2 papers
math.OC2021
: A Fast sketching based solver for large scale ridge regression
Nidham Gazagnadou, Mark Ibrahim, Robert M. Gower
We propose new variants of the sketch-and-project method for solving large scale ridge regression problems. Firstly, we propose a new momentum alternative and provide a theorem sho…
math.OC2019
Optimal mini-batch and step sizes for SAGA
Nidham Gazagnadou, Robert M. Gower, Joseph Salmon
Recently it has been shown that the step sizes of a family of variance reduced gradient methods called the JacSketch methods depend on the expected smoothness constant. In particul…