Research map / Learning theory and algorithms / Matrix and tensor methods
Sub-sampled Newton Methods with Non-uniform Sampling
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Measured effects reported in the paper
| What was changed | Where | Measured | Effect |
|---|---|---|---|
| replace uniform sampling with block partial leverage score sampling in SSN | ridge logistic regression Hessian approximation · four real datasets, lambda=0.01 | running time to medium/high precision vs Newton: at least 2x faster than Newton | Helped |
| replace uniform sampling with block norm squares sampling in SSN | ridge logistic regression Hessian approximation · four real datasets, lambda=0.01 | running time vs Newton | Helped |
| uniform sampling vs non-uniform sampling as condition number grows (ablation) | SSN uniform sampling · ridge logistic regression on Adult with varying lambda | running time to 1e-8 relative error | Hurt |
| use leverage score (partial) sampling instead of block norm squares sampling (ablation) | SSN sampling distribution · ridge logistic regression, ill-conditioned lambda | convergence robustness to condition number | Helped |
| recompute partial leverage scores only every 10 iterations (stale scores) (ablation) | PLevSS · ridge logistic regression | running time | No clear effect |
| uniform sampling performance on high-coherence dataset | SSN uniform sampling · ridge logistic regression with lambda=0.01 on high-nonuniformity data | convergence to optimum | Hurt |
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