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- W4367676999 abstract "Solving Rank Constrained Least Squares via Recursive Importance Sketching In statistics and machine learning, we sometimes run into the rank-constrained least squares problems, for which we need to find the best low-rank fit between sets of data, such as trying to figure out what factors are affecting the data, filling in missing information, or finding connections between different sets of data. This paper introduces a new method for solving this problem called the recursive importance sketching algorithm (RISRO), in which the central idea is to break the problem down into smaller, easier parts using a unique technique called “recursive importance sketching.” This new method is not only easy to use, but it is also very efficient and gives accurate results. We prove that RISRO converges in a local quadratic-linear and quadratic rate under some mild conditions. Simulation studies also demonstrate the superior performance of RISRO." @default.
- W4367676999 created "2023-05-03" @default.
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- W4367676999 date "2023-05-02" @default.
- W4367676999 modified "2023-10-01" @default.
- W4367676999 title "Recursive Importance Sketching for Rank Constrained Least Squares: Algorithms and High-Order Convergence" @default.
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- W4367676999 doi "https://doi.org/10.1287/opre.2023.2445" @default.
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