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: A Fast sketching based solver for large scale ridge regression
[article]
2021
arXiv
pre-print
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 showing it can speed up the convergence of sketch-and-project, through a fast sublinear convergence rate. We carefully delimit under what settings this new sublinear rate is faster than the previously known linear rate of convergence of sketch-and-project without momentum. Secondly, we consider combining the
arXiv:2105.05565v2
fatcat:kw47fxu66zc4jd6tw7nkmw5lpu