Scalable approximations for generalized linear problems

MaRDI QIDQ4633014zbMATH OpenFDO

Authors Murat A. Erdogdu, Mohsen Bayati, Lee H. Dicker

Publication date 2 May 2019

Full work available at URL https://arxiv.org/abs/1611.06686, http://jmlr.csail.mit.edu/papers/v20/17-279.html

zbMATH Keywords

stochastic optimizationsubsamplingdimension reduction in optimizationgeneralized linear problems

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Estimation in multivariate analysis (62H12) Generalized linear models (logistic models) (62J12)

Recommendations

• Newton-Stein method: an optimization method for GLMs via Stein's lemma
• Optimal subsampling algorithms for big data regressions
• Scalable estimation strategies based on stochastic approximations: classical results and new insights
• Distributed block-diagonal approximation methods for regularized empirical risk minimization
• Large-scale machine learning with stochastic gradient descent

Cites work

• scientific article; zbMATH DE number 3850830 (Why is no real title available?)
• scientific article; zbMATH DE number 3822936 (Why is no real title available?)
• scientific article; zbMATH DE number 47310 (Why is no real title available?)
• scientific article; zbMATH DE number 2107836 (Why is no real title available?)
• scientific article; zbMATH DE number 928746 (Why is no real title available?)
• 10.1162/153244303321897690
• A Family of Variable-Metric Methods Derived by Variational Means
• A fast randomized algorithm for overdetermined linear least-squares regression
• A general method for comparing probability assessors
• A new approach to variable metric algorithms
• Composite binary losses
• Conditioning of Quasi-Newton Methods for Function Minimization
• Dimension reduction for nonelliptically distributed predictors
• Direct estimation of the index coefficient in a single-index model
• Faster least squares approximation
• Introductory lectures on convex optimization. A basic course.
• Methods of conjugate gradients for solving linear systems
• Newton Sketch: A Near Linear-Time Optimization Algorithm with Linear-Quadratic Convergence
• Newton-Stein method: an optimization method for GLMs via Stein's lemma
• Normal Approximation by Stein’s Method
• On almost linearity of low dimensional projections from high dimensional data
• Probabilistic graphical models.
• Regression analysis under link violation
• SLOPE is adaptive to unknown sparsity and asymptotically minimax
• Scalable approximations for generalized linear problems
• Sliced Inverse Regression for Dimension Reduction
• Slicing regression: A link-free regression method
• Solution of Sparse Indefinite Systems of Linear Equations
• Sparse single-index model
• Stein's method and the zero bias transformation with application to simple random sampling
• Sub-sampled Newton methods
• The Convergence of a Class of Double-rank Minimization Algorithms
• The Generalized Lasso With Non-Linear Observations
• The LASSO Risk for Gaussian Matrices
• L^1 bounds in normal approximation

Cited in

(2)

• Newton-Stein method: an optimization method for GLMs via Stein's lemma
• Scalable approximations for generalized linear problems

This page was built for publication: Scalable approximations for generalized linear problems

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4633014)