Faster SGD Using Sketched Conditioning

CoRR, Volume abs/1506.02649, 2015.

Cited by: 15|Bibtex|Views16|Links
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Abstract:

We propose a novel method for speeding up stochastic optimization algorithms via sketching methods, which recently became a powerful tool for accelerating algorithms for numerical linear algebra. We revisit the method of conditioning for accelerating first-order methods and suggest the use of sketching methods for constructing a cheap c...More

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