Students pose with their school t-shirts before packaging them up to ship to customers around the world. Students at Marjory Stoneman Douglas High School have shown themselves deft at using technology to get their message out, harnessing Twitter and Facebook to rally a national audience to their calls for stricter limits on gun use. Members of the Student Government Association at the Parkland, Fla. high school where a former classmate killed 17 fellow students and staff with an assault weapon on February 14 wanted to sell tee-shirts that emphasized a spirit of unity as students returned last week. So in one day, the group built an online store using the website creation platform, Weebly. The shirts, printed with #MSDstrong, sold for $20 a piece, funds the group hope will help rebuild morale at the school, perhaps with a memorial.
We propose Sketched Online Newton (SON), an online second order learning algorithm that enjoys substantially improved regret guarantees for ill-conditioned data. SON is an enhanced version of the Online Newton Step, which, via sketching techniques enjoys a running time linear in the dimension and sketch size. We further develop sparse forms of the sketching methods (such as Oja's rule), making the computation linear in the sparsity of features. Together, the algorithm eliminates all computational obstacles in previous second order online learning approaches.
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