Accelerated Stochastic Matrix Inversion: General Theory and Speeding up BFGS Rules for Faster Second-Order Optimization

Mathematics

• Matrix Inversion 100%
• Positive Definite Matrix 100%
• BFGS 100%
• Stochastic Matrix 100%
• Euclidean Space 50%
• Linear System 50%
• Empirical Risk Minimization 50%
• Stochastics 50%
• Numerical Experiment 50%
• Approximate Solution 50%

Computer Science

• Machine Learning 100%
• Stochastic Matrix 100%
• Positive Definite Matrix 100%
• Randomized Algorithm 50%
• Risk Minimization 50%
• Approximation (Algorithm) 50%
• Linear Systems 50%
• Approximate Solution 50%

Keyphrases

• Stochastic Matrix 100%
• Second-order Optimization 100%
• Stochastic quasi-Newton 50%