BriefGPT.xyz
Sep, 2014
在线有限内存BFGS算法的全局收敛性
Global Convergence of Online Limited Memory BFGS
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Aryan Mokhtari, Alejandro Ribeiro
TL;DR
证明了解决大规模机器学习中随机目标优化问题的在线随机有限内存版本的Broyden-Fletcher-Goldfarb-Shanno拟牛顿法全局收敛性，数值实验证明其优于随机梯度下降算法。
Abstract
Global
convergence
of an online (stochastic) limited memory version of the Broyden-Fletcher- Goldfarb-Shanno (BFGS) quasi-Newton method for solving
optimization problems with stochastic objectives
that arise in l
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