Department of Statistics, University of California, Berkeley; Department of Electrical Engineering, Stanford University; ICSI and Department of Statistics, University of California, Berkeley
Michal Derezinski, Jonathan Lacotte, Mert Pilanci, Michael Mahoney
Second-order methods;Newton Sketch;Optimization;Random Matrix Theory;Least Squares
Newton-LESS: Sparsification without Trade-offs for the Sketched Newton Update