Xi He
Xi He
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TitleCited byYear
Dual free sdca for empirical risk minimization with adaptive probabilities
X He, M Takác
arXiv preprint arXiv:1510.06684, 2015
Large scale distributed hessian-free optimization for deep neural network
X He, D Mudigere, M Smelyanskiy, M Takác
arXiv preprint arXiv:1606.00511, 97-104, 2016
Efficient distributed hessian free algorithm for large-scale empirical risk minimization via accumulating sample strategy
M Jahani, X He, C Ma, A Mokhtari, D Mudigere, A Ribeiro, M Takáč
arXiv preprint arXiv:1810.11507, 2018
Distributed Hessian-Free Optimization for Deep Neural Network
X He, D Mudigere, M Smelyanskiy, M Takác
Workshops at the Thirty-First AAAI Conference on Artificial Intelligence, 2017
Dual Free Adaptive Minibatch SDCA for Empirical Risk Minimization
X He, R Tappenden, M Takac
Frontiers in Applied Mathematics and Statistics 4, 33, 2018
Distributed Algorithms in Large-scaled Empirical Risk Minimization: Non-convexity, Adaptive-sampling, and Matrix-free Second-order Methods
X He
Efficient calculations of negative curvature in a hessian free deep learning framework
X He, I Akrotirianakis, A Chakraborty
US Patent App. 15/290,154, 2018
Distributed Restarting NewtonCG Method for Large-Scale Empirical Risk Minimization
M Jahani, X He, C Ma, D Mudigere, A Mokhtari, A Ribeiro, M Takac
A Method with Parameter for Solving the Spectral Radius of Nonnegative Tensor
YY Li, QZ Yang, X He
Journal of the Operations Research Society of China 5 (1), 3-25, 2017
Estimating Portfolio Loss Probabilities with Optimal Risk Loading Coefficients and Fixed Dependency among Obligors
X He, I Akrotirianakis, A Chakraborty
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Articles 1–10