A polynomial expansion line search for large-scale unconstrained minimization of smooth L2-regularized loss functions, with implementation in Apache Spark.
Michael B. HynesHans De SterckPublished in: CoRR (2015)
Keyphrases
- risk minimization
- line search
- loss function
- hinge loss
- objective function
- loss minimization
- pairwise
- support vector
- step size
- quadratic programming
- convex optimization
- conjugate gradient
- reproducing kernel hilbert space
- generalization error
- machine learning
- particle swarm optimization
- least squares
- pairwise constraints
- upper bound