Fast and accurate least-mean-squares solvers

A Maalouf, I Jubran, D Feldman - Advances in Neural …, 2019 - proceedings.neurips.cc
Least-mean squares (LMS) solvers such as Linear/Ridge/Lasso-Regression, SVD and
Elastic-Net not only solve fundamental machine learning problems, but are also the building …

Active Linear Regression for ℓp Norms and Beyond

C Musco, C Musco, DP Woodruff… - 2022 IEEE 63rd Annual …, 2022 - ieeexplore.ieee.org
We study active sampling algorithms for linear regression, which aim to query only a small
number of entries of a target vector and output a near minimizer to the objective function. For …

Oblivious sketching-based central path method for solving linear programming problems

Z Song, Z Yu - 2021 - openreview.net
In this work, we propose a sketching-based central path method for solving linear
programmings, whose running time matches the state of art results [Cohen, Lee, Song STOC …

Oblivious sketching-based central path method for linear programming

Z Song, Z Yu - International Conference on Machine …, 2021 - proceedings.mlr.press
In this work, we propose a sketching-based central path method for solving linear
programmings, whose running time matches the state of the art results [Cohen, Lee, Song …

Towards a zero-one law for column subset selection

Z Song, D Woodruff, P Zhong - Advances in Neural …, 2019 - proceedings.neurips.cc
There are a number of approximation algorithms for NP-hard versions of low rank
approximation, such as finding a rank-$ k $ matrix $ B $ minimizing the sum of absolute …

Tailoring to the tails: Risk measures for fine-grained tail sensitivity

C Fröhlich, RC Williamson - arxiv preprint arxiv:2208.03066, 2022 - arxiv.org
Expected risk minimization (ERM) is at the core of many machine learning systems. This
means that the risk inherent in a loss distribution is summarized using a single number-its …

Average Case Column Subset Selection for Entrywise -Norm Loss

Z Song, D Woodruff, P Zhong - Advances in Neural …, 2019 - proceedings.neurips.cc
We study the column subset selection problem with respect to the entrywise $\ell_1 $-norm
loss. It is known that in the worst case, to obtain a good rank-$ k $ approximation to a matrix …