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GloballyConvergentNewtonMethodsfor Ill-conditionedGeneralizedSelf-concordantLosses

Neural Information Processing Systems

Second, in the non-parametric machine learning setting, we provide an explicit algorithm combining the previous scheme with Nyström projection techniques, andprovethatitachievesoptimal generalization bounds with atime complexity of orderO(ndfλ), a memory complexity of orderO(df2λ) and no dependence on the condition number, generalizing the results known for leastsquaresregression.Here nisthenumberofobservationsand dfλ istheassociated degrees of freedom.