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Surrogate-Based Autotuning for Randomized Sketching Algorithms in Regression Problems

Cho, Younghyun et al.
eScholarship · Papers
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49-mathematical-sciences-for-2020bayesian-optimization
Algorithms from Randomized Numerical Linear Algebra (RandNLA) are known to be effective in handling high-dimensional computational problems, providing high-quality empirical performance as well as strong probabilistic guarantees. However, their practical application is complicated by the f
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