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math.OC2020★ 2 cited
Optimal Randomized First-Order Methods for Least-Squares Problems
Jonathan Lacotte, Mert Pilanci
We provide an exact analysis of a class of randomized algorithms for solving overdetermined least-squares problems. We consider first-order methods, where the gradients are pre-con…
math.OC2020★ 1 cited
Optimal Iterative Sketching with the Subsampled Randomized Hadamard Transform
Jonathan Lacotte, Sifan Liu, Edgar Dobriban +1
Random projections or sketching are widely used in many algorithmic and learning contexts. Here we study the performance of iterative Hessian sketch for least-squares problems. By…