Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: A Deterministic Streaming Sketch for Ridge Regression   We provide a deterministic space-efficient algorithm for estimating ridge
regression. For $n$ data points with $d$ features and a large enough
regularization parameter, we provide a solution within $\varepsilon$ L$_2$
error using only $O(d/\varepsilon)$ space. This is the first $o(d^2)$ space
deterministic streaming algorithm with guaranteed solution error and risk bound
for this classic problem. The algorithm sketches the covariance matrix by
variants of Frequent Directions, which implies it can operate in insertion-only
streams and a variety of distributed data settings. In comparisons to
randomized sketching algorithms on synthetic and real-world datasets, our
algorithm has less empirical error using less space and similar time.

17
The categories of this paper are: q-fin
30
The categories of this paper are: q-alg
2
The categories of this paper are: math
8
The categories of this paper are: hep-ex
0
The categories of this paper are: hep-ph
18
The categories of this paper are: econ
32
The categories of this paper are: atom-ph
15
The categories of this paper are: nucl-ex
22
The categories of this paper are: chao-dyn
34
The categories of this paper are: chem-ph
26
The categories of this paper are: bayes-an
33
The categories of this paper are: plasm-ph
37
The categories of this paper are: supr-con
21
The categories of this paper are: adap-org
11
The categories of this paper are: hep-lat
4
The categories of this paper are: cond-mat