A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.
Multinomial Logistic Regression is a well-studied tool for classification and has been widely used in fields like image processing, computer vision and, bioinformatics, to name a few. Under a supervised classification scenario, a Multinomial Logistic Regression model learns a weight vector to differentiate between any …
In this paper we consider high-dimensional multiclass classification by sparse multinomial logistic regression. We propose first a feature selection procedure based on penalized maximum likelihood with a complexity penalty on the model size and derive the nonasymptotic bounds for misclassification excess risk of the re…
We propose a penalized likelihood method that simultaneously fits the multinomial logistic regression model and combines subsets of the response categories. The penalty is non differentiable when pairs of columns in the optimization variable are equal. This encourages pairwise equality of these columns in the estimator…
Scaling multinomial logistic regression to datasets with very large number of data points and classes is challenging. This is primarily because one needs to compute the log-partition function on every data point. This makes distributing the computation hard. In this paper, we present a distributed stochastic gradient d…
We develop an approximate formula for evaluating a cross-validation estimator of predictive likelihood for multinomial logistic regression regularized by an ℓ1-norm. This allows us to avoid repeated optimizations required for literally conducting cross-validation; hence, the computational time can be significantl…
Many practical modeling problems involve discrete data that are best represented as draws from multinomial or categorical distributions. For example, nucleotides in a DNA sequence, children's names in a given state and year, and text documents are all commonly modeled with multinomial distributions. In all of these cas…
For the problem of multi-class linear classification and feature selection, we propose approximate message passing approaches to sparse multinomial logistic regression (MLR). First, we propose two algorithms based on the Hybrid Generalized Approximate Message Passing (HyGAMP) framework: one finds the maximum a posterio…
The logistic normal distribution has recently been adapted via the transformation of multivariate Gaus- sian variables to model the topical distribution of documents in the presence of correlations among topics. In this paper, we propose a probit normal alternative approach to modelling correlated topical structures. O…
We present ADMM-Softmax, an alternating direction method of multipliers (ADMM) for solving multinomial logistic regression (MLR) problems. Our method is geared toward supervised classification tasks with many examples and features. It decouples the nonlinear optimization problem in MLR into three steps that can be solv…
Logistic regression models are a popular and effective method to predict the probability of categorical response data. However inference for these models can become computationally prohibitive for large datasets. Here we adapt ideas from symbolic data analysis to summarise the collection of predictor variables into his…
Cyanure is an open-source C++ software package with a Python interface. The goal of Cyanure is to provide state-of-the-art solvers for learning linear models, based on stochastic variance-reduced stochastic optimization with acceleration mechanisms. Cyanure can handle a large variety of loss functions (logistic, square…
The paper provides guarantees for a tangent transform algorithm in logistic regression models.
problem Finding theoretical guarantees for statistical optimality and algorithmic convergence in non-conjugate models.
method Exploiting convex duality and minorizing the marginal likelihood, the paper derives non-asymptotic upper bounds and convergence guarantees for a tangent transform algorithm in logistic regression models.
result The tangent transform algorithm is shown to be locally asymptotically stable without assumptions on the data-generating process.
In tropical regions, populations continue to suffer morbidity and mortality from malaria and arboviral diseases. In Kedougou (Senegal), these illnesses are all endemic due to the climate and its geographical position. The co-circulation of malaria parasites and arboviruses can explain the observation of coinfected case…
MM (majorization--minimization) algorithms are an increasingly popular tool for solving optimization problems in machine learning and statistical estimation. This article introduces the MM algorithm framework in general and via three popular example applications: Gaussian mixture regressions, multinomial logistic regre…
We develop unbiased implicit variational inference (UIVI), a method that expands the applicability of variational inference by defining an expressive variational family. UIVI considers an implicit variational distribution obtained in a hierarchical manner using a simple reparameterizable distribution whose variational …
Due to its linear complexity, naive Bayes classification remains an attractive supervised learning method, especially in very large-scale settings. We propose a sparse version of naive Bayes, which can be used for feature selection. This leads to a combinatorial maximum-likelihood problem, for which we provide an exact…
We propose a new data-augmentation strategy for fully Bayesian inference in models with binomial likelihoods. The approach appeals to a new class of Polya-Gamma distributions, which are constructed in detail. A variety of examples are presented to show the versatility of the method, including logistic regression, negat…
Dropout has been witnessed with great success in training deep neural networks by independently zeroing out the outputs of neurons at random. It has also received a surge of interest for shallow learning, e.g., logistic regression. However, the independent sampling for dropout could be suboptimal for the sake of conver…