Local uncertainty sampling for large-scale multiclass logistic regression
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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
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- Fitting Logistic Regression Models in Stratified Case-Control Studies
- scientific article; zbMATH DE number 3984372 (Why is no real title available?)
- Local case-control sampling: efficient subsampling in imbalanced data sets
- On the Robustness of Weighted Methods for Fitting Models to Case–Control Edata
- Sample Selection Bias Correction Theory
- Separate sample logistic discrimination
Cited in
(24)- Optimal subsampling for large-scale quantile regression
- Surprise sampling: improving and extending the local case-control sampling
- A two-stage optimal subsampling estimation for missing data problems with large-scale data
- Information-based optimal subdata selection for big data logistic regression
- Optimal subsampling for softmax regression
- Automated scalable Bayesian inference via Hilbert coresets
- Local case-control sampling: efficient subsampling in imbalanced data sets
- Optimal subsampling for multiplicative regression with massive data
- Model constraints independent optimal subsampling probabilities for softmax regression
- A review on design inspired subsampling for big data
- Approximating Partial Likelihood Estimators via Optimal Subsampling
- Deterministic subsampling for logistic regression with massive data
- Optimal Poisson subsampling for softmax regression
- A Subsampling Method for Regression Problems Based on Minimum Energy Criterion
- Optimal subsampling for estimation of dimension reduction directions
- Efficient subsampling for high-dimensional data
- Refitted cross-validation estimation for high-dimensional subsamples from low-dimension full data
- Optimal sample selection through uncertainty estimation and its application in deep learning
- Optimal Subsampling for Data Streams with Measurement Constrained Categorical Responses
- Subsampled one-step estimation for fast statistical inference
- DsubCox: a fast subsampling algorithm for Cox model with distributed and massive survival data
- Optimal subsampling for multinomial logistic models with big data
- A Subsampling Strategy for AIC-based Model Averaging with Generalized Linear Models
- Independence-Encouraging Subsampling for Nonparametric Additive Models
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