Research
On-device research index

arXiv research

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.

168,695 papers · 148 categories

Trend · papers per month

90179269358 · Jun 202019922001200920172026
48 results for online multiclass logistic regression

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))O(\log(Bn)) with computational complexity O(n1.5)O(n^{1.5}).

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…

2018-03-25abs ↗pdf ↗

Sparse multinomial logistic regression for multiclass classification with feature selection.

problem High-dimensional multiclass classification with a focus on sparse models.
method Penalized maximum likelihood with complexity penalty, feature selection using group Lasso and Slope classifiers.
result Achievement of minimax order in both small and large number of classes regimes.

Method extracts features from signals for classification with explainability.

problem Lack of interpretability in signal classification models.
method Combining scattering transform and multiclass logistic regression with zeroth-order optimization.
result Uncovered the meaning of scattering transform coefficients.

Gaptron algorithm reduces mistakes in online multiclass classification.

problem Online multiclass classification with limited information.
method Randomized first-order algorithm exploiting the gap between zero-one loss and surrogate losses.
result First linear time algorithm with O(KT)O(K\sqrt{T}) expected regret.

The paper revisits discriminative vs. generative classifiers, showing naive Bayes requires fewer samples.

problem Comparing discriminative and generative classifiers in multiclass settings.
method Theoretical analysis and simulations of naive Bayes vs. logistic regression.
result Multiclass naive Bayes requires fewer samples to approach asymptotic error compared to logistic regression.

Multilabel classification is an important problem in a wide range of domains such as text categorization and music annotation. In this paper, we present a probabilistic model, Multilabel Logistic Regression with Hidden variables (MLRH), which extends the standard logistic regression by introducing hidden variables. Hid…

2019-12-03abs ↗pdf ↗

Develops a robust multiclass classification method for deep image classifiers.

problem Tackles data contamination and robustness to outliers in deep image classifiers.
method Uses Distributionally Robust Optimization (DRO) with Wasserstein metric ambiguity sets and regularized learning.
result Reduces test error rate by up to 83.5% and loss by up to 91.3% in image classification tasks.

Improved robustness in multivariate regression and classification with DRO under Wasserstein metric.

problem Outliers in covariates and responses.
method Distributionally Robust Optimization (DRO) with Wasserstein metric ambiguity set and regularization.
result Significant improvement in predictive error and robustness.

Generalized additive models (GAMs) are favored in many regression and binary classification problems because they are able to fit complex, nonlinear functions while still remaining interpretable. In the first part of this paper, we generalize a state-of-the-art GAM learning algorithm based on boosted trees to the multi…

2018-10-22abs ↗pdf ↗

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. …

2014-11-24abs ↗pdf ↗

Study online multiclass classification under bandit feedback, extending previous results.

problem Online multiclass classification with bandit feedback, focusing on label space unboundedness.
method Extend Daniely and Helbertal's results, show necessity and sufficiency of Bandit Littlestone dimension for learnability.
result Sequential uniform convergence is necessary but not sufficient for bandit online learnability.

Recent work has extended the theoretical analysis of boosting algorithms to multiclass problems and to online settings. However, the multiclass extension is in the batch setting and the online extensions only consider binary classification. We fill this gap in the literature by defining, and justifying, a weak learning…

2017-02-23abs ↗pdf ↗

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.

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.

Study improves online learning with adaptable agents in various settings.

problem Learning with improving agents in online settings.
method Extensive analysis of combinatorial dimensions, multiclass setup, bandit feedback, and agent cost.
result Characterization and analysis of online learnability in the model.

New research shows SVM and related methods can overfit without harm in multiclass classification.

problem Understanding benign overfitting in multiclass classification.
method Analyzing three training algorithms: ERM with cross-entropy, least-squares, and one-vs-all SVM.
result All three algorithms can lead to classifiers that interpolate training data and have equal accuracy under high overparameterization.

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…

2013-10-21abs ↗pdf ↗

Proposes a method to use external machine-learning predictions in multinomial logistic regression.

problem Improving statistical inference using summary-level external machine-learning predictions.
method Empirical-likelihood framework incorporating moment constraints from external nonparametric machine-learning predictions.
result Fused estimator achieves strict efficiency gain over primary-only estimator under mild conditions.

New method estimates density ratio for well-separated distributions using multi-class logistic regression.

problem Challenges in estimating density ratio for well-separated distributions.
method Uses multi-class logistic regression with auxiliary densities to estimate log(p/q).
result Demonstrates superior performance on density ratio estimation, mutual information, and representation learning tasks.

Establishes a condition for multiclass classification-calibration of Gamma-Phi losses.

problem Ensuring classification-calibration of multiclass Gamma-Phi losses.
method Develops a general sufficient condition for classification-calibration of Gamma-Phi losses.
result Proves the first family of nonconvex multiclass surrogate losses for which classification-calibration has been fully justified.

We consider Online Convex Optimization (OCO) in the setting where the costs are mm-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…

2018-10-23abs ↗pdf ↗

Study online learning with set-valued feedback, showing differences between deterministic and randomized approaches.

problem Online learning with set-valued feedback, where labels are sets rather than single labels.
method Introduced new combinatorial dimensions (Set Littlestone and Measure Shattering) to characterize learnability.
result Characterized deterministic and randomized online learnability, and established bounds for various learning settings.

Online L2D algorithm for multiclass classification with varying experts.

problem Handling streaming data, changing expert availability, and shifting expert distribution.
method First online L2D algorithm with O((n+ne)T2/3)O((n+n_e)T^{2/3}) and O((n+ne)T)O((n+n_e)\sqrt{T}) regret guarantees.
result Effective extension of standard L2D to settings with varying expert availability and reliability.

We present a framework for supervised subspace tracking, when there are two time series xtx_t and yty_t, 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…

2015-09-01abs ↗pdf ↗

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…

2013-05-31abs ↗pdf ↗