Fast Newton method solving KLR based on Multilevel Circulant Matrix with log-linear complexity

1 code implementation • 19 Aug 2021 • Junna Zhang, Shuisheng Zhou, Cui Fu, Feng Ye

Specifically, by approximating the kernel matrix with an MCM, the storage space is reduced to $O(n)$, and further approximating the coefficient matrix of the Newton equation as MCM, the computational complexity of Newton iteration is reduced to $O(n \log n)$.

Binary Classification