# Leverage Score Sampling for Faster Accelerated Regression and ERM

Naman Agarwal

ALT, pp. 22-47, 2020.

EI

Abstract:

Given a matrix $\mathbf{A}\in\mathbb{R}^{n\times d}$ and a vector $b \in\mathbb{R}^{d}$, we show how to compute an $\epsilon$-approximate solution to the regression problem $\min_{x\in\mathbb{R}^{d}}\frac{1}{2} \|\mathbf{A} x - b\|_{2}^{2}$ in time $\tilde{O} ((n+\sqrt{d\cdot\kappa_{\text{sum}}})\cdot s\cdot\log\epsilon^{-1})$ where...More

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