327 citations · 947 across the 25 of their papers we have counts for
4 papers · 1 filter
Efficient Distributed Learning with Sparsity
Jialei Wang, Mladen Kolar, Nathan Srebro +1
We propose a novel, efficient approach for distributed sparse learning in high-dimensions, where observations are randomly partitioned across machines. Computationally, at each rou…
Sparse Generalized Eigenvalue Problem: Optimal Statistical Rates via Truncated Rayleigh Flow
Kean Ming Tan, Zhaoran Wang, Han Liu +1
Sparse generalized eigenvalue problem (GEP) plays a pivotal role in a large family of high-dimensional statistical models, including sparse Fisher's discriminant analysis, canonica…
Local Uncertainty Sampling for Large-Scale Multi-Class Logistic Regression
Lei Han, Kean Ming Tan, Ting Yang +1
A major challenge for building statistical models in the big data era is that the available data volume far exceeds the computational capability. A common approach for solving this…
Near-Optimal Stochastic Approximation for Online Principal Component Estimation
Chris Junchi Li, Mengdi Wang, Han Liu +1
Principal component analysis (PCA) has been a prominent tool for high-dimensional data analysis. Online algorithms that estimate the principal component by processing streaming dat…