Local uncertainty sampling for large-scale multiclass logistic regression

DOI10.1214/19-AOS1867MaRDI QIDQ2196246zbMATH OpenOpenAlexFDO

Authors Lei Han, Kean Ming Tan, Ting Yang, Tong Zhang

Publication date 28 August 2020

Published in The Annals of Statistics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1604.08098, https://projecteuclid.org/euclid.aos/1594972838

zbMATH Keywords

binary and multiclass logistic regressionlocal case control samplinglocal uncertainty sampling

Mathematics Subject Classification ID

Point estimation (62F10) Sampling theory, sample surveys (62D05) Generalized linear models (logistic models) (62J12)

Abstract: A major challenge for building statistical models in the big data era is that the available data volume far exceeds the computational capability. A common approach for solving this problem is to employ a subsampled dataset that can be handled by available computational resources. In this paper, we propose a general subsampling scheme for large-scale multi-class logistic regression and examine the variance of the resulting estimator. We show that asymptotically, the proposed method always achieves a smaller variance than that of the uniform random sampling. Moreover, when the classes are conditionally imbalanced, significant improvement over uniform sampling can be achieved. Empirical performance of the proposed method is compared to other methods on both simulated and real-world datasets, and these results match and confirm our theoretical analysis.

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Cites work

• scientific article; zbMATH DE number 3984372 (Why is no real title available?)
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• Separate sample logistic discrimination

Cited in

(14)

• A two-stage optimal subsampling estimation for missing data problems with large-scale data
• Approximating Partial Likelihood Estimators via Optimal Subsampling
• Surprise sampling: improving and extending the local case-control sampling
• Information-based optimal subdata selection for big data logistic regression
• Optimal Poisson subsampling for softmax regression
• A review on design inspired subsampling for big data
• Local case-control sampling: efficient subsampling in imbalanced data sets
• Deterministic subsampling for logistic regression with massive data
• Optimal subsampling for multiplicative regression with massive data
• A Subsampling Method for Regression Problems Based on Minimum Energy Criterion
• Model constraints independent optimal subsampling probabilities for softmax regression
• Optimal subsampling for softmax regression
• Automated scalable Bayesian inference via Hilbert coresets
• Optimal subsampling for large-scale quantile regression

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