Iterative Hessian sketch: Fast and accurate solution approximation for constrained least-squares

3 November 2014

Papers citing "Iterative Hessian sketch: Fast and accurate solution approximation for constrained least-squares"

6 / 6 papers shown

Title
Online estimation of the inverse of the Hessian for stochastic optimization with application to universal stochastic Newton algorithms Antoine Godichon-Baggioni Wei Lu Bruno Portier 84 1 0 15 Jan 2024
Surrogate-based Autotuning for Randomized Sketching Algorithms in Regression Problems Younghyun Cho James Demmel Michal Derezinski Haoyun Li Hengrui Luo Michael W. Mahoney Riley Murray 37 6 0 30 Aug 2023
Stochastic Variance-Reduced Newton: Accelerating Finite-Sum Minimization with Large Batches Michal Derezinski 60 6 0 06 Jun 2022
ISLET: Fast and Optimal Low-rank Tensor Regression via Importance Sketching Anru R. Zhang Yuetian Luo Garvesh Raskutti M. Yuan 103 44 0 09 Nov 2019
Restricted strong convexity and weighted matrix completion: Optimal bounds with noise S. Negahban Martin J. Wainwright 119 521 0 10 Sep 2010
$Minimax rates of estimation for high-dimensional linear regression over $\ell_q$-balls$ Minimax rates of estimation for high-dimensional linear regression over $\ell_q$ -balls Garvesh Raskutti Martin J. Wainwright Bin Yu 108 575 0 11 Oct 2009