BEAR: Sketching BFGS Algorithm for Ultra-High Dimensional Feature Selection in Sublinear Memory

1 code implementation • 26 Oct 2020 • Amirali Aghazadeh, Vipul Gupta, Alex DeWeese, O. Ozan Koyluoglu, Kannan Ramchandran

We consider feature selection for applications in machine learning where the dimensionality of the data is so large that it exceeds the working memory of the (local) computing machine.

feature selection