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ESTIMATING ACTIVE SUBSPACES WITH RANDOMIZED GRADIENT SAMPLING Public Deposited

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https://scholar.colorado.edu/concern/articles/td96k311g
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  • In this work, we present an efficient method for estimating active subspaces using only random observations of gradient vectors. Our method is based on the bi-linear representation of low-rank gradient matrices with a novel initialization step for alternating minimization.
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  • 2017-07-01
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  • 2019-12-05
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