Trust region Newton methods for large-scale logistic regression

  • Authors:
  • Chih-Jen Lin;Ruby C. Weng;S. Sathiya Keerthi

  • Affiliations:
  • National Taiwan University, Taipei, Taiwan;National Chengchi University, Taipei, Taiwan;Yahoo! Research, California

  • Venue:
  • Proceedings of the 24th international conference on Machine learning
  • Year:
  • 2007

Quantified Score

Hi-index 0.00

Visualization

Abstract

Large-scale logistic regression arises in many applications such as document classification and natural language processing. In this paper, we apply a trust region Newton method to maximize the log-likelihood of the logistic regression model. The proposed method uses only approximate Newton steps in the beginning, but achieves fast convergence in the end. Experiments show that it is faster than the commonly used quasi Newton approach for logistic regression. We also compare it with linear SVM implementations.