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ICML 2007 - The 24th Annual International Conference on Machine Learning

Trust Region Newton Methods for Large-Scale Logistic Regression

author: Chin Jen Lin

Description

Large-scale logistic regression arises in many applications such as document classification and natural language processing. In this paper, we apply a trust region Newton method to maximize the log-likelihood of the logistic regression model. The proposed method uses only approximate Newton steps in the beginning, but achieves fast convergence in the end. Experiments show that it is faster than the commonly used quasi Newton approach for logistic regression. We also compare it with linear SVM implementations.

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Slides
0:00 Trust Region Newton Method for Large-Scale Logistic Regression
0:15 Large-scale Linear Classifiers
1:07 Regularized Logistic Regression
1:56 Training Logistic Regression
2:31 Newton Method and Conjugate Gradient
4:21 Truncated Newton Methods
5:17 Trust Region Newton Method
6:06 Trust Region Newton Method (Cont’d)
7:00 The Trust Region Algorithm
7:51 Trust Region Sub-Problem
8:09 Trust Region Sub-Problem (Cont’d)
8:40 Trust Region Sub-Problem
8:48 Trust Region Sub-Problem (Cont’d)
10:04 Experiments: Data
10:52 Comparisons
11:36 Comparisons: Results
12:28 Comparisons: TRON (blue solid), SVMperf (red dotted)
13:25 - Questions
15:25 - Questions
18:29 - Questions

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