44 citations · 153 across the 39 of their papers we have counts for
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math.OC2021
Invexifying Regularization of Non-Linear Least-Squares Problems
Rixon Crane, Fred Roosta
We consider regularization of non-convex optimization problems involving a non-linear least-squares objective. By adding an auxiliary set of variables, we introduce a novel regular…
math.OC2021
Inexact Newton-CG Algorithms With Complexity Guarantees
Zhewei Yao, Peng Xu, Fred Roosta +2
We consider variants of a recently-developed Newton-CG algorithm for nonconvex problems \citep{royer2018newton} in which inexact estimates of the gradient and the Hessian informati…
cs.LG2021
Non-PSD Matrix Sketching with Applications to Regression and Optimization
Zhili Feng, Fred Roosta, David P. Woodruff
A variety of dimensionality reduction techniques have been applied for computations involving large matrices. The underlying matrix is randomly compressed into a smaller one, while…