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Do literature survey on quasi-newton methods for machine learning? 


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Quasi-Newton methods have been widely studied in the context of machine learning. These methods aim to optimize the convergence rate and efficiency of optimization algorithms. One approach is to use stochastic variants of quasi-Newton methods, which construct Hessian approximations using only gradient information. BFGS-based methods in stochastic settings have been particularly focused on, with algorithmic improvements to enhance applicability, lower computational and storage costs, and improve convergence rates. Another approach is to develop faster stochastic quasi-Newton methods that leverage second-order information. SpiderSQN is a novel method that achieves the best known stochastic first-order oracle complexity by utilizing approximate second-order information. It has been proven to reach an ε-first-order stationary point with improved practical performance. Additionally, quasi-Newton methods, such as L-BFGS, have been proposed for solving large-scale machine learning problems. These methods construct approximate Hessian matrices using gradient information and have shown robust convergence and fast training times in deep learning applications. Decentralized stochastic quasi-Newton methods have also been developed, which achieve faster convergence compared to existing decentralized stochastic first-order algorithms without requiring extra sampling or communication.

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The provided paper discusses a novel faster stochastic quasi-Newton method (SpiderSQN) for machine learning, but it does not provide a literature survey on quasi-Newton methods for machine learning.
The provided paper investigates stochastic quasi-Newton methods for decentralized learning, but it does not specifically discuss quasi-Newton methods for machine learning.
Open accessBook ChapterDOI
Jacob Rafati, Roummel F. Marica 
01 Jan 2020-arXiv: Learning
5 Citations
The provided paper discusses the use of quasi-Newton methods, specifically the limited-memory Broyden-Fletcher-Goldfarb-Shanno (L-BFGS) approach, for optimization in deep learning applications. It provides convergence analysis and empirical results on image classification tasks and deep reinforcement learning.
The paper provides a literature survey on stochastic quasi-Newton methods for machine learning, focusing on BFGS-based methods and discussing algorithmic improvements and future research directions.
The provided paper discusses two sampled quasi-Newton methods (sampled LBFGS and sampled LSR1) for solving empirical risk minimization problems in machine learning.

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