An inexact subsampled proximal Newton-type method for large-scale machine learning

Xuanqing Liu, Cho-Jui Hsieh, Jason D. Lee +1

We propose a fast proximal Newton-type algorithm for minimizing regularized finite sums that returns an $\epsilon$-suboptimal point in $\tilde{\mathcal{O}}(d(n + \sqrt{κd})\log(\frac{1}ε)…