Accelerating incremental gradient optimization with curvature information

Abstract This paper studies an acceleration technique for incremental aggregated gradient (IAG) method through the use of curvature information for solving strongly convex finite sum optimization problems. These optimization problems of interest arise in large-scale learning applications. Our techn...

Full description

Bibliographic Details
Main Authors: Wai, Hoi-To, Shi, Wei, Uribe, César A, Nedić, Angelia, Scaglione, Anna
Other Authors: Massachusetts Institute of Technology. Laboratory for Information and Decision Systems
Format: Article
Language:English
Published: Springer US 2021
Online Access:https://hdl.handle.net/1721.1/131862