A GPU implementation of sparse-sign-sketch-and-precondition for linear regression scales well on up to 8 NVIDIA A100s, with a novel rejection-sampling sketch generator.
A fast randomized algorithm for overdetermined linear least-squares regression
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GPU-Parallelizable Randomized Sketch-and-Precondition for Linear Regression using Sparse Sign Sketches
A GPU implementation of sparse-sign-sketch-and-precondition for linear regression scales well on up to 8 NVIDIA A100s, with a novel rejection-sampling sketch generator.