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• W2912649304 abstract "We give improved algorithms for the $ell_{p}$-regression problem, $min_{x} |x|_{p}$ such that $A x=b,$ for all $p in (1,2) cup (2,infty).$ Our algorithms obtain a high accuracy solution in $tilde{O}_{p}(m^{frac{|p-2|}{2p + |p-2|}}) le tilde{O}_{p}(m^{frac{1}{3}})$ iterations, where each iteration requires solving an $m times m$ linear system, $m$ being the dimension of the ambient space. By maintaining an approximate inverse of the linear systems that we solve in each iteration, we give algorithms for solving $ell_{p}$-regression to $1 / text{poly}(n)$ accuracy that run in time $tilde{O}_p(m^{max{omega, 7/3}}),$ where $omega$ is the matrix multiplication constant. For the current best value of $omega > 2.37$, we can thus solve $ell_{p}$ regression as fast as $ell_{2}$ regression, for all constant $p$ bounded away from $1.$ Our algorithms can be combined with fast graph Laplacian linear equation solvers to give minimum $ell_{p}$-norm flow / voltage solutions to $1 / text{poly}(n)$ accuracy on an undirected graph with $m$ edges in $tilde{O}_{p}(m^{1 + frac{|p-2|}{2p + |p-2|}}) le tilde{O}_{p}(m^{frac{4}{3}})$ time. For sparse graphs and for matrices with similar dimensions, our iteration counts and running times improve on the $p$-norm regression algorithm by [Bubeck-Cohen-Lee-Li STOC`18] and general-purpose convex optimization algorithms. At the core of our algorithms is an iterative refinement scheme for $ell_{p}$-norms, using the smoothed $ell_{p}$-norms introduced in the work of Bubeck et al. Given an initial solution, we construct a problem that seeks to minimize a quadratically-smoothed $ell_{p}$ norm over a subspace, such that a crude solution to this problem allows us to improve the initial solution by a constant factor, leading to algorithms with fast convergence." @default.
• W2912649304 created "2019-02-21" @default.
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• W2912649304 date "2019-01-21" @default.
• W2912649304 modified "2023-10-01" @default.
• W2912649304 title "Iterative Refinement for $ell_p$-norm Regression" @default.
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