2 ms·
There's quite a bit of literature on putting quasi-newton methods like BFGS in an online setting, but I've never actually seen anyone use them except in the pap
by chestervonwinch 9y ago
There's quite a bit of literature on putting quasi-newton methods like BFGS in an online setting, but I've never actually seen anyone use them except in the papers that present them. Maybe a few theoreticals are still being settled or maybe no one has written a robust piece of software for the folks who aren't optimization experts?