Adaptive Stochastic Variance Reduction for Subsampled Newton Method with Cubic Regularization

• Junyu Zhang

  Junyu Zhang

  [email protected]

  https://orcid.org/0000-0003-2194-9664

  Department of Electrical and Computer Engineering, Princeton University, Princeton, New Jersey 08544Department of Industrial Systems Engineering and Management, National University of Singapore, Singapore 119077

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• Lin Xiao

  Lin Xiao

  [email protected]

  https://orcid.org/0000-0002-9759-3898

  Machine Learning and Optimization Group, Microsoft Research, Redmond, Washington 98052

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  ,
• Shuzhong Zhang

  Shuzhong Zhang

  [email protected]

  https://orcid.org/0000-0001-5838-1676

  Department of Industrial and Systems Engineering, University of Minnesota, Minneapolis, Minnesota 55455

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