Abstract:

We introduce fast algorithms for solving p\ell_{p} regression problems using the iteratively reweighted least squares (IRLS) method. Our approach achieves state-of-the-art iteration complexity, outperforming the IRLS algorithm by Adil-Peng-Sachdeva (NeurIPS 2019) and matching the theoretical bounds established by the complex algorithm of Adil-Kyng-Peng-Sachdeva (SODA 2019, J. ACM 2024) via a simpler lightweight iterative scheme. This bridges the existing gap between theoretical and practical algorithms for p\ell_{p} regression. Our algorithms depart from prior approaches, using a primal-dual framework, in which the update rule can be naturally derived from an invariant maintained for the dual objective. Empirically, we show that our algorithms significantly outperform both the IRLS algorithm by Adil-Peng-Sachdeva and MATLAB/CVX implementations.

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This report is AI-GENERATED using Large Language Models and WisPaper (A scholar search engine). It analyzes academic papers' tasks and contributions against retrieved prior work. While this system identifies POTENTIAL overlaps and novel directions, ITS COVERAGE IS NOT EXHAUSTIVE AND JUDGMENTS ARE APPROXIMATE. These results are intended to assist human reviewers and SHOULD NOT be relied upon as a definitive verdict on novelty.
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Overview

Overall Novelty Assessment

The paper contributes fast IRLS algorithms for ℓp regression with state-of-the-art iteration complexity, matching theoretical bounds from prior complex methods via a simpler primal-dual framework. It resides in the 'Convergence Guarantees and Rate Analysis' leaf, which contains six papers total—a moderately populated node within the broader 'Core IRLS Theory and Convergence Analysis' branch. This leaf focuses specifically on proving convergence properties and establishing iteration complexity bounds, distinguishing it from algorithmic acceleration techniques or application-specific adaptations found in sibling branches.

The taxonomy reveals neighboring directions including 'Stability and Numerical Analysis' (three papers on robustness under noise) and 'Acceleration and Computational Efficiency' (four papers on matrix-free methods and reweighting strategies). The paper's primal-dual framework bridges theoretical convergence analysis with practical algorithmic design, connecting to acceleration work while maintaining rigorous complexity guarantees. Sibling papers in the same leaf (five others) similarly establish convergence rates, but the taxonomy's scope notes clarify that algorithmic modifications without convergence proofs belong elsewhere, suggesting this work's dual contribution spans multiple conceptual boundaries.

Among thirty candidates examined across three contributions, none yielded clear refutations. The first contribution (fast IRLS with state-of-the-art complexity) examined ten candidates with zero refutable matches; the primal-dual framework and high-precision refinement contributions showed identical patterns. This limited search scope—top-K semantic matches plus citation expansion—suggests the specific combination of primal-dual invariants and iteration complexity bounds may represent a less-explored intersection. However, the analysis explicitly does not claim exhaustive coverage, and the moderately populated taxonomy leaf indicates active prior work on convergence rate analysis exists.

Given the limited thirty-candidate search, the work appears to occupy a distinctive position combining theoretical iteration complexity with practical algorithmic simplicity. The absence of refutable candidates across all contributions, within this bounded scope, suggests the primal-dual approach may offer a novel angle on a well-studied problem. The taxonomy structure shows this is neither a sparse frontier nor an overcrowded space, with the convergence analysis leaf representing established but not saturated research territory.

Taxonomy

Core-task Taxonomy Papers
50
3
Claimed Contributions
30
Contribution Candidate Papers Compared
0
Refutable Paper

Research Landscape Overview

Core task: solving ℓp regression problems using iteratively reweighted least squares. The field organizes around several complementary directions. Core IRLS Theory and Convergence Analysis investigates the mathematical foundations—establishing convergence guarantees, analyzing iteration complexity, and proving rate bounds for various p-norms. Algorithmic Improvements and Variants explores practical enhancements such as sketching techniques, diagonal regularization, and smoothing strategies to accelerate convergence or handle numerical instabilities. Sparse Recovery and Compressed Sensing applies IRLS methods to recover sparse signals, often leveraging reweighting schemes to approximate ℓ0 or ℓ1 penalties. Robust Regression and Outlier Handling focuses on using ℓp norms (especially p < 2) to downweight outliers and achieve robustness in contaminated data settings. Domain-Specific Applications demonstrates IRLS in geophysical inversion, state estimation, and signal processing tasks, while Extensions and Generalizations broaden the framework to nonlinear models, block-sparse structures, and variational formulations. Comparative and Empirical Studies benchmark IRLS against alternative optimization methods, providing practical guidance on when reweighting strategies excel. A particularly active line of work centers on tightening convergence rates and reducing per-iteration costs. Improved Lp Regression[0] sits squarely within the convergence analysis branch, offering refined guarantees that complement earlier results such as Improved Convergence IRLS[11] and Fast IRLS Convergent[32]. These studies contrast with algorithmic variants like Sketched IRLS[37] or Improved IRLS Smoothed[6], which prioritize scalability over purely theoretical bounds. Meanwhile, sparse recovery methods (e.g., IRLS Sparse Recovery[1], IRLS Block Sparse[2]) emphasize sparsity-inducing penalties rather than general ℓp fitting, and robust regression approaches (e.g., IRLS Outlier Robust[29]) target heavy-tailed noise models. The original paper's emphasis on convergence rate analysis places it alongside works that rigorously quantify iteration complexity, distinguishing it from more application-driven or heuristic extensions elsewhere in the taxonomy.

Claimed Contributions

Fast IRLS algorithm with state-of-the-art iteration complexity for lp regression

The authors develop an IRLS-based algorithm for lp regression that achieves O(p²n^((p-2)/(3p-2)) log(n/ε)) iteration complexity, matching the best known theoretical bounds while using a simpler iterative framework than prior complex algorithms. This bridges the gap between theoretical and practical algorithms for lp regression.

10 retrieved papers
Primal-dual framework with dual objective invariant for IRLS updates

The authors introduce a novel primal-dual algorithmic framework where the IRLS update rule is derived from maintaining an invariant on the dual objective function, departing from standard approaches based on Taylor expansions or mirror descent methods.

10 retrieved papers
High-precision algorithm via iterative refinement with improved residual solver

The authors develop a high-precision algorithm that adapts the iterative refinement framework to use their improved IRLS solver for mixed lp + l2 residual problems, achieving O(p² log n log(n/ε)) subproblems each requiring O(n^((p-2)/(3p-2))) linear system solves.

10 retrieved papers

Core Task Comparisons

Comparisons with papers in the same taxonomy category

Contribution Analysis

Detailed comparisons for each claimed contribution

Contribution

Fast IRLS algorithm with state-of-the-art iteration complexity for lp regression

The authors develop an IRLS-based algorithm for lp regression that achieves O(p²n^((p-2)/(3p-2)) log(n/ε)) iteration complexity, matching the best known theoretical bounds while using a simpler iterative framework than prior complex algorithms. This bridges the gap between theoretical and practical algorithms for lp regression.

Contribution

Primal-dual framework with dual objective invariant for IRLS updates

The authors introduce a novel primal-dual algorithmic framework where the IRLS update rule is derived from maintaining an invariant on the dual objective function, departing from standard approaches based on Taylor expansions or mirror descent methods.

Contribution

High-precision algorithm via iterative refinement with improved residual solver

The authors develop a high-precision algorithm that adapts the iterative refinement framework to use their improved IRLS solver for mixed lp + l2 residual problems, achieving O(p² log n log(n/ε)) subproblems each requiring O(n^((p-2)/(3p-2))) linear system solves.