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Accelerated Sparse Linear Regression via Random Projection

AAAI 2016 · Learning theory and algorithms › Matrix and tensor methods · approach: Nonconvex low-rank and sparse optimization · 9 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
approximate gradient with random-projection rank-k sketch instead of full data matrixproximal gradient homotopy (PGH) · Synthetic, noise 0.01running time (s): 134.7 -> 2.4Helped
approximate gradient with random-projection sketchPGH · Synthetic, noise 0.01error: 0.107 -> 0.111No clear effect
approximate gradient with random-projection sketchPGH · Synthetic, noise 0.05error: 0.106 -> 0.127Hurt
approximate gradient with random-projection sketchPGH · Synthetic, noise 0.05support set recovery: 0.988 -> 0.97Hurt
approximate gradient with random-projection sketchPGH · MNIST regressionrunning time (s): 63.8 -> 0.7Helped
approximate gradient with random-projection sketchPGH · MNIST regressionresidual: 0.004 -> 0.005No clear effect
vary shrinkage rate eta from 0.91 to 0.95 (ablation)SLRviaRP · Synthetic, noise 0.05error and residualNo clear effect

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