Scalable Algorithms

Global Linear and Local Superlinear Convergence of IRLS for Non-Smooth Robust Regression
We advance both the theory and practice of robust $\ell_p$-quasinorm regression for $p \in (0,1]$ by using novel variants of …
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A Scalable Second Order Method for Ill-Conditioned Matrix Completion from Few Samples
We propose an iterative algorithm for low-rank matrix completion that can be interpreted as an iteratively reweighted least squares …
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Escaping Saddle Points in Ill-Conditioned Matrix Completion with a Scalable Second Order Method
We propose an iterative algorithm for low-rank matrix completion that can be interpreted as both an iteratively reweighted least …
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