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Record W3142207845 · doi:10.13140/rg.2.2.18142.15680

Scalable Adaptive Cubic Regularization Methods

2021· preprint· en· W3142207845 on OpenAlexfundno aff
Jean‐Pierre Dussault, Dominique Orban

Bibliographic record

VenuearXiv (Cornell University) · 2021
Typepreprint
Languageen
FieldEngineering
TopicSparse and Compressive Sensing Techniques
Canadian institutionsnot available
FundersNatural Sciences and Engineering Research Council of Canada
KeywordsHessian matrixLanczos resamplingCholesky decompositionMathematical optimizationApplied mathematicsComputer scienceScalabilityPreconditionerMathematicsConjugate gradient methodLine searchAlgorithmIterative methodEigenvalues and eigenvectors

Abstract

fetched live from OpenAlex

Adaptive cubic regularization (ARC) methods for unconstrained optimization compute steps from linear systems involving a shifted Hessian in the spirit of the Levenberg-Marquardt and trust-region methods. The standard approach consists in performing an iterative search for the shift akin to solving the secular equation in trust-region methods. Such search requires computing the Cholesky factorization of a tentative shifted Hessian at each iteration, which limits the size of problems that can be reasonably considered. We propose a scalable implementation of ARC named ARCqK in which we solve a set of shifted systems concurrently by way of an appropriate modification of the Lanczos formulation of the conjugate gradient (CG) method. At each iteration of ARCqK to solve a problem with n variables, a range of m << n shift parameters is selected. The computational overhead in CG beyond the Lanczos process is thirteen scalar operations to update five vectors of length m and two n-vector updates for each value of the shift. The CG variant only requires one Hessian-vector product and one dot product per iteration, independently of the number of shift parameters. Solves corresponding to inadequate shift parameters are interrupted early. All shifted systems are solved inexactly. Such modest cost makes our implementation scalable and appropriate for large-scale problems. We provide a new analysis of the inexact ARC method including its worst case evaluation complexity, global and asymptotic convergence. We describe our implementation and provide preliminary numerical observations that confirm that for problems of size at least 100, our implementation of ARCqK is more efficient than a classic Steihaug-Toint trust region method. Finally, we generalize our convergence results to inexact Hessians and nonlinear least-squares problems.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

How this classification was reachedexpand

Full frame distilled prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.

metaresearch head score (Codex)0.000
metaresearch head score (Gemma)0.000
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesMeta-epidemiology (narrow)
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Simulation or modeling · Consensus signal: Simulation or modeling
GenreCandidate signal: Empirical · Consensus signal: none
Teacher disagreement score0.888
Threshold uncertainty score1.000

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0000.000
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0000.000
Science and technology studies0.0000.000
Scholarly communication0.0000.000
Open science0.0000.000
Research integrity0.0000.001
Insufficient payload (model declined to judge)0.0000.000

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.081
GPT teacher head0.211
Teacher spread0.130 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it

Classification

machine, unvalidated

Machine predicted; a candidate call from one teacher head, not a consensus.

Study designSimulation or modeling
Domainnot available
GenreEmpirical

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

Quick stats

Citations1
Published2021
Admission routes1
Has abstractyes

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