Fall 2018

Sketching for Linear Algebra III: Randomized Hadamard, Kernel Methods

Tuesday, Aug. 28, 2018 9:30 am10:30 am PDT

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Calvin Lab Auditorium

Following on earlier lectures, I will discuss two additional ways to effectively sketch matrices for a variety of applications: sampling based on leverage scores, and the Subsampled Randomized Hadamard Transform.