M-IHS: An Accelerated Randomized Preconditioning Method Avoiding Costly Matrix Decompositions

Ibrahim Kurban Ozaslan, Mert Pilanci, Orhan Arikan

Momentum Iterative Hessian Sketch (M-IHS) techniques, a group of solvers for large scale regularized linear Least Squares (LS) problems, are proposed and analyzed in detail. Propos…