Incremental Regularized Least Squares for Dimensionality Reduction of Large-Scale Data

DOI10.1137/15M1035653zbMath1338.65093OpenAlexW2406838509MaRDI QIDQ2810327

Delin Chu, Roger C. E. Tan, Li Cheng, Xiaowei Zhang, Li-Zhi Liao, Michael Kwok-Po Ng

Publication date: 1 June 2016

Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/15m1035653

zbMATH Keywords

linear discriminant analysisLSQRsupervised dimensionality reductionincremental regularized least squares

Mathematics Subject Classification ID

Computational methods for sparse matrices (65F50) Ill-posedness and regularization problems in numerical linear algebra (65F22) Learning and adaptive systems in artificial intelligence (68T05) Iterative numerical methods for linear systems (65F10)

Related Items (1)

The regularizing properties of global GMRES for solving large-scale linear discrete ill-posed problems with several right-hand sides

Uses Software

• LSQR
• Blendenpik
• LSRN
• ElemStatLearn
• LSMR
• CRAIG

Cites Work

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