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)

A note on diagonal preconditioner in large-scale logistic regression. Technical report, Department of Computer Science and Information Engineering, National Taiwan University, 2016

Wei-Sheng Chin, Bo-Wen Yuan, Meng-Yuan Yang, Chih-Jen Lin