$\ell_1$ Regression using Lewis Weights Preconditioning and Stochastic Gradient Descent

David Durfee, Kevin A. Lai, Saurabh Sawlani. $\ell_1$ Regression using Lewis Weights Preconditioning and Stochastic Gradient Descent. In S├ębastien Bubeck, Vianney Perchet, Philippe Rigollet, editors, Conference On Learning Theory, COLT 2018, Stockholm, Sweden, 6-9 July 2018. Volume 75 of Proceedings of Machine Learning Research, pages 1626-1656, PMLR, 2018. [doi]

@inproceedings{DurfeeLS18,
  title = {$\ell_1$ Regression using Lewis Weights Preconditioning and Stochastic Gradient Descent},
  author = {David Durfee and Kevin A. Lai and Saurabh Sawlani},
  year = {2018},
  url = {http://proceedings.mlr.press/v75/durfee18a.html},
  researchr = {https://researchr.org/publication/DurfeeLS18},
  cites = {0},
  citedby = {0},
  pages = {1626-1656},
  booktitle = {Conference On Learning Theory, COLT 2018, Stockholm, Sweden, 6-9 July 2018},
  editor = {S├ębastien Bubeck and Vianney Perchet and Philippe Rigollet},
  volume = {75},
  series = {Proceedings of Machine Learning Research},
  publisher = {PMLR},
}