Iterative, Sketching-based Ridge Regression

Python 2.7 code for the paper:

An Iterative, Sketching-based Framework for Ridge Regression
Agniva Chowdhury, Jiasen Yang, and Petros Drineas
In Proceedings of the 35th International Conference on Machine Learning (ICML), 2018.

See the driver file ex-synthetic.py for experiments on the synthetic dataset.

Please contact Jiasen Yang for questions or comments.