BriefGPT.xyz
Feb, 2016
通过草图实现高效的二阶在线学习
Efficient Second Order Online Learning via Sketching
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Haipeng Luo, Alekh Agarwal, Nicolo Cesa-Bianchi, John Langford
TL;DR
提出了Sketched Online Newton（SON），这是一种在线二阶学习算法，具有较高的遗憾保证，且通过素描技巧在维度和素描大小线性运行时间。
Abstract
We propose Sketched Online Newton (SON), an online
second order learning
algorithm that enjoys substantially improved
regret guarantees
for ill-conditioned data. SON is an enhanced version of the Online Newton St
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