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math.NA2023★ 1 cited
Robust, randomized preconditioning for kernel ridge regression
Mateo Díaz, Ethan N. Epperly, Zachary Frangella +2
We investigate preconditioned conjugate gradient methods for kernel ridge regression (KRR) problems with a moderate to large number of data points (). We dev…
math.NA2021
Randomized Nyström Preconditioning
Zachary Frangella, Joel A. Tropp, Madeleine Udell
This paper introduces the Nyström PCG algorithm for solving a symmetric positive-definite linear system. The algorithm applies the randomized Nyström method to form a low-rank appr…