Fast Nonsmooth Regularized Risk Minimization with Continuation.
Shuai ZhengRuiliang ZhangJames Tin-Yau KwokPublished in: CoRR (2016)
Keyphrases
- risk minimization
- loss function
- empirical risk
- regularization term
- uniform convergence
- hinge loss
- generalization error
- mathematical programming
- line search
- pairwise
- variational inequalities
- multi category
- newton method
- quadratic programming
- finite number
- cross validation
- multi class
- active learning
- similarity measure
- data sets