# Krylov Subspace Recycling for Fast Iterative Least-Squares in Machine Learning

Source: [Krylov Subspace Recycling for Fast Iterative Least-Squares in Machine Learning](<https://www.sota2.com/research/paper/68fa53ea1e209131ce98722c>)

Collection index: [llms.txt](<https://www.sota2.com/research/llms.txt>)

Data updated: 2026-06-05T05:01:16.371Z

Authors: Filip de Roos, Philipp Hennig

Published: 2017-06-01T10:17:12.000Z

## Abstract

Solving symmetric positive definite linear problems is a fundamental computational task in machine learning. The exact solution, famously, is cubicly expensive in the size of the matrix. To alleviate this problem, several linear-time approximations, such as spectral and inducing-point methods, have been suggested and are now in wide use. These are low-rank approximations that choose the low-rank space a priori and do not refine it over time. While this allows linear cost in the data-set size, it also causes a finite, uncorrected approximation error. Authors from numerical linear algebra have explored ways to iteratively refine such low-rank approximations, at a cost of a small number of matrix-vector multiplications. This idea is particularly interesting in the many situations in machine learning where one has to solve a sequence of related symmetric positive definite linear problems. From the machine learning perspective, such deflation methods can be interpreted as transfer learning of a low-rank approximation across a time-series of numerical tasks. We study the use of such methods for our field. Our empirical results show that, on regression and classification problems of intermediate size, this approach can interpolate between low computational cost and numerical precision.

## Recorded benchmark results

A research result applies to its stated dataset, split, metric and evaluation configuration. Compare like-for-like settings, preserve the metric's unit and direction, and distinguish paper-reported results from independent reproduction. The best result recorded here is not a claim of exhaustive, current global coverage.

- [Image Classification on MNIST (train) (Likelihood, Error Rate, and Time)](<https://www.sota2.com/research/sota/image-classification-on-mnist-train-likelihood-error-rate-and-time.md>): Image Classification; MNIST (train); Log Likelihood: -330.996.

## Original sources and implementation

[Original paper](<https://arxiv.org/abs/1706.00241>)

[PDF](<https://arxiv.org/pdf/1706.00241.pdf>)