Solving Ridge Regression using Sketched Preconditioned SVRG
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Abstract (arXiv)
We develop a novel preconditioning method for ridge regression, based on recent linear sketching methods. By equipping Stochastic Variance Reduced Gradient (SVRG) with this preconditioning process, we obtain a significant speed-up relative to fast stochastic methods such as SVRG, SDCA and SAG.
Key facts. Cited by 15 papers in the map (data through 14 Oct 2026). First posted on arXiv 7 Feb 2016.
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Citing papers per year: 2021: 2; 2022: 1; 2023: 3; 2024: 6; 2025: 1; 2026: 2.
15 papers.
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- 2024Recent and Upcoming Developments in Randomized Numerical Linear Algebra for Machine Learningcited by 11
- 2022Stochastic Variance-Reduced Newton: Accelerating Finite-Sum Minimization with Large Batchescited by 9
- 2023Robust, randomized preconditioning for kernel ridge regressioncited by 9
- 2024Fine-grained Analysis and Faster Algorithms for Iteratively Solving Linear Systemscited by 7
- 2021ParK: Sound and Efficient Kernel Ridge Regression by Feature Space Partitionscited by 6
- 2024Faster Linear Systems and Matrix Norm Approximation via Multi-level Sketched Preconditioningcited by 4
- 2024Revisiting Matrix Sketching in Linear Bandits: Achieving Sublinear Regret via Dyadic Block Sketchingcited by 4
- 2026Decoupling Variance and Scale-Invariant Updates in Adaptive Gradient Descent for Unified Vector and Matrix Optimizationcited by 4
- 2024Improving Implicit Regularization of SGD with Preconditioning for Least Square Problemscited by 3
- 2024Second-order Information Promotes Mini-Batch Robustness in Variance-Reduced Gradientscited by 3
- 2021Faster Randomized Methods for Orthogonality Constrained Problemscited by 2
- 2025Approaching Optimality for Solving Dense Linear Systems with Low-Rank Structurecited by 2
3 more
- 2023Sharpened Lazy Incremental Quasi-Newton Methodcited by 1
- 2023On the Noise Sensitivity of the Randomized SVDcited by 0
- 2026The Advantages of Fresh Sketching for Ridge Regressioncited by 0
- 2026The Advantages of Fresh Sketching for Ridge Regression29 Sep 2026
- 2026Decoupling Variance and Scale-Invariant Updates in Adaptive Gradient Descent for Unified Vector and Matrix Optimization6 Feb 2026
- 2025Approaching Optimality for Solving Dense Linear Systems with Low-Rank Structure15 Jul 2025
- 2024Revisiting Matrix Sketching in Linear Bandits: Achieving Sublinear Regret via Dyadic Block Sketching14 Oct 2024
- 2024Recent and Upcoming Developments in Randomized Numerical Linear Algebra for Machine Learning17 Jun 2024
- 2024Faster Linear Systems and Matrix Norm Approximation via Multi-level Sketched Preconditioning9 May 2024
- 2024Fine-grained Analysis and Faster Algorithms for Iteratively Solving Linear Systems9 May 2024
- 2024Second-order Information Promotes Mini-Batch Robustness in Variance-Reduced Gradients23 Apr 2024
- 2024Improving Implicit Regularization of SGD with Preconditioning for Least Square Problems13 Mar 2024
- 2023On the Noise Sensitivity of the Randomized SVD27 May 2023
- 2023Sharpened Lazy Incremental Quasi-Newton Method26 May 2023
- 2023Robust, randomized preconditioning for kernel ridge regression24 Apr 2023
- 2024Recent and Upcoming Developments in Randomized Numerical Linear Algebra for Machine Learningcited by 11
- 2022Stochastic Variance-Reduced Newton: Accelerating Finite-Sum Minimization with Large Batchescited by 9
- 2023Robust, randomized preconditioning for kernel ridge regressioncited by 9
- 2024Fine-grained Analysis and Faster Algorithms for Iteratively Solving Linear Systemscited by 7
- 2021ParK: Sound and Efficient Kernel Ridge Regression by Feature Space Partitionscited by 6
- 2024Faster Linear Systems and Matrix Norm Approximation via Multi-level Sketched Preconditioningcited by 4
- 2024Revisiting Matrix Sketching in Linear Bandits: Achieving Sublinear Regret via Dyadic Block Sketchingcited by 4
- 2026Decoupling Variance and Scale-Invariant Updates in Adaptive Gradient Descent for Unified Vector and Matrix Optimizationcited by 4
- 2024Improving Implicit Regularization of SGD with Preconditioning for Least Square Problemscited by 3
- 2024Second-order Information Promotes Mini-Batch Robustness in Variance-Reduced Gradientscited by 3
- 2021Faster Randomized Methods for Orthogonality Constrained Problemscited by 2
- 2025Approaching Optimality for Solving Dense Linear Systems with Low-Rank Structurecited by 2
12 most cited of 15 All 15 (JSON)
- 2026The Advantages of Fresh Sketching for Ridge Regression29 Sep 2026
- 2026Decoupling Variance and Scale-Invariant Updates in Adaptive Gradient Descent for Unified Vector and Matrix Optimization6 Feb 2026
- 2025Approaching Optimality for Solving Dense Linear Systems with Low-Rank Structure15 Jul 2025
- 2024Revisiting Matrix Sketching in Linear Bandits: Achieving Sublinear Regret via Dyadic Block Sketching14 Oct 2024
- 2024Recent and Upcoming Developments in Randomized Numerical Linear Algebra for Machine Learning17 Jun 2024
- 2024Faster Linear Systems and Matrix Norm Approximation via Multi-level Sketched Preconditioning9 May 2024
- 2024Fine-grained Analysis and Faster Algorithms for Iteratively Solving Linear Systems9 May 2024
- 2024Second-order Information Promotes Mini-Batch Robustness in Variance-Reduced Gradients23 Apr 2024
- 2024Improving Implicit Regularization of SGD with Preconditioning for Least Square Problems13 Mar 2024
- 2023On the Noise Sensitivity of the Randomized SVD27 May 2023
- 2023Sharpened Lazy Incremental Quasi-Newton Method26 May 2023
- 2023Robust, randomized preconditioning for kernel ridge regression24 Apr 2023
12 newest of 15 All 15 (JSON)