Variant of Greedy Randomized Gauss-Seidel Method for Ridge Regression
نویسندگان
چکیده
منابع مشابه
Rows versus Columns: Randomized Kaczmarz or Gauss-Seidel for Ridge Regression
The Kaczmarz and Gauss-Seidel methods aim to solve a linear m × n system Xβ = y by iteratively refining the solution estimate; the former uses random rows of X to update β given the corresponding equations and the latter uses random columns of X to update corresponding coordinates in β. Interest in these methods was recently revitalized by a proof of Strohmer and Vershynin showing linear conver...
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ژورنال
عنوان ژورنال: Numerical Mathematics: Theory, Methods and Applications
سال: 2021
ISSN: 1004-8979,2079-7338
DOI: 10.4208/nmtma.oa-2020-0095