Sketching structured matrices in nonlinear regression problems
US9928214B2 · kind B2 · utility
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11Claims
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Key dates
| Filing date | Jul 17, 2014 |
| Grant date | Mar 27, 2018 |
| Priority date | — |
| Expiry date | Jul 6, 2036 |
Classification
- Technology area (CPC G)Physics
- CPC primaryG06F40/30
- WIPO fieldComputer technology
- WIPO sectorElectrical engineering
Abstract
A system, method and computer program product for quickly and approximately solving structured regression problems. In one aspect, the system, method and computer program product are applied to problems that arise naturally in various statistical modeling settings—when the design matrix is a Vandermonde matrix or a sequence of such matrices. Using the Vandermonde matrix structure further accelerates the solution of the regression problem, achieving running times that are faster than “input sparsity”. The modeling framework speedup benefits of randomized regression for solving structured regression problems.
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