Inverse Time Dependency in Convex Regularized Learning

In the conventional regularized learning, training time increases as the training set expands. Recent work on L
₂
linear SVM challenges this common sense by proposing the inverse time dependency on the training set size. In this paper, we first put forward a Primal Gradient Solver (PGS) to effectively solve the convex regularized learning problem. This solver is based on the stochastic gradient descent method and the Fenchel conjugate adjustment, employing the well-known online strongly convex optimization algorithm with logarithmic regret. We then theoretically prove the inverse dependency property of our PGS, embracing the previous work of the L
₂
linear SVM as a special case and enable the ¿
_p
-norm optimization to run within a bounded sphere, which qualifies more convex loss functions in PGS. We further illustrate this solver in three examples: SVM, logistic regression and regularized least square. Experimental results substantiate the property of the inverse dependency on training data size.