On Coresets for Regularized Regression

Rachit Chhaya, Anirban Dasgupta, Supratim Shit

Abstract: We study the effect of norm based regularization on the size of coresets for regression problems. Specifically, given a matrix $ \mathbf{A} \in {\mathbb{R}}^{n \times d}$ with $n\gg d$ and a vector...