Preconditioned Conjugate Gradient Methods in Truncated Newton Frameworks for Large-scale Linear Classification


Truncated Newton method is one of the most effective optimization methods for large-scale linear classification. The main computational task at each Newton iteration is to approximately solve a quadratic sub-problem by an iterative procedure such as the conjugate gradient (CG) method. It is known that CG has slow convergence if the sub-problem is ill… (More)


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