PSGD (Preconditioned SGD) is a general purpose (mathematical and stochastic, convex and nonconvex) 2nd order optimizer. It reformulates a wide range of preconditioner estimation and Hessian fitting ...

This paper investigates global asymptotic stability of the equilibrium of a dynamical system defined by online gradient-based optimization of a sequence of quadratic cost functions that have a unique ...

Learn how gradient descent really works by building it step by step in Python. No libraries, no shortcuts—just pure math and code made simple. FBI: Vance Boelter went to other lawmakers' homes ...

Abstract: This article is concerned with the multiagent optimization problem. A distributed randomized gradient-free mirror descent (DRGFMD) method is developed by introducing a randomized ...