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Aug, 2015
一种线性收敛的随机L-BFGS算法
A Linearly-Convergent Stochastic L-BFGS Algorithm
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Philipp Moritz, Robert Nishihara, Michael I. Jordan
TL;DR
提出了一种新的随机L-BFGS算法，并证明了它对于强凸平滑函数具有线性收敛率。这种算法对于大规模的凸和非凸优化问题表现出色，具有快速求解高精度的线性收敛率，对于多种步幅表现良好。
Abstract
We propose a new
stochastic l-bfgs algorithm
and prove a
linear convergence rate
for strongly convex functions. Our algorithm draws heavily from a recent stochastic variant of L-BFGS proposed in Byrd et al. (2014
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