Randomized Extended Kaczmarz for Solving Least Squares
From MaRDI portal
Publication:2848636
DOI10.1137/120889897zbMath1273.65053arXiv1205.5770OpenAlexW3102157992MaRDI QIDQ2848636
Anastasios Zouzias, Nikolaos M. Freris
Publication date: 26 September 2013
Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1205.5770
iterative methodoverdetermined systemsparse matrixrandom samplingrandomized algorithmsunderdetermined systemlinear least squaresLAPACKminimum-length solution
Computational methods for sparse matrices (65F50) Numerical solutions to overdetermined systems, pseudoinverses (65F20) Iterative numerical methods for linear systems (65F10)
Related Items
A semi-randomized Kaczmarz method with simple random sampling for large-scale linear systems, Approximate Solutions of Linear Systems at a Universal Rate, On adaptive block coordinate descent methods for ridge regression, Convergence of the multiplicative algebraic reconstruction technique for the inconsistent system of equations, Randomized Kaczmarz iteration methods: algorithmic extensions and convergence theory, Randomized Kaczmarz method with adaptive stepsizes for inconsistent linear systems, Accelerated greedy randomized augmented Kaczmarz algorithm for inconsistent linear systems, On multi-step randomized extended Kaczmarz method for solving large sparse inconsistent linear systems, Randomized Block Adaptive Linear System Solvers, On maximum residual nonlinear Kaczmarz-type algorithms for large nonlinear systems of equations, On convergence rates of Kaczmarz-type methods with different selection rules of working rows, A randomised iterative method for solving factorised linear systems, Faster randomized block sparse Kaczmarz by averaging, Randomized Douglas–Rachford Methods for Linear Systems: Improved Accuracy and Efficiency, On the Convergence of Stochastic Gradient Descent for Linear Inverse Problems in Banach Spaces, Randomized Kaczmarz algorithm with averaging and block projection, Machine learning with kernels for portfolio valuation and risk management, A Deterministic Kaczmarz Algorithm for Solving Linear Systems, An Optimal Scheduled Learning Rate for a Randomized Kaczmarz Algorithm, Effects of depth, width, and initialization: A convergence analysis of layer-wise training for deep linear neural networks, A two-step randomized Gauss-Seidel method for solving large-scale linear least squares problems, The randomized Kaczmarz method with mismatched adjoint, An accelerated randomized Kaczmarz algorithm, Convergence Properties of the Randomized Extended Gauss--Seidel and Kaczmarz Methods, Randomized Iterative Methods for Linear Systems, On greedy randomized average block Kaczmarz method for solving large linear systems, On the Kaczmarz methods based on relaxed greedy selection for solving matrix equation \(A X B = C\), On block accelerations of quantile randomized Kaczmarz for corrupted systems of linear equations, On Relaxed Greedy Randomized Augmented Kaczmarz Methods for Solving Large Sparse Inconsistent Linear Systems, A Fast Block Coordinate Descent Method for Solving Linear Least-Squares Problems, On Convergence of the Partially Randomized Extended Kaczmarz Method, Sampling Kaczmarz-Motzkin method for linear feasibility problems: generalization and acceleration, Solving systems of phaseless equations via Kaczmarz methods: a proof of concept study, Quantile-Based Iterative Methods for Corrupted Systems of Linear Equations, Single projection Kaczmarz extended algorithms, A class of residual-based extended Kaczmarz methods for solving inconsistent linear systems, Randomized approximate class-specific kernel spectral regression analysis for large-scale face verification, Extended randomized Kaczmarz method for sparse least squares and impulsive noise problems, Randomized Kaczmarz with averaging, Accelerated sampling Kaczmarz Motzkin algorithm for the linear feasibility problem, A greedy block Kaczmarz algorithm for solving large-scale linear systems, Randomized block Kaczmarz methods with \(k\)-means clustering for solving large linear systems, A new randomized Kaczmarz based kernel canonical correlation analysis algorithm with applications to information retrieval, On extended Kaczmarz methods with random sampling and maximum-distance for solving large inconsistent linear systems, Convergence rates for Kaczmarz-type algorithms, Block Kaczmarz method with inequalities, On relaxed greedy randomized coordinate descent methods for solving large linear least-squares problems, Subspace correction methods in algebraic multi-level frames, A linearly convergent doubly stochastic Gauss-Seidel algorithm for solving linear equations and a certain class of over-parameterized optimization problems, Sequential function approximation with noisy data, A Randomized Tensor Quadrature Method for High Dimensional Polynomial Approximation, Distributed Algorithms with Finite Data Rates that Solve Linear Equations, The extensions of convergence rates of Kaczmarz-type methods, Stochastic Reformulations of Linear Systems: Algorithms and Convergence Theory, A note on convergence rate of randomized Kaczmarz method, Enhancement of the Kaczmarz algorithm with projection adjustment, Sequential function approximation on arbitrarily distributed point sets, On the relation between the randomized extended Kaczmarz algorithm and coordinate descent, Optimal CUR Matrix Decompositions, Splitting-based randomized iterative methods for solving indefinite least squares problem, Paved with good intentions: analysis of a randomized block Kaczmarz method, A Sampling Kaczmarz--Motzkin Algorithm for Linear Feasibility, Rows versus Columns: Randomized Kaczmarz or Gauss--Seidel for Ridge Regression, Randomized block subsampling Kaczmarz-Motzkin method, Linear convergence of the randomized sparse Kaczmarz method, Constrained ERM Learning of Canonical Correlation Analysis: A Least Squares Perspective, A stochastic Kaczmarz algorithm for network tomography, A new greedy Kaczmarz algorithm for the solution of very large linear systems, Accelerating the distributed Kaczmarz algorithm by strong over-relaxation, Block sampling Kaczmarz-Motzkin methods for consistent linear systems, Randomized Extended Average Block Kaczmarz for Solving Least Squares, Randomized block Kaczmarz method with projection for solving least squares, A doubly stochastic block Gauss-Seidel algorithm for solving linear equations, A count sketch maximal weighted residual Kaczmarz method for solving highly overdetermined linear systems, A geometric probability randomized Kaczmarz method for large scale linear systems, On Motzkin's method for inconsistent linear systems, Momentum and stochastic momentum for stochastic gradient, Newton, proximal point and subspace descent methods, The Kaczmarz algorithm, row action methods, and statistical learning algorithms, A refinement of an iterative orthogonal projection method, Learning Theory of Randomized Sparse Kaczmarz Method, Stochastic gradient descent, weighted sampling, and the randomized Kaczmarz algorithm, Faster Randomized Block Kaczmarz Algorithms, On the error estimate of the randomized double block Kaczmarz method, A weighted randomized Kaczmarz method for solving linear systems, Sequential approximation of functions in Sobolev spaces using random samples, On maximum residual block and two-step Gauss-Seidel algorithms for linear least-squares problems, Randomized double and triple Kaczmarz for solving extended normal equations, Incremental Regularized Least Squares for Dimensionality Reduction of Large-Scale Data, Projected randomized Kaczmarz methods, On the regularization effect of stochastic gradient descent applied to least-squares, On the generally randomized extended Gauss-Seidel method, On two-subspace randomized extended Kaczmarz method for solving large linear least-squares problems, Randomized Kaczmarz Converges Along Small Singular Vectors, On partially randomized extended Kaczmarz method for solving large sparse overdetermined inconsistent linear systems, Randomized Projection Methods for Linear Systems with Arbitrarily Large Sparse Corruptions, Surrounding the solution of a linear system of equations from all sides, An Implicit Representation and Iterative Solution of Randomly Sketched Linear Systems, On Adaptive Sketch-and-Project for Solving Linear Systems, On relaxed greedy randomized iterative methods for the solution of factorized linear systems, Greed Works: An Improved Analysis of Sampling Kaczmarz--Motzkin, Sampled limited memory methods for massive linear inverse problems, Extension of an error analysis of the randomized Kaczmarz method for inconsistent linear systems, Convergence Analysis of Inexact Randomized Iterative Methods, Solving the system of nonsingular tensor equations via randomized Kaczmarz-like method, Iterative Methods for Solving Factorized Linear Systems, Regularized Kaczmarz Algorithms for Tensor Recovery, A weighted randomized sparse Kaczmarz method for solving linear systems, On Greedy Randomized Augmented Kaczmarz Method for Solving Large Sparse Inconsistent Linear Systems, Greedy Kaczmarz Algorithm Using Optimal Intermediate Projection Technique for Coherent Linear Systems, Convergence analysis for Kaczmarz-type methods in a Hilbert space framework, A Partially Greedy Randomized Extended Gauss-Seidel Method for Solving Large Linear Systems, A Kaczmarz Algorithm for Solving Tree Based Distributed Systems of Equations, Hildreth's algorithm with applications to soft constraints for user interface layout, A Randomized Algorithm for Multivariate Function Approximation, Randomized Kaczmarz for tensor linear systems, On a fast deterministic block Kaczmarz method for solving large-scale linear systems
Uses Software
