SDNA: Stochastic Dual Newton Ascent for Empirical Risk Minimization.
Zheng QuPeter RichtárikMartin TakácOlivier FercoqPublished in: ICML (2016)
Keyphrases
- empirical risk minimization
- statistical learning theory
- uniform convergence
- primal dual
- empirical risk
- vc dimension
- generalization bounds
- rates of convergence
- linear programming
- machine learning
- least squares
- worst case
- sufficient conditions
- supervised classification
- interior point methods
- computationally tractable