3 ms·
If you don't want to compute the Hessian, you're at the wrong address with Newton's method. Quasi-Newton methods is where you want to look.
by MauranKilom 5y ago
If you don't want to compute the Hessian, you're at the wrong address with Newton's method. Quasi-Newton methods is where you want to look.
- rwilson4 5y agoSure, or Nesterov's accelerated gradient descent or something. I'm just not sure what the authors mean by "cheap iterations". Update: your other comment clarified this for me. It's cheap relative to other methods that work with non-self-concordant objectives.