Rows vs Columns for Linear Systems of Equations - Randomized Kaczmarz or Coordinate Descent?

20 Jun 2014

This paper is about randomized iterative algorithms for solving a linear system of equations $X \beta = y$ in different settings. Recent interest in the topic was reignited when Strohmer and Vershynin (2009) proved the linear convergence rate of a Randomized Kaczmarz (RK) algorithm that works on the rows of $X$ (data points)... (read more)

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