Published 2014
| Published
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Time–Data Tradeoffs by Aggressive Smoothing
Chicago
Abstract
This paper proposes a tradeoff between sample complexity and computation time that applies to statistical estimators based on convex optimization. As the amount of data increases, we can smooth optimization problems more and more aggressively to achieve accurate estimates more quickly. This work provides theoretical and experimental evidence of this tradeoff for a class of regularized linear inverse problems.
Additional Information
© 2014 Neural Information Processing Systems. JJB's and JAT's work was supported under ONR award N00014-11-1002, AFOSR award FA9550-09-1-0643, and a Sloan Research Fellowship. VC's work was supported in part by the European Commission under Grant MIRG-268398, ERC Future Proof, SNF 200021-132548, SNF 200021-146750 and SNF CRSII2-147633. SRB was previously with IBM Research, Yorktown Heights, NY 10598 during the completion of this work.Attached Files
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Additional details
- Eprint ID
- 65863
- Resolver ID
- CaltechAUTHORS:20160401-170735760
- Office of Naval Research (ONR)
- N00014-11-1002
- Air Force Office of Scientific Research (AFOSR)
- FA9550-09-1-0643
- Sloan Research Fellowship
- European Commission
- MIRG-268398
- European Commission
- ERC Future Proof
- European Commission
- SNF 200021-132548
- European Commission
- SNF 200021-146750
- European Commission
- SNF CRSII2-147633
- Created
-
2016-04-04Created from EPrint's datestamp field
- Updated
-
2019-10-03Created from EPrint's last_modified field
- Series Name
- Advances in Neural Information Processing Systems
- Series Volume or Issue Number
- 27