Nidham Gazagnadou, Mark Ibrahim, Robert M. Gower. RidgeSketch: A Fast Sketching Based Solver for Large Scale Ridge Regression. SIAM J. Matrix Analysis Applications, 43(3):1440-1468, September 2022. [doi]
@article{GazagnadouIG22,
title = {RidgeSketch: A Fast Sketching Based Solver for Large Scale Ridge Regression},
author = {Nidham Gazagnadou and Mark Ibrahim and Robert M. Gower},
year = {2022},
month = {September},
doi = {10.1137/21m1422963},
url = {https://doi.org/10.1137/21m1422963},
researchr = {https://researchr.org/publication/GazagnadouIG22},
cites = {0},
citedby = {0},
journal = {SIAM J. Matrix Analysis Applications},
volume = {43},
number = {3},
pages = {1440-1468},
}