Research map / Learning theory and algorithms / Matrix and tensor methods
Accelerated Sparse Linear Regression via Random Projection
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Measured effects reported in the paper
| What was changed | Where | Measured | Effect |
|---|---|---|---|
| approximate gradient with random-projection rank-k sketch instead of full data matrix | proximal gradient homotopy (PGH) · Synthetic, noise 0.01 | running time (s): 134.7 -> 2.4 | Helped |
| approximate gradient with random-projection sketch | PGH · Synthetic, noise 0.01 | error: 0.107 -> 0.111 | No clear effect |
| approximate gradient with random-projection sketch | PGH · Synthetic, noise 0.05 | error: 0.106 -> 0.127 | Hurt |
| approximate gradient with random-projection sketch | PGH · Synthetic, noise 0.05 | support set recovery: 0.988 -> 0.97 | Hurt |
| approximate gradient with random-projection sketch | PGH · MNIST regression | running time (s): 63.8 -> 0.7 | Helped |
| approximate gradient with random-projection sketch | PGH · MNIST regression | residual: 0.004 -> 0.005 | No clear effect |
| vary shrinkage rate eta from 0.91 to 0.95 (ablation) | SLRviaRP · Synthetic, noise 0.05 | error and residual | No clear effect |
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