@inproceedings{luo2016efficient,
author = {Luo, Haipeng and Agarwal, Alekh and Cesa-Bianchi, Nicolo and Langford, John},
title = {Efficient Second Order Online Learning by Sketching},
booktitle = {Advances in Neural Information Processing Systems 29 (NIPS 2016)},
year = {2016},
month = {December},
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 Step, which, via sketching techniques enjoys a running time linear in the dimension and sketch size. We further develop sparse forms of the sketching methods (such as Oja's rule), making the computation linear in the sparsity of features. Together, the algorithm eliminates all computational obstacles in previous second order online learning approaches.},
url = {http://approjects.co.za/?big=en-us/research/publication/efficient-second-order-online-learning-sketching/},
edition = {Advances in Neural Information Processing Systems 29 (NIPS 2016)},
note = {Advances in Neural Information Processing Systems 29 (NIPS 2016)},
}