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math.OC2022
Sketching the Krylov Subspace: Faster Computation of the Entire Ridge Regularization Path
Yifei Wang, Mert Pilanci
We propose a fast algorithm for computing the entire ridge regression regularization path in nearly linear time. Our method constructs a basis on which the solution of ridge regres…
math.OC2019★ 2 cited
The Search direction Correction makes first-order methods faster
Yifei Wang, Zeyu Jia, Zaiwen Wen
The so-called fast inertial relaxation engine is a first-order method for unconstrained smooth optimization problems. It updates the search direction by a linear combination of the…