Proceedings of the 24th International Conference on Machine Learning 2007
DOI: 10.1145/1273496.1273567
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Trust region Newton methods for large-scale logistic regression

Abstract: 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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Cited by 264 publications
(277 citation statements)
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“…Later, those histograms are categorized using a support vector machine. The SVM has been trained using logistic regression (LR-SVM) [19] with the LIBLINEAR software package [20]. Finally, the shown times results have been obtained using laptop with an Intel T7700 Core Duo CPU and 2Gb of RAM.…”
Section: Parameter Settingmentioning
confidence: 99%
“…Later, those histograms are categorized using a support vector machine. The SVM has been trained using logistic regression (LR-SVM) [19] with the LIBLINEAR software package [20]. Finally, the shown times results have been obtained using laptop with an Intel T7700 Core Duo CPU and 2Gb of RAM.…”
Section: Parameter Settingmentioning
confidence: 99%
“…LiblieaR is an R interface to LIBLINEAR, a C/C++ library for large linear classification (Fan et al, 2008). LIBLINEAR not only has good theoretical properties, but also shows promising performance in practice (Fan et al, 2008;Hsieh et al, 2008;Keerthi et al, 2008;Lin et al, 2008). L2-regularized L2-loss support vector classification model (Fan et al, 2008) in LiblieaR was applied to construct the predictor.…”
Section: Predictor Construction and Evaluationmentioning
confidence: 99%
“…They proposed a specialized algorithm that solve (3) to estimate the active set (the set of components w l that are zero at the minimizer of (39)) and use a Newton-like enhancement to the search direction using the projection of the Hessian of the log likelihood function onto the set of nonzero components w l . Lin et al [23] proposed a trust region Newton method to solve a large-scale 2 -regularized logistic regression problem of the form:…”
Section: Conclusion and Extensionsmentioning
confidence: 99%