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A curated list of resources for second-order stochastic optimization

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Books and Lecture NotesPapersImplementation in JAX

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Implementation in JAX

  • AdaHessianJax

    implementation of the AdaHessian optimizer by Nestor Demeure

  • JAXopt

    deterministic second-order methods (e.g., Gauss-Newton, Levenberg Marquardt), stochastic first-order methods PolyakSGD, ArmijoSGD

  • KFAC-JAX

    implementation of KFAC from the DeepMind team

  • Optax

    mostly first-order accelerated methods

  • Somax

    second-order stochastic solvers

Showing a sample of 32 resources. View the full list on GitHub →