Precise expressions for random projections: Low-rank approximation and randomized Newton

18 Jun 2020Michał DerezińskiFeynman LiangZhenyu LiaoMichael W. Mahoney

It is often desirable to reduce the dimensionality of a large dataset by projecting it onto a low-dimensional subspace. Matrix sketching has emerged as a powerful technique for performing such dimensionality reduction very efficiently... (read more)

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