Scalable Approximations for Generalized Linear Problems.
Journal of Machine Learning Research, pp. 1-45, 2019.
In stochastic optimization, the population risk is generally approximated by the empirical risk which is in turn minimized by an iterative algorithm. However, in the large-scale setting, empirical risk minimization may be computationally restrictive. In this paper, we design an efficient algorithm to approximate the population risk minimi...更多
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