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A Randomised Subspace Gauss-Newton Method for Nonlinear Least-Squares
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We propose a Randomised Subspace Gauss-Newton (R-SGN) algorithm for solving nonlinear least-squares optimization problems, that uses a sketched Jacobian of the residual in the variable domain and solves a reduced linear least-squares on each iteration. A sublinear global rate of convergence result is presented for a trust-region variant of R-SGN, with high probability, which matches deterministic counterpart results in the order of the accuracy tolerance. Promising preliminary numerical results are presented for R-SGN on logistic regression and on nonlinear regression problems from the CUTEst collection.
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On the Convergence Behavior of Preconditioned Gradient Descent Toward the Rich Learning Regime
Preconditioned gradient descent mitigates spectral bias and reduces grokking delays by enabling uniform parameter space exploration in the NTK regime, confirming grokking as a transition to the rich regime.
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