{"about":{"site":"https://codewithpapers.app","non_affiliation":"Code with Papers and Syntology are not affiliated with, endorsed by, or sponsored by Papers with Code, Meta, or the pwc-archive mirror.","licence":"CC BY-SA 4.0","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","attribution":"https://codewithpapers.app/attribution","modified":"archive material modified by Syntology; see the attribution page"},"url":"/paper/sketching-the-krylov-subspace-faster","title":"Sketching the Krylov Subspace: Faster Computation of the Entire Ridge Regularization Path","arxiv_id":"2210.12212","date":"2022-10-21","proceeding":null,"authors":["Yifei Wang","Mert Pilanci"],"abstract":"We propose a fast algorithm for computing the entire ridge regression regularization path in nearly linear time. Our method constructs a basis on which the solution of ridge regression can be computed instantly for any value of the regularization parameter. Consequently, linear models can be tuned via cross-validation or other risk estimation strategies with substantially better efficiency. The algorithm is based on iteratively sketching the Krylov subspace with a binomial decomposition over the regularization path. We provide a convergence analysis with various sketching matrices and show that it improves the state-of-the-art computational complexity. We also provide a technique to adaptively estimate the sketching dimension. This algorithm works for both the over-determined and under-determined problems. We also provide an extension for matrix-valued ridge regression. The numerical results on real medium and large scale ridge regression tasks illustrate the effectiveness of the proposed method compared to standard baselines which require super-linear computational time.","url_abs":"https://arxiv.org/abs/2210.12212v1","url_pdf":"https://arxiv.org/pdf/2210.12212v1.pdf","source":{"archive":"pwc-archive (Hugging Face), CC BY-SA 4.0","snapshot":"2025-07-28","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","row_kind":"links_only","authors_date_abstract":"arXiv metadata, CC0 1.0 (https://info.arxiv.org/help/license), from the Kaggle arXiv metadata snapshot of 2026-09-12"},"code_links":[{"paper_slug":"sketching-the-krylov-subspace-faster","repo_url":"https://github.com/pilancilab/ihs-bin","is_official":1,"mentioned_in_paper":1,"mentioned_in_github":0,"framework":"none","reach":null}],"tasks":[],"methods":[],"datasets_introduced":[],"methods_introduced":[],"results":[],"syntology":{"atlas_url":null,"mcp":null,"developers":"https://syntology.ai/developers"},"arxiv_metadata":null,"syntology_extracted_results":null}