$\ell_1$ 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]

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