Sub-Sampled Newton Methods I: Globally Convergent Algorithms

18 Jan 2016Farbod Roosta-KhorasaniMichael W. Mahoney

Large scale optimization problems are ubiquitous in machine learning and data analysis and there is a plethora of algorithms for solving such problems. Many of these algorithms employ sub-sampling, as a way to either speed up the computations and/or to implicitly implement a form of statistical regularization... (read more)

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