## Iterative Hessian sketch: Fast and accurate solution approximation for constrained least-squares

- Mert Pilanci, Martin J. Wainwright
- Journal of Machine Learning Research
- 2016

Highly Influenced

@article{Boutsidis2009RandomPF, title={Random Projections for the Nonnegative Least-Squares Problem}, author={Christos Boutsidis and Petros Drineas}, journal={CoRR}, year={2009}, volume={abs/0812.4547} }

- Published in ArXiv 2009
DOI:10.1016/j.laa.2009.03.026

Constrained least-squares regression problems, such as the Nonnegative Least Squares (NNLS) problem, where the variables are restricted to take only nonnegative values, often arise in applications. Motivated by the recent development of the fast Johnson-Lindestrauss transform, we present a fast random projection type algorithm for the NNLS problem. Our algorithm employs a randomized Hadamard transform to construct a much smaller NNLS problem and solves this smaller problem using a standard NNLS… CONTINUE READING