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2011


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Projected Newton-type methods in machine learning

Schmidt, M., Kim, D., Sra, S.

In Optimization for Machine Learning, pages: 305-330, MIT Press, Cambridge, MA, USA, 2011 (incollection)

Abstract
{We consider projected Newton-type methods for solving large-scale optimization problems arising in machine learning and related fields. We first introduce an algorithmic framework for projected Newton-type methods by reviewing a canonical projected (quasi-)Newton method. This method, while conceptually pleasing, has a high computation cost per iteration. Thus, we discuss two variants that are more scalable, namely, two-metric projection and inexact projection methods. Finally, we show how to apply the Newton-type framework to handle non-smooth objectives. Examples are provided throughout the chapter to illustrate machine learning applications of our framework.}

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link (url) [BibTex]

2011


link (url) [BibTex]