Title
Solving Ridge Regression using Sketched Preconditioned SVRG.
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 Gonen11049.76
Francesco Orabona288151.44
Shai Shalev-Shwartz33681276.32