Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: A stochastic Levenberg-Marquardt method using random models with
  complexity results   Globally convergent variants of the Gauss-Newton algorithm are often the
methods of choice to tackle nonlinear least-squares problems. Among such
frameworks, Levenberg-Marquardt and trust-region methods are two
well-established, similar paradigms. Both schemes have been studied when the
Gauss-Newton model is replaced by a random model that is only accurate with a
given probability. Trust-region schemes have also been applied to problems
where the objective value is subject to noise: this setting is of particular
interest in fields such as data assimilation, where efficient methods that can
adapt to noise are needed to account for the intrinsic uncertainty in the input
data.
  In this paper, we describe a stochastic Levenberg-Marquardt algorithm that
handles noisy objective function values and random models, provided sufficient
accuracy is achieved in probability. Our method relies on a specific scaling of
the regularization parameter, that allows us to leverage existing results for
trust-region algorithms. Moreover, we exploit the structure of our objective
through the use of a family of stationarity criteria tailored to least-squares
problems. Provided the probability of accurate function estimates and models is
sufficiently large, we bound the expected number of iterations needed to reach
an approximate stationary point, which generalizes results based on using
deterministic models or noiseless function values. We illustrate the link
between our approach and several applications related to inverse problems and
machine learning.

36
The categories of this paper are: cmp-lg
10
The categories of this paper are: q-bio
33
The categories of this paper are: plasm-ph
35
The categories of this paper are: mtrl-th
17
The categories of this paper are: q-fin
3
The categories of this paper are: physics
32
The categories of this paper are: atom-ph
29
The categories of this paper are: funct-an
11
The categories of this paper are: hep-lat
8
The categories of this paper are: hep-ex
0
The categories of this paper are: hep-ph
6
The categories of this paper are: astro-ph
1
The categories of this paper are: cs
26
The categories of this paper are: bayes-an
5
The categories of this paper are: gr-qc
25
The categories of this paper are: patt-sol