes for convex optimization, empowered by local curvature information. We do not go the route of fully-fledged second-order methods, which require the expensive computation of the Hessian. Instead, our key observation…