Аслан Нажмудинович Ашабоков

Matching the Lower Bounds: Stochastic Contracting Cubic Newton and Its Optimal Acceleration

We study second-order methods for convex stochastic optimization, where gradients and Hessians are available only through stochastic estimates with variances $\sigma_1^2$ and $\sigma_2^2$, respectively. First, we propose the Stochastic Contracting Cubic Newton method. At each iteration, it minimizes a cubic model with...