Efficient second-order optimisation algorithms for learning from big data

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This project aims to apply a diverse range of scientific computing techniques to design and implement new, second-order methods that can surpass first-order alternatives in the next generation of optimisation methods for large-scale machine learning (ML). Scalable optimisation methods are now an integral part ML in the presence of “big data”. While the development of efficient first-order methods has grown in the ML community, second-order alternatives have largely been ignored. The project expects to facilitate the development of more effective ML algorithms for extraction of knowledge from large data sets.