Efficient large-scale kernel learning using a distributed processing architecture

Abstract

A method and system of creating a model for large scale data analytics is provided. Training data is received in a form of a data matrix X and partitioned into a plurality of partitions. A random matrix T is generated. A feature matrix is determined based on multiplying the partitioned training data by the random matrix T. A predicted data {tilde over (y)} is determined for each partition via a stochastic average gradient (SAG) of each partition. A number of SAG values is reduced based on a number of rows n in the data matrix X. For each iteration, a sum of the reduced SAG values is determined, as well as a full gradient based on the sum of the reduced SAG values from all rows n, by distributed parallel processing. The model parameters w are updated based on the full gradient for each partition.