BEAR: Sketching BFGS Algorithm for Ultra-High Dimensional Feature Selection in Sublinear Memory

Amirali Aghazadeh, Vipul Gupta, Alex DeWeese, Onur Ozan Koyluoglu, Kannan Ramchandran. BEAR: Sketching BFGS Algorithm for Ultra-High Dimensional Feature Selection in Sublinear Memory. In Joan Bruna, Jan S. Hesthaven, Lenka Zdeborová, editors, Mathematical and Scientific Machine Learning, 16-19 August 2021, Virtual Conference / Lausanne, Switzerland. Volume 145 of Proceedings of Machine Learning Research, pages 75-92, PMLR, 2021. [doi]

Abstract

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