A Distributed Quasi-Newton Algorithm for Primal and Dual Regularized Empirical Risk Minimization

12 Dec 2019Ching-pei LeeCong Han LimStephen J. Wright

We propose a communication- and computation-efficient distributed optimization algorithm using second-order information for solving empirical risk minimization (ERM) problems with a nonsmooth regularization term. Our algorithm is applicable to both the primal and the dual ERM problem... (read more)

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