Reviews: Ridge Regression and Provable Deterministic Ridge Leverage Score Sampling

I also strongly approve of the suggestion of highlighting more the experimental results in the main paper. RLSs are well known quantities used in randomized sketching and coreset selection to identify influential samples. Similarly, it is known that sampling **and reweighting** rows of a matrix A according to their RLS produces a sketch that whp approximates the true matrix up to a small multiplicative and additive error. The authors prove that sorting the rows in descending order (by RLS), and deterministically selecting them until the RLS falls under a carefully chosen threshold is also sufficient to obtain a provably accurate sketch. Therefore, they propose deterministic RLS selection as a convenient and provably accurate rule for column selection, with improved interpretability over optimization based alternative such as lasso and elastic net.