Scalable Nonlinear Learning with Adaptive Polynomial Expansions

10/02/2014

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by   Alekh Agarwal, et al.

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Can we effectively learn a nonlinear representation in time comparable to linear learning? We describe a new algorithm that explicitly and adaptively expands higher-order interaction features over base linear representations. The algorithm is designed for extreme computational efficiency, and an extensive experimental study shows that its computation/prediction tradeoff ability compares very favorably against strong baselines.