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.
Categories
Top: Computer Science: Machine Learning: Statistical LearningTop: Mathematics: Operations Research
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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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