Abstract | ||
---|---|---|
We develop a novel preconditioning method for ridge regression, based on recent linear sketching methods. By equipping Stochastic Variance Reduced Gradient (SVRG) with this preconditioning process, we obtain a significant speed-up relative to fast stochastic methods such as SVRG, SDCA and SAG. |
Year | Venue | DocType |
---|---|---|
2016 | ICML | Conference |
Volume | Citations | PageRank |
abs/1602.02350 | 7 | 0.45 |
References | Authors | |
11 | 3 |
Name | Order | Citations | PageRank |
---|---|---|---|
Alon Gonen | 1 | 104 | 9.76 |
Francesco Orabona | 2 | 881 | 51.44 |
Shai Shalev-Shwartz | 3 | 3681 | 276.32 |