50 citations
2 papers
stat.ML2017★ 3 cited
A Bootstrap Method for Error Estimation in Randomized Matrix Multiplication
Miles E. Lopes, Shusen Wang, Michael W. Mahoney
In recent years, randomized methods for numerical linear algebra have received growing interest as a general approach to large-scale problems. Typically, the essential ingredient o…
stat.ML2017★ 50 cited
Sketched Ridge Regression: Optimization Perspective, Statistical Perspective, and Model Averaging
Shusen Wang, Alex Gittens, Michael W. Mahoney
We address the statistical and optimization impacts of the classical sketch and Hessian sketch used to approximately solve the Matrix Ridge Regression (MRR) problem. Prior research…