FOLKLORE algorithm speeds up online multiclass logistic regression.
problem Efficiently solving online multiclass logistic regression without high computational cost.
method Developed FOLKLORE algorithm with improved runtime and regret bound.
result First practical algorithm for online multiclass logistic regression.
Improved multiclass logistic regression with lower computational complexity.
problem High computational complexity in existing methods for multiclass logistic regression.
method Developed a new algorithm that achieves a lower computational complexity.
result Achieved a regret of O(log(Bn)) with computational complexity O(n1.5). New algorithm reduces online logistic regression regret without exponential constant.
problem Improper learning in online logistic regression with logarithmic regret.
method Regularized empirical risk minimization with surrogate losses.
result Regret scaling as O(B log(Bn)) with low computational complexity.
Proposes efficient Bayesian logistic regression for large sparse datasets.
problem Infeasibility of theoretical Bayesian methods for large sparse feature sets.
method Low complexity analytical approximations for sparse online logistic and probit regressions.
result Empirical results show superior performance compared to more complex methods.
Solving logistic regression with L1-regularization in distributed settings is an important problem. This problem arises when training dataset is very large and cannot fit the memory of a single machine. We present d-GLMNET, a new algorithm solving logistic regression with L1-regularization in the distributed settings. …
Proposes RTL model for sentiment classification and key word detection in online reviews.
problem Sentiment classification and key word detection in online reviews for hospitality industry.
method Regularized Text Logistic (RTL) regression model.
result RTL model achieves satisfactory classification performance and identifies key word features.
Learning linear predictors with the logistic loss---both in stochastic and online settings---is a fundamental task in machine learning and statistics, with direct connections to classification and boosting. Existing "fast rates" for this setting exhibit exponential dependence on the predictor norm, and Hazan et al. (20…
Online Platt Scaling adapts to varying data distributions.
problem Adapting Platt scaling to non-i.i.d. settings with distribution drift.
method Combines Platt scaling with online logistic regression and calibeating.
result OPS+calibeating method is guaranteed to be calibrated for adversarial outcomes.
Bayesian logistic regression improves clinical risk prediction models over time.
problem Improving clinical risk prediction models after deployment to adapt to temporal shifts.
method Bayesian logistic regression (BLR) and Markov variant (MarBLR) for online recalibration and revision of prediction models.
result BLR and MarBLR consistently outperform static models and other online revision methods, improving average AUC and calibration index.
The article describe the model, derivation, and implementation of variational Bayesian inference for linear and logistic regression, both with and without automatic relevance determination. It has the dual function of acting as a tutorial for the derivation of variational Bayesian inference for simple models, as well a…
GD with large, adaptive stepsizes achieves optimal risk in logistic regression.
problem Optimizing logistic regression with large stepsizes.
method Gradient Descent with adaptive stepsizes.
result GD achieves minimax optimal convergence in logistic regression.
We consider Online Convex Optimization (OCO) in the setting where the costs are m-strongly convex and the online learner pays a switching cost for changing decisions between rounds. We show that the recently proposed Online Balanced Descent (OBD) algorithm is constant competitive in this setting, with competitive rat…
Lower bounds on online logistic regression regret rates derived.
problem Achieving optimal regret rates in online logistic regression.
method Deriving lower bounds using information theory and grid methods.
result Achievable regret rates are dominated by d/2logT under L1, L2, and L∞ constraints. We present a framework for supervised subspace tracking, when there are two time series xt and yt, one being the high-dimensional predictors and the other being the response variables and the subspace tracking needs to take into consideration of both sequences. It extends the classic online subspace tracking work…
We present a family of expectation-maximization (EM) algorithms for binary and negative-binomial logistic regression, drawing a sharp connection with the variational-Bayes algorithm of Jaakkola and Jordan (2000). Indeed, our results allow a version of this variational-Bayes approach to be re-interpreted as a true EM al…
Large stepsize GD for logistic regression converges faster than expected.
problem Optimizing logistic regression with large step sizes.
method Gradient descent with large stepsize applied to logistic regression.
result GD converges to a lower loss in fewer steps than expected.
New method predicts customer churn using mixed-penalty logistic regression.
problem Predicting customer churn in CRM systems.
method Mixed-penalty logistic regression for big data analysis.
result Proposed method enhances logistic regression for better predictive analytics.
The study simplifies assessing overlap in logistic regression models using empirical likelihood.
problem Assessing overlap in multidimensional logistic regression models.
method Translation of Silvapulle's condition to empirical likelihood maximization, mechanized with R code.
result Minimal overlapping structures are cataloged in dimensions less than four, providing rules for higher dimensions.
Designs efficient algorithms for online and sliding window models of subspace embeddings for all p.
problem Design efficient algorithms for online and sliding window models of subspace embeddings for all p.
method Develops nearly optimal ℓp subspace embeddings for all p∈(0,∞) in the online coreset and sliding window models. result First nearly optimal ℓp subspace embeddings for all p∈(0,∞) in the online coreset and sliding window models. Study improves covariance estimation for SGD under Markovian data, matching best rates.
problem Improving covariance estimation for SGD in Markovian data settings.
method Online overlapping batch-means covariance estimator for SGD under Markovian sampling.
result Established convergence rates for covariance estimation under Markovian sampling.
Paper finds a lower bound for estimating low-rank matrices in logistic regression.
problem Estimating low-rank coefficient matrices in logistic regression.
method Derives a minimax lower bound on the risk.
result The bound depends on matrix dimensions, rank, and sample size.
Novel bounds for logistic regression coreset construction and feature selection.
problem Efficiently summarize and reduce logistic regression inputs.
method Feature space sketching for logistic regression.
result Tight bounds for coreset construction and feature selection.
Unified framework for sparse logistic regression with nonconvex regularization.
problem Sparse logistic regression with nonconvex regularization.
method Unified framework, line search criteria for nonconvex terms.
result Effective classification and feature selection at lower computational cost.
Coordinate descent (CD) algorithms have become the method of choice for solving a number of optimization problems in machine learning. They are particularly popular for training linear models, including linear support vector machine classification, LASSO regression, and logistic regression. We consider general CD with …
Prevalidated ridge regression simplifies logistic regression for high-dimensional data.
problem Efficient probabilistic classification in high-dimensional data with logistic regression.
method Developed a prevalidated ridge regression model that matches logistic regression's performance but is more computationally efficient.
result Prevalidated ridge regression achieves similar classification error and log-loss to logistic regression for high-dimensional data.
This paper introduces a new probabilistic model for online learning which dynamically incorporates information from stochastic gradients of an arbitrary loss function. Similar to probabilistic filtering, the model maintains a Gaussian belief over the optimal weight parameters. Unlike traditional Bayesian updates, the m…
Improved sketching for logistic and ℓ1 regression with near-linear dimensions.
problem Efficiently approximate ℓ1 and logistic regression problems. method New sketching techniques achieving near-linear dimensions for both problems.
result Achieved near-linear sketching dimensions for ℓ1 and logistic regression. Safe screening rules reduce computation time in logistic regression with ℓ0−ℓ2 regularization.
problem Efficiently solving logistic regression with many features and regularization.
method Screening rules based on Fenchel dual lower bounds of strong conic relaxations.
result A high percentage of features can be safely removed before solving, leading to substantial speed-up.
Improves logistic regression performance with nonconvex programming.
problem Stochastic generalized linear regression with chance constraints.
method Nonconvex programming techniques, clustering, quantile estimation.
result Over 1 to 2 percent improvement in model performance.
We study the generalization performance of online learning algorithms trained on samples coming from a dependent source of data. We show that the generalization error of any stable online algorithm concentrates around its regret--an easily computable statistic of the online performance of the algorithm--when the underl…
Paper explores connections between loss functions and consistency in binary classification and regression.
problem Consistency in binary classification and regression applications.
method Characterization of conformable loss functions and derivation of a new Huber-type loss function.
result Margin-based loss functions are equivalent to loss functions of squared standardized logistic regression residuals.
Maximum likelihood estimator performance in logistic regression analyzed.
problem Performance of maximum likelihood estimator in logistic regression.
method Sharp non-asymptotic guarantees for existence and excess logistic risk.
result Sharp guarantees for the existence and excess risk of MLE in logistic regression.
We comment on the fact that gradient ascent for logistic regression has a connection with the perceptron learning algorithm. Logistic learning is the "soft" variant of perceptron learning.
Paper introduces imprecise logistic regression for handling uncertain data.
problem Uncertainties in data prevent traditional logistic regression from being applied effectively.
method Develops imprecise logistic regression model using intervals of possible values.
result Clearly expresses epistemic uncertainty in predictions.
A new data-oblivious sketch for logistic regression reduces data size while maintaining approximation accuracy.
problem Efficiently solving logistic regression in one pass over a data stream.
method Data-oblivious sketching approach that reduces data size to poly(μdlog n) weighted points.
result Sketching reduces data size significantly and provides approximation guarantees.
The l1-regularized logistic regression (or sparse logistic regression) is a widely used method for simultaneous classification and feature selection. Although many recent efforts have been devoted to its efficient implementation, its application to high dimensional data still poses significant challenges. In this paper…
PIANO speeds up multinomial logistic regression solving.
problem Handling large datasets and many classes in logistic regression.
method Parallel iterative algorithm based on Majorization Minimization.
result PIANO converges to a stationary point of Multinomial and Sparse Multinomial Logistic Regression.
Logistic regression is a widely used method in several fields. When applying logistic regression to imbalanced data, for which majority classes dominate over minority classes, all class labels are estimated as `majority class.' In this article, we use an F-measure optimization method to improve the performance of logis…
A new algorithm approximates logistic regression probabilities efficiently.
problem Efficiently approximating probabilities in logistic regression for large datasets.
method Randomized sampling-based algorithm with leverage scores.
result Accurate approximations to estimated probabilities with smaller sample sizes.
Study shows sample complexity for logistic regression with normal covariates.
problem Estimating parameters of logistic regression with normal design.
method Analyzes sample complexity in terms of dimension and inverse temperature.
result Shows two change-points in sample complexity curve based on inverse temperature.
Every year, thousands of people receive consumer product related injuries. Research indicates that online customer reviews can be processed to autonomously identify product safety issues. Early identification of safety issues can lead to earlier recalls, and thus fewer injuries and deaths. A dataset of product reviews …
Logistic regression gets a new, simpler uniform bound.
problem Finding a uniform bound for logistic regression's empirical risk.
method PAC-Bayes approach with second-order expansion and Rademacher-complexity bounds.
result Provides a dimension-free uniform concentration bound.
Proposes MELODIC family for simultaneous binary logistic regression.
problem Simultaneous analysis of multiple binary response variables.
method Defines models in a reduced Euclidean space using a distance rule.
result Improves predictive accuracy through model interdependence.
The paper develops methods for time-varying constrained online convex optimization.
problem Time-varying loss and constraint functions in online convex optimization.
method Model-based augmented Lagrangian methods (MALM) for time-varying and delayed feedback.
result Sublinear regret and constraint violation for both time-varying and delayed feedback scenarios.
Coresets are one of the central methods to facilitate the analysis of large data sets. We continue a recent line of research applying the theory of coresets to logistic regression. First, we show a negative result, namely, that no strongly sublinear sized coresets exist for logistic regression. To deal with intractable…
Improved classifier for PU data using logistic regression.
problem Analysis of Positive Unlabeled data under SCAR assumption.
method Fitting misspecified logistic regression model to PU data.
result The classifier performs on par or better than competitors on real data sets.
A method for safe online classification reduces test costs while maintaining low error rates.
problem Sequential testing for binary disease outcomes with unknown logistic model parameters.
method Joint estimation of logistic parameter and feature distribution with a conservative threshold.
result Achieves target error with high probability and requires minimal excess tests.
A neural network solves logistic regression with ℓ1 regularization efficiently.
problem Efficiently solving logistic regression with ℓ1 regularization due to non-differentiability of ℓ1 norm. method A simple projection neural network that avoids auxiliary variables and smooth approximations.
result The neural network converges to a solution of the problem with any initial value and outperforms existing methods.