2025
Newton Meets Marchenko-Pastur: Massively Parallel Second-Order Optimization with Hessian Sketching and Debiasing
ICLR 2025poster
Motivated by recent advances in serverless cloud computing, in particular the ``function as a service'' (FaaS) model, we consider the problem of minimizing a convex function in a massively parallel fashion, where communication between workers is limited. Focusing on the case of a twice-differentiab…