A wide variety of machine learning problems can be described as minimizing a regularized risk functional, with different algorithms using different notions of risk and differen...
Choon Hui Teo, S. V. N. Vishwanathan, Alex J. Smol...
We present a globally convergent method for regularized risk minimization problems. Our method applies to Support Vector estimation, regression, Gaussian Processes, and any other ...
A wide variety of machine learning problems can be described as minimizing a regularized risk functional, with different algorithms using different notions of risk and different r...
Choon Hui Teo, Alex J. Smola, S. V. N. Vishwanatha...
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...