ErrorEstimationforSketchedSVDviatheBootstrapMilesE.Lopes1N.BenjaminErichson2MichaelW.Mahoney2Abstracttoleratesomeapproximationerror.Forthisreason,theperformanceofaSketchedSVDhingesonanappropriateIn...
SketchedRidgeRegression:OptimizationPerspective,StatisticalPerspective,andModelAveragingShusenWang1AlexGittens2MichaelW.Mahoney1Abstractlemwhilegreatlymitigatingthestatisticalrisksincurredbysketchi...