An investigation of Newton-Sketch and subsampled Newton methods - Berahas, Albert S.; Bollapragada, Raghu; Nocedal, Jorge (Optimization methods & software, 2020)
Keywords: Approximation; Conjugate gradient method; Data points; Iterative methods; Linear systems; machine learning; MATHEMATICS AND COMPUTING; Newton methods; Newton's method; Optimization; Reduction; Sketching; stochastic optimization; subsampling