Patent ID: 8756175

Claim:
A method for determining a set of optimized target parameters for a target model and training data, the method comprising: selecting a set of optimization parameters including a sample size, a damping factor, and an iteration value; sampling the training data based on the selected sample size; performing, by a processor, an optimization round including optimizing an objective function for the sampled training data and the selected iteration value; generating a performance model associated with a set of performance parameters based on the optimization round, the selected iteration value, the selected sample size and the damping factor; determining, by the processor, a generalization error for the optimization round; analyzing the generalization error by evaluating the target model on a second sample of the training data; updating the set of performance parameters based on the analysis of the generalization error to obtain a set of updated performance parameters; and updating a set of target parameters based on the performance model, the set of updated performance parameters, and the generalization error to obtain a set of optimized target parameters for the sampled training data.