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Fast and Accurate Least-Mean-Squares Solvers

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Sep 22 2019 Daisuke Okanohara

Carateodory's theorem provides "exact" data summarization while sketches and coresets provide (1+\eps) multiplicative approximation, and can be used for maintaining covariance matrix of large data set and accelerate Least-mean squares solvers dramatically https://arxiv.org/abs/1906.04705
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