Approximate Newton Methods and Their Local Convergence

Authors: Haishan Ye, Luo Luo, Zhihua Zhang

ICML 2017 | Conference PDF | Archive PDF | Plain Text | LLM Run Details

Reproducibility Variable Result LLM Response
Research Type Experimental 7. Empirical Study In this section, we validate our theoretical results about sketched size of the sketch Newton, and sample size of regularized Newton, experimentally. Experiments for validating unnecessity of the Lipschitz continuity condition of 2F(x) are given in the supplementary materials.
Researcher Affiliation Academia 1Shanghai Jiao Tong University, Shanghai, China 2Peking University & Beijing Institute of Big Data Research, Beijing, China.
Pseudocode Yes Algorithm 1 Sketch Newton. ... Algorithm 2 Subsampled Newton. ... Algorithm 3 Regularized Subsample Newton. ... Algorithm 4 New Samp.
Open Source Code No The paper does not provide concrete access to source code for the methodology described.
Open Datasets No In our experiment, A is a 10000 54 matrix. We set the singular values σi of A as: σi = 1.2 i. ... Let A Rn d where n = 8000 and d = 5000.
Dataset Splits No The paper does not provide specific dataset split information (exact percentages, sample counts, citations to predefined splits, or detailed splitting methodology) for training, validation, or test sets, as it uses synthetically generated data for optimization problem instances rather than pre-existing datasets with standard splits.
Hardware Specification No The paper does not provide specific hardware details (exact GPU/CPU models, processor types with speeds, memory amounts, or detailed computer specifications) used for running its experiments.
Software Dependencies No The paper does not provide specific ancillary software details, such as library or solver names with version numbers, needed to replicate the experiment.
Experiment Setup Yes In our experiment, A is a 10000 54 matrix. We set the singular values σi of A as: σi = 1.2 i. Then the condition number of A is κ(A) = 1.254 = 1.8741 104. We use different sketch matrices in Sketch Newton (Algorithm 1) and set different values of the sketched size ℓ. ... Let A Rn d where n = 8000 and d = 5000. ... we set different sample sizes |S|. For each |S| we choose different regularizer terms α and different target ranks r.