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Conjugate gradient (CG) methods are a class of important methods for solving linear equations and nonlinear optimization problems. In this paper, we propose a new stochastic CG algorithm with variance reduction and we prove its linear convergence with the Fletcher and Reeves method for strongly convex and smooth functions. We experimentally demonstrate that the CG with variance reduction algorithm converges faster than its counterparts for four learning models, which may be convex, nonconvex or nonsmooth. In addition, its area under the curve performance on six large-scale data sets is comparable to that of the LIBLINEAR solver for the $L2$ -regularized $L2$ -loss but with a significant improvement in computational efficiency. 1 CGVR algorithm is available on github: https://github.com/xbjin/cgvr [ABSTRACT FROM AUTHOR]

Feature representation learning, an emerging topic in recent years, has achieved great progress. Powerful learned features can lead to excellent classification accuracy. In this article, a selective and robust feature representation framework with a supervised constraint (SRSC) is presented. SRSC seeks a selective, robust, and discriminative subspace by transforming the original feature space into the category space. Particularly, we add a selective constraint to the transformation matrix (or classifier parameter) that can select discriminative dimensions of the input samples. Moreover, a supervised regularization is tailored to further enhance the discriminability of the subspace. To relax the hard zero-one label matrix in the category space, an additional error term is also incorporated into the framework, which can lead to a more robust transformation matrix. SRSC is formulated as a constrained least square learning (feature transforming) problem. For the SRSC problem, an inexact augmented Lagrange multiplier method (ALM) is utilized to solve it. Extensive experiments on several benchmark data sets adequately demonstrate the effectiveness and superiority of the proposed method. The proposed SRSC approach has achieved better performances than the compared counterpart methods. [ABSTRACT FROM AUTHOR]