The common-directions method for regularized empirical risk minimization

zbMATH Open1489.68260MaRDI QIDQ5381111FDOQ5381111

Authors: Po-Wei Wang, Ching-pei Lee, Chih-Jen Lin 

Publication date: 7 June 2019

Full work available at URL: http://jmlr.csail.mit.edu/papers/v20/16-309.html

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zbMATH Keywords

optimizationconvergenceempirical risk minimization

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Problem solving in the context of artificial intelligence (heuristics, search strategies, etc.) (68T20) Nonlinear programming (90C30)

Cites Work

• LIBLINEAR: a library for large linear classification
• Newton's Method for Large Bound-Constrained Optimization Problems
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• On the limited memory BFGS method for large scale optimization
• Introductory lectures on convex optimization. A basic course.
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• Analysis and design of optimization algorithms via integral quadratic constraints
• Gradient methods for minimizing composite functions
• Function minimization by conjugate gradients
• Trust region Newton method for logistic regression
• Quasi-Newton Methods, Motivation and Theory
• A modified finite Newton method for fast solution of large scale linear SVMs
• Bundle methods for regularized risk minimization
• A survey of nonlinear conjugate gradient methods
• Some methods of speeding up the convergence of iteration methods
• Convex optimization: algorithms and complexity
• A finite newton method for classification

Cited In (2)

• Search direction correction with normalized gradient makes first-order methods faster
• Limited-memory common-directions method for large-scale optimization: convergence, parallelization, and distributed optimization

Uses Software

• LIBLINEAR

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