Reviews: Principal Component Projection and Regression in Nearly Linear Time through Asymmetric SVRG
–Neural Information Processing Systems
I will maintain my initial score. I did review the discussion of rLanczos and sLanczos in Appendices F.1 and F.2 and agree that several additional sentences in the main paper should suffice to clarify the methods. This is achieved using Zolotarev rational functions to approximate the sign function instead of the polynomial function approximations used in previous work. Computing the Zolotarev rational functions requires solving squared ridge-regression problems. The authors reduce solving squared ridge-regression problems to solving asymmetric linear systems and analyze convergence of a SVRG solver for generic asymmetric linear systems.
Neural Information Processing Systems
Jan-23-2025, 02:04:02 GMT
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