Proceedings of the 2017 SIAM International Conference on Data Mining 2017
DOI: 10.1137/1.9781611974973.79
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A Fast Trust-Region Newton Method for Softmax Logistic Regression

Abstract: With the emergence of big data, there has been a growing interest in optimization routines that lead to faster convergence of Logistic Regression (LR). Among many optimization methods such as Gradient Descent, Quasi-Newton, Conjugate Gradient, etc., the Trust-region based truncated Newton method (TRON) algorithm has been shown to converge the fastest. The TRON algorithm also forms an important component of the highly efficient and widely used liblinear package. It has been shown that the WANBIA-C trick of scal… Show more

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Cited by 4 publications
(4 citation statements)
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“…In our experiments, we applied Lib Linear [7], a widely used and efficient toolkit for logistic regression which uses truncated Newton optimization [9]. In a recent paper, Zaidi et al [27] note that among the many optimization methods that have been evaluated, the truncated Newton method has been shown to converge the fastest, which provides support that Lib Linear is a competitive, state-of-the-art method to apply in our evaluation, as a baseline point of comparison. As with MVP, the appended term on LR denotes the maximum polynomial degree of the regressors.…”
Section: Simulation Studiesmentioning
confidence: 99%
“…In our experiments, we applied Lib Linear [7], a widely used and efficient toolkit for logistic regression which uses truncated Newton optimization [9]. In a recent paper, Zaidi et al [27] note that among the many optimization methods that have been evaluated, the truncated Newton method has been shown to converge the fastest, which provides support that Lib Linear is a competitive, state-of-the-art method to apply in our evaluation, as a baseline point of comparison. As with MVP, the appended term on LR denotes the maximum polynomial degree of the regressors.…”
Section: Simulation Studiesmentioning
confidence: 99%
“…z lc is the corresponding class label of the l th subject for the c th task, and is the data vector of the l th subject for the c th task. This objective is usually called the negative log-likelihood and is convex ( Zaidi and Webb, 2017 ).…”
Section: Methodsmentioning
confidence: 99%
“…According to Krishnapuram et al (2005) and Lee et al (2006) , we first obtain the first-order derivative of the logistic objective with respect to each v jc where is the class posterior probability ( Zaidi and Webb, 2017 ). Here we use denote the l th row and j th column element of matrix .…”
Section: Methodsmentioning
confidence: 99%
“…Several variants that are popular in this category for optimizing LR related models is that of 'Truncated Newton method' [26] -also known as TRON, conjugate gradient, etc. [27].…”
Section: ) Second Order Methodsmentioning
confidence: 99%