no code implementations • NeurIPS 2016 • Gabriel Krummenacher, Brian McWilliams, Yannic Kilcher, Joachim M. Buhmann, Nicolai Meinshausen
We show that the regret of Ada-LR is close to the regret of full-matrix AdaGrad which can have an up-to exponentially smaller dependence on the dimension than the diagonal variant.
no code implementations • 13 Jun 2014 • Christina Heinze, Brian McWilliams, Nicolai Meinshausen, Gabriel Krummenacher
We propose LOCO, an algorithm for large-scale ridge regression which distributes the features across workers on a cluster.
no code implementations • NeurIPS 2014 • Brian McWilliams, Gabriel Krummenacher, Mario Lucic, Joachim M. Buhmann
Subsampling methods have been recently proposed to speed up least squares estimation in large scale settings.