2020
Efficient Distributed Hessian Free Algorithm for Large-scale Empirical Risk Minimization via Accumulating Sample Strategy
AISTATS 2020poster
In this paper, we propose a Distributed Accumulated Newton Conjugate gradiEnt (DANCE) method in which sample size is gradually increasing to quickly obtain a solution whose empirical loss is under satisfactory statistical accuracy. Our proposed method is multistage in which the solution of a stage s…