We propose Shotgun, a parallel coordinate descent algorithm for minimizing L1regularized losses. Though coordinate descent seems inherently sequential, we prove convergence bounds...
Joseph K. Bradley, Aapo Kyrola, Danny Bickson, Car...
—The 0/1 loss is an important cost function for perceptrons. Nevertheless it cannot be easily minimized by most existing perceptron learning algorithms. In this paper, we propose...
We consider the minimization of a smooth loss with trace-norm regularization, which is a natural objective in multi-class and multitask learning. Even though the problem is convex...
Linear support vector machines (SVM) are useful for classifying large-scale sparse data. Problems with sparse features are common in applications such as document classification a...
We extend the well-known BFGS quasi-Newton method and its memory-limited variant LBFGS to the optimization of nonsmooth convex objectives. This is done in a rigorous fashion by ge...