• A
  • A
  • A
  • АБB
  • АБB
  • АБB
  • А
  • А
  • А
  • А
  • А
Обычная версия сайта

Статья

Near Optimal Methods for Minimizing Convex Functions with Lipschitz p-th Derivatives

Proceedings of Machine Learning Research. 2019. Т. 99. С. 1392-1393.
Гасников А. В., Горбунов Э. А., Двуреченский П. Е., Vorontsova E., Selikhanovych D., Uribe C. A., Jiang B., Haoyue W.

In this merged paper, we consider the problem of minimizing a convex function with Lipschitzcontinuous p-th order derivatives. Given an oracle which when queried at a point returns the first p-derivatives of the function at that point we provide some methods which compute an ε approximate minimizer in O  ε − 2 3p+1  iterations. These methods match known lower bounds up to polylogarithmic factors for constant p.