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Newton-LESS: Sparsification without Trade-offs for the Sketched Newton Update
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Measured effects reported in the paper
| What was changed | Where | Measured | Effect |
|---|---|---|---|
| Replace the dense Gaussian embedding with a LESS embedding | Newton Sketch · General convex optimization, local convergence | local convergence rate: Gaussian Newton Sketch: \frac dm; Newton-LESS: \frac dm | No clear effect |
| Replace the dense Gaussian embedding with a LESS embedding | Newton Sketch · Least squares regression, global convergence | excess function value convergence rate: Prior guarantee: (C\log d\cdot\frac dm)^T; Newton-LESS: (\frac dm)^T | Helped |
| Use regularization and sketch only the unregularized Hessian component | Newton-LESS · Regularized minimization | local convergence rate: \frac{f}{m} | Helped |
| Reduce the row density to about d non-zeros per row (ablation) | LESS-uniform Newton Sketch · Least squares regression | convergence rate | No clear effect |
| Drastically decrease row density from the dense sketch (ablation) | LESS-uniform Newton Sketch · Least squares regression, datasets other than CIFAR-10 | convergence rate | No clear effect |
| Use random row sampling instead of a denser embedding (ablation) | Newton Sketch · Least squares regression, CIFAR-10 | convergence rate | No clear effect |
| Use LESS-uniform sketching rather than Gaussian, SRHT, or random row sampling | Newton Sketch · Regularized logistic regression, CIFAR-10, Musk, and WESAD | wall-clock time | Helped |
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