{"about":{"site":"https://codewithpapers.app","non_affiliation":"Code with Papers and Syntology are not affiliated with, endorsed by, or sponsored by Papers with Code, Meta, or the pwc-archive mirror.","licence":"CC BY-SA 4.0","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","attribution":"https://codewithpapers.app/attribution","modified":"archive material modified by Syntology; see the attribution page"},"url":"/paper/a-linearly-convergent-stochastic-l-bfgs","title":"A Linearly-Convergent Stochastic L-BFGS Algorithm","arxiv_id":"1508.02087","date":"2015-08-09","proceeding":null,"authors":["Philipp Moritz","Robert Nishihara","Michael. I. Jordan"],"abstract":"We propose a new stochastic L-BFGS algorithm and prove a linear convergence\nrate for strongly convex and smooth functions. Our algorithm draws heavily from\na recent stochastic variant of L-BFGS proposed in Byrd et al. (2014) as well as\na recent approach to variance reduction for stochastic gradient descent from\nJohnson and Zhang (2013). We demonstrate experimentally that our algorithm\nperforms well on large-scale convex and non-convex optimization problems,\nexhibiting linear convergence and rapidly solving the optimization problems to\nhigh levels of precision. Furthermore, we show that our algorithm performs well\nfor a wide-range of step sizes, often differing by several orders of magnitude.","url_abs":"http://arxiv.org/abs/1508.02087v2","url_pdf":"http://arxiv.org/pdf/1508.02087v2.pdf","source":{"archive":"pwc-archive (Hugging Face), CC BY-SA 4.0","snapshot":"2025-07-28","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","row_kind":"abstracts"},"code_links":[{"paper_slug":"a-linearly-convergent-stochastic-l-bfgs","repo_url":"https://github.com/crastogi/sLBFGS","is_official":0,"mentioned_in_paper":0,"mentioned_in_github":1,"framework":"none","reach":{"status":"ok","spdx":"NOASSERTION"}}],"tasks":[],"methods":[],"datasets_introduced":[],"methods_introduced":[],"results":[],"syntology":{"syntology_url":"https://syntology.ai/paper/1508.02087","atlas_url":"https://app.syntology.ai/?focus=1508.02087","mcp":null,"developers":"https://syntology.ai/developers"},"arxiv_metadata":null,"syntology_extracted_results":null}