Fast Ridge Regression with Randomized Principal Component Analysis and Gradient Descent

Yichao Lu, Dean P. Foster. Fast Ridge Regression with Randomized Principal Component Analysis and Gradient Descent. In Nevin L. Zhang, Jin Tian, editors, Proceedings of the Thirtieth Conference on Uncertainty in Artificial Intelligence, UAI 2014, Quebec City, Quebec, Canada, July 23-27, 2014. pages 525-532, AUAI Press, 2014. [doi]

Abstract

Abstract is missing.