arXiv Machine Learning By El Mahdi Chayti, Martin Jaggi

Second-Order Optimization with Asynchronous Curvature

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The paper introduces Split-Client, a task‑parallel scheme that separates Hessian factorization (performed by a curvature client in the background) from gradient updates (performed by a gradient client using the latest available Hessian). It proves that the resulting first‑order stationarity bound depends on the average age of the curvature matrix rather than its maximum, and extends this analysis to subsampled and inexact Hessians. Experiments on two LIBSVM datasets show that this approach reduces the objective faster in wall‑clock time than both Lazy and Vanilla cubic Newton, especially at intermediate accuracy levels.

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