$\ell_1$ Regression using Lewis Weights Preconditioning and Stochastic Gradient Descent.
David DurfeeKevin A. LaiSaurabh SawlaniPublished in: COLT (2018)
Keyphrases
- stochastic gradient descent
- weight vector
- loss function
- least squares
- matrix factorization
- step size
- random forests
- regression model
- support vector machine
- learning rate
- support vector
- linear combination
- multiple kernel learning
- regularization parameter
- sparse representation
- importance sampling
- learning problems
- convergence rate
- closed form
- model selection
- online algorithms
- hyperplane
- cost function
- learning algorithm