Corpus ID: 209500864

Fast Generalized Matrix Regression with Applications in Machine Learning

@article{Ye2019FastGM,
  title={Fast Generalized Matrix Regression with Applications in Machine Learning},
  author={Haishan Ye and Shusen Wang and Zhihua Zhang and Tong Zhang},
  journal={ArXiv},
  year={2019},
  volume={abs/1912.12008}
}
  • Haishan Ye, Shusen Wang, +1 author Tong Zhang
  • Published 2019
  • Computer Science, Mathematics
  • ArXiv
  • Fast matrix algorithms have become the fundamental tools of machine learning in big data era. The generalized matrix regression problem is widely used in the matrix approximation such as CUR decomposition, kernel matrix approximation, and stream singular value decomposition (SVD), etc. In this paper, we propose a fast generalized matrix regression algorithm (Fast GMR) which utilizes sketching technique to solve the GMR problem efficiently. Given error parameter $0<\epsilon<1$, the Fast GMR… CONTINUE READING

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