Rows versus Columns: Randomized Kaczmarz or Gauss--Seidel for Ridge Regression
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Publication:5372641
DOI10.1137/16M1077891zbMath1392.65054arXiv1507.05844OpenAlexW2964114727MaRDI QIDQ5372641
Aaditya Ramdas, Ahmed Hefny, Deanna Needell
Publication date: 27 October 2017
Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1507.05844
Numerical solutions to overdetermined systems, pseudoinverses (65F20) Iterative numerical methods for linear systems (65F10) Abstract approximation theory (approximation in normed linear spaces and other abstract spaces) (41A65) Randomized algorithms (68W20)
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