Title
Least Squares Revisited: Scalable Approaches for Multi-class Prediction.
Abstract
This work provides simple algorithms for multi-class (and multi-label) prediction in settings where both the number of examples n and the data dimension d are relatively large. These robust and parameter free algorithms are essentially iterative least-squares updates and very versatile both in theory and in practice. On the theoretical front, we present several variants with convergence guarantees. Owing to their effective use of second-order structure, these algorithms are substantially better than first-order methods in many practical scenarios. On the empirical side, we present a scalable stagewise variant of our approach, which achieves dramatic computational speedups over popular optimization packages such as Liblinear and Vowpal Wabbit on standard datasets (MNIST and CIFAR-10), while attaining state-of-the-art accuracies.
Year
Venue
DocType
2013
ICML
Journal
Volume
Citations 
PageRank 
abs/1310.1949
11
0.62
References 
Authors
22
5
Name
Order
Citations
PageRank
Alekh Agarwal1160696.62
Sham Kakade24365282.77
Nikos Karampatziakis351724.63
Le Song42437159.27
Gregory Valiant578553.89