Hutch++: Optimal Stochastic Trace Estimation

1 code implementation • 19 Oct 2020 • Raphael A. Meyer, Cameron Musco, Christopher Musco, David P. Woodruff

This improves on the ubiquitous Hutchinson's estimator, which requires $O(1/\epsilon^2)$ matrix-vector products.

The Statistical Cost of Robust Kernel Hyperparameter Tuning

no code implementations • 14 Jun 2020 • Raphael A. Meyer, Christopher Musco

This paper studies the statistical complexity of kernel hyperparameter tuning in the setting of active regression under adversarial noise.

Hyperparameter Optimization regression