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Rachel Ward

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First-Order Stochastic OptimizationFoundations of Data Science Boot Camp 20182018-08-27
Proves that under smooth, (strongly) convex finite-sum assumptions SGD with a constant step size < 1/L converges exponentially to a neighborhood whose radius…
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Low-rank Matrix Completion: Adaptive Sampling Can Help When, How?Optimization, Statistics and Uncertainty2017-11-28
Low-rank matrix completion uses a first two-phase sampling pass: take uniform samples, estimate large row/column leverage scores from sampled row norms, then…
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