Scalable Non-linear Learning with Adaptive Polynomial Expansions

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.

Authors

• Alekh Agarwal
• Alina Beygelzimer John Langford
• Daniel Hsu
• John Langford
• Matus Telgarsky

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