Hashing embeddings of optimal dimension, with applications to linear least squares

no code implementations • 25 May 2021 • Coralia Cartis, Jan Fiala, Zhen Shao

The aim of this paper is two-fold: firstly, to present subspace embedding properties for $s$-hashing sketching matrices, with $s\geq 1$, that are optimal in the projection dimension $m$ of the sketch, namely, $m=\mathcal{O}(d)$, where $d$ is the dimension of the subspace.

Improving the Flexibility and Robustness of Model-Based Derivative-Free Optimization Solvers

3 code implementations • 31 Mar 2018 • Coralia Cartis, Jan Fiala, Benjamin Marteau, Lindon Roberts

Numerical results show DFO-LS can gain reasonable progress on some medium-scale problems with fewer objective evaluations than is needed for one gradient evaluation.

Optimization and Control