[theory-seminar] [theory-lunch] Anna Ma -- Iterative methods

[Hongyang Zhang]

Hi Everyone

Anna Ma, who is visiting Berkeley this semester, will give a talk on
"Iterative methods for solving factorized linear systems" (see abstract
below).

As usual, we meet from 12:00pm to 1:00pm, at Gates 463A. See you all.

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Iterative methods for solving factorized linear systems

Abstract. Stochastic iterative algorithms such as the Kacmarz and
Gauss-Seidel methods have gained recent attention because of their speed,
simplicity, and the ability to approximately solve large-scale linear
systems of equations without needing to access the entire matrix. In this
work, we consider the setting where we wish to solve a linear system in a
large matrix X that is stored in a factorized form, X = U V ; this setting
either arises naturally in many applications or may be imposed when working
with large low- rank datasets for reasons of space required for storage. We
propose a variant of the randomized Kaczmarz method for such systems that
takes advantage of the factored form, and avoids computing X . We prove an
exponential convergence rate and supplement our theoretical guarantees with
experimental evidence demonstrating that the factored variant yields
significant acceleration in convergence.

 ============================

Best,
Hongyang

-- 
Hongyang Zhang （张泓洋）
cs.stanford.edu/people/hongyang/
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