Research map / Optimization / Nonconvex and smooth optimization
Affine-invariant Cubic Newton with Weak Learners
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Proposes an affine-invariant cubic Newton variant for gradient boosting with weak learners, aiming to improve on the global O(1/(γ^12 k^2)) rate of gradient-regularized Newton boosting.
Problem
Newton-based gradient boosting works well empirically but lacks global convergence guarantees; prior gradient-regularized Newton boosting has a global O(1/(γ^12 k^2)) rate with a severe dependence on the weak gradient edge γ and does not exploit Hessian geometry.
Approach
Uses cubic Newton-style regularization that is affine-invariant, exploiting the natural Hessian geometry to obtain better dependence on the weak gradient edge than prior gradient-regularized Newton boosting. Details beyond the abstract are not available.
Experimental setup
Baselines: gradient-regularized Newton (GRN) boosting
Builds on: gradient-regularized Newton boosting
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