Accelerating cross-validation in multinomial logistic regression with _1-regularization

MaRDI QIDQ4558203zbMATH OpenFDO

Authors Tomoyuki Obuchi, Yoshiyuki Kabashima

Publication date 21 November 2018

Full work available at URL https://arxiv.org/abs/1711.05420, http://jmlr.csail.mit.edu/papers/v19/17-684.html

zbMATH Keywords

classificationcross-validationlinear perturbationMATLABmultinomial logistic regressionPython codesself-averaging approximation

Mathematics Subject Classification ID

Classification and discrimination; cluster analysis (statistical aspects) (62H30) Generalized linear models (logistic models) (62J12) Learning and adaptive systems in artificial intelligence (68T05)

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Cites work

• A CDMA multiuser detection algorithm on the basis of belief propagation
• Cross validation in Lasso and its acceleration
• Expectation consistent approximate inference
• Generalized Cross-Validation as a Method for Choosing a Good Ridge Parameter
• Note on “Comparison of Model Selection for Regression” by Vladimir Cherkassky and Yunqian Ma
• Partition-function zeros of spherical spin glasses and their relevance to chaos
• Predictive likelihood: A review. With comments and a rejoinder by the author
• Probabilistic data modelling with adaptive TAP mean-field theory
• Regularization and Variable Selection Via the Elastic Net
• The Dynamics of Message Passing on Dense Graphs, with Applications to Compressed Sensing

Cited in

(5)

• Cross validation in Lasso and its acceleration
• \(\text{ALR}^n\): accelerated higher-order logistic regression
• AcceleratedCVonMLR_matlab
• Efficient approximate k-fold and leave-one-out cross-validation for ridge regression
• Pliable lasso for the multinomial logistic regression

Describes a project that uses

Uses Software

• UCI
• glmnet
• Matlab
• AcceleratedCVonMLR_Python
• GitHub
• Python

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