Kevin A. Lai

activity

20152020

most citedLast-iterate convergence rates for min-max optimization

34 citations · 68 across the 7 of their papers we have counts for

collaborators

Showing 2017Show all

1 paper · 1 filter

cs.DS2017

$ℓ_{1}$ Regression using Lewis Weights Preconditioning and Stochastic Gradient Descent

David Durfee, Kevin A. Lai, Saurabh Sawlani

We present preconditioned stochastic gradient descent (SGD) algorithms for the $ℓ_{1}$ minimization problem $min_{x} ∥ A x - b ∥_{1}$ in the overdetermined case, where there are far…

ℓ1​ Regression using Lewis Weights Preconditioning and Stochastic Gradient Descent

$ℓ_{1}$ Regression using Lewis Weights Preconditioning and Stochastic Gradient Descent