Ethan N. Epperly

Adaptive Randomized Pivoting and Volume Sampling

Abstract. Adaptive randomized pivoting (ARP) is a recently proposed and highly effective algorithm for column subset selection. This paper reinterprets the ARP algorithm by drawing connections to the volume sampling distribution and active learning algorithms for linear regressio...

Robust, randomized preconditioning for kernel ridge regression

Abstract We investigate preconditioned conjugate gradient methods for kernel ridge regression (KRR) problems with a moderate to large number of data points ( $$10^4 \le N \le 10^7$$ 10 4 ≤ N ≤ 10 7 ). We develop and analyze two randomized preconditioners with complementary guaran...