Statistical Learning
GloballyConvergentNewtonMethodsfor Ill-conditionedGeneralizedSelf-concordantLosses
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.