新的随机变换提高了最小二乘回归的准确性

作者 PulseAugur 编辑部 · [1 个来源] · 2026-08-28 04:00

研究人员推出了一种新的随机变换，用于加速最小二乘回归问题。该方法结合了Hadamard展平、随机置换和高斯池化，旨在为解向量提供逐坐标的精度保证。新方法通过确保草图问题的条件独立性，解决了先前工作中的局限性，并以比先前方法更少的行数实现了所需的精度。 AI

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arXiv stat.ML TIER_1 English(EN) · Zhao Song, Lichen Zhang · 2026-08-28 04:00

Hadamard 展平与高斯池化草图用于最小二乘法及逐坐标保证

arXiv:2608.26552v1 Announce Type: cross Abstract: Randomized sketch-and-solve algorithms accelerate overconstrained $\ell_2$ regression by replacing the input with a smaller problem. Standard subspace embeddings guarantee that the cost of the regression is nearly preserved, but c…