arXiv Machine Learning By Gil Goldshlager, Jiang Hu, Lin Lin

A Sketch-and-Project Analysis of Subsampled Natural Gradient Algorithms

Read the original on arXiv Machine Learning →

arXiv:2508. 21022v3 Announce Type: replace Abstract: Subsampled natural gradient descent (SNG) has been used to enable high-precision scientific machine learning, but standard analyses based on stochastic preconditioning fail to provide insight into realistic small-sample settings.

Machine-generated by The Flow from the publisher's headline and feed description — not written or checked by a human. The full article lives at arXiv Machine Learning.

arXiv Machine Learning
Sep 14

Inference for Newton Methods with Accelerated Sketch-and-Project via Random Scaling

The paper introduces an online sketched Newton method that uses a generalized accelerated sketch-and-project solver (GAS) to approximate Newton directions efficiently. GAS incorporates Nesterov momentum and a flexible projection metric, achieving accelerated convergence and reduced computational cost. The authors prove asymptotic normality and a functional central limit theorem for the averaged iterates, enabling an online inference procedure via random scaling that yields a pivotal test statistic with a parameter‑free limiting distribution.

By Xinchen Du, Elizaveta Rebrova, Micha{\l} Derezi\'{n}ski, Sen Na