title: Learning to Optimize via Dual space Preconditioning
abstract: Preconditioning an minimization algorithm improve its convergence and can lead to a minimizer in one iteration in some extreme cases. There is currently no analytical way for finding a suitable preconditioner. We present a general methodology for learning the preconditioner and show that it can lead to dramatic speed-ups over standard optimization techniques.
     
authors: Sélim Chraibi Adil Salim Samuel Horváth Filip Hanzely Peter Richtárik
hIndex: None 0