An online conjugate gradient algorithm for large-scale data analysis in machine learning

• Published in: AIMS mathematics Vol. 6; no. 2; pp. 1515 - 1537
• Main Authors: Xue, Wei, Wan, Pengcheng, Li, Qiao, Zhong, Ping, Yu, Gaohang, Tao, Tao
• Format: Journal Article
• Language: English
• Published: AIMS Press 01.01.2021
• Subjects: conjugate gradient; machine learning; online learning; stochastic optimization; variance reduction

In recent years, the amount of available data is growing exponentially, and large-scale data is becoming ubiquitous. Machine learning is a key to deriving insight from this deluge of data. In this paper, we focus on the large-scale data analysis, especially classification data, and propose an online...