An extended Newton-type algorithm for \(\ell_2\)-regularized sparse logistic regression and its efficiency for classifying large-scale datasets

DOI10.1016/j.cam.2021.113656zbMath1469.90161arXiv1901.02768MaRDI QIDQ2033090

Rui Wang, Nai-Hua Xiu, Sheng-Long Zhou

Publication date: 14 June 2021

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1901.02768

zbMATH Keywords

numerical experiments; Newton method; global and quadratic convergence; sparse logistic regression

Mathematics Subject Classification ID

90C53: Methods of quasi-Newton type

Related Items

Unnamed Item, Subspace quadratic regularization method for group sparse multinomial logistic regression, Gradient projection Newton algorithm for sparse collaborative learning using synthetic and real datasets of applications, A data-driven line search rule for support recovery in high-dimensional data analysis, Gradient projection Newton pursuit for sparsity constrained optimization

Uses Software

• GQTPAR
• glmnet
• CoSaMP
• SLEP
• L0Learn

Cites Work

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