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Distributed Coordinate Descent for L1-regularized Logistic Regression

2014-11-24 · Ilya Trofimov, Alexander Genkin

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. We empirically show that it is superior over distributed online learning via truncated gradient.

📄 PDF Abstract BibTeX arXiv:1411.6520

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IlyaTrofimov/dlr 공식 구현

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regression

Methods 이 논문이 사용한 방법론

Logistic Regression Logistic Regression, despite its name, is a linear model for classification rather than regression. Logistic regression is also known in the literature as logit regression,…

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