Systems and methods for large-scale randomized optimization for problems with decomposable loss functions
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United States of America Patent
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Dec 2, 2014
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Jun 27, 2011
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Jun 27, 2011
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Abstract
Systems and methods directed toward processing optimization problems using loss functions, wherein a loss function is decomposed into at least one stratum loss function, a loss is decreased for each stratum loss function to a predefined stratum loss threshold individually using gradient descent, and the overall loss is decreased to a predefined threshold for the loss function by appropriately ordering the processing of the strata and spending appropriate processing time in each stratum. Other embodiments and aspects are also described herein.
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