2021
Enhance Curvature Information by Structured Stochastic Quasi-Newton Methods
CVPR 2021poster
In this paper, we consider stochastic second-order methods for minimizing a finite summation of nonconvex functions. One important key is to find an ingenious but cheap scheme to incorporate local curvature information. Since the true Hessian matrix is often a combination of a cheap part and an expe…