Jyotikrishna Dass

Householder Sketch for Accurate and Accelerated Least-Mean-Squares Solvers

Least-Mean-Squares (\textsc{LMS}) solvers comprise a class of fundamental optimization problems such as linear regression, and regularized regressions such as Ridge, LASSO, and Elastic-Net. Data summarization techniques for big data generate summaries called coresets and sketches to speed up model l…