Sketching in Regression: Sketchy in Practice?
The Johnson-Lindenstrauss (JL) lemma and its extensions provide tools for solving the $L_2$ regression problem in high-dimensional settings with $n>d$, by transforming a subspace of $\mathbb{R}^{n}$ to a subspace of $\mathbb{R}^{m}$, (where $m
Authors
- Koustav Goswami
- Soupayan Das Gupta
- Somarddha Das
Institutions
- Indian Statistical Institute (IN)
Publication Details
- Journal
- arXiv (Cornell University)
- Published
- 2026-11-02
- DOI
- https://doi.org/10.48550/arxiv.2611.02808
- Primary Topic
- Stochastic Gradient Optimization Techniques
- Type
- preprint