Convergences of regularized algorithms and stochastic gradient methods with random projections
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Cites work
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- Optimal rates for spectral algorithms with least-squares regression over Hilbert spaces
- Optimal rates for the regularized least-squares algorithm
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- Randomized sketches for kernels: fast and optimal nonparametric regression
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Cited in
(23)- Kernel conjugate gradient methods with random projections
- Convergence of stochastic proximal gradient algorithm
- Convergence rates of learning algorithms by random projection
- Optimal rates for spectral algorithms with least-squares regression over Hilbert spaces
- On nonparametric randomized sketches for kernels with further smoothness
- Ergodic convergence of a stochastic proximal point algorithm
- Convergence rates of kernel conjugate gradient for random design regression
- Random convex programs with L₁-regularization: sparsity and generalization
- The coefficient regularized regression with random projection
- scientific article; zbMATH DE number 3871036 (Why is no real title available?)
- Weighted SGD for _p regression with randomized preconditioning
- Compact convex projections
- Weighted SGD for \(\ell_p\) regression with randomized preconditioning
- Stochastic Estimation of the Frobenius Norm in the ACA Convergence Criterion
- scientific article; zbMATH DE number 7306853 (Why is no real title available?)
- Snake: A Stochastic Proximal Gradient Algorithm for Regularized Problems Over Large Graphs
- scientific article; zbMATH DE number 6253925 (Why is no real title available?)
- Decentralized learning over a network with Nyström approximation using SGD
- Pairwise learning problems with regularization networks and Nyström subsampling approach
- Revisiting general source condition in learning over a Hilbert space
- Kernel-based regularized learning with random projections: beyond least squares
- Optimal rates for functional linear regression with general regularization
- Distributed Nyström approximation with convex Lipschitz loss
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