English(EN) Inference of Online Newton Methods with Nesterov's Accelerated Sketching

研究人员开发了具有加速草图的在线牛顿法以实现高效推断

作者 PulseAugur 编辑部 · [2 个来源] · 2026-04-25 20:43

一篇新论文介绍了一种在线牛顿法，该方法使用 Nesterov 加速草图来近似牛顿方向。该方法旨在为流式数据提供稳健的不确定性量化，同时保持与一阶方法相当的计算效率。该方法量化了来自数据和计算的不确定性，建立了收敛保证并开发了在线协方差估计器。实验表明其在回归模型的在线推断方面具有优越性。 AI

影响引入了一种更具计算效率的不确定性量化在线学习方法，有可能改善流式数据的决策。

排序理由这是一篇发表在 arXiv 上的研究论文，详细介绍了一种新的在线推断方法。

AI 生成摘要 · Google Gemini · 来自 2 个来源。我们如何撰写摘要 →

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arXiv stat.ML TIER_1 English(EN) · Haoxuan Wang, Xinchen Du, Sen Na · 2026-04-28 04:00

基于 Nesterov 加速草图的在线牛顿方法推断

arXiv:2604.23436v1 Announce Type: new Abstract: Reliable decision-making with streaming data requires principled uncertainty quantification of online methods. While first-order methods enable efficient iterate updates, their inference procedures still require updating proper (cov…
arXiv stat.ML TIER_1 English(EN) · Sen Na · 2026-04-25 20:43

具有 Nesterov 加速草图的在线牛顿方法推断

Reliable decision-making with streaming data requires principled uncertainty quantification of online methods. While first-order methods enable efficient iterate updates, their inference procedures still require updating proper (covariance) matrices, incurring $O(d^2)$ time and m…