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Fitting Penalized Logistic Regression Models Using QR Factorization

The paper presents improvement of a commonly used learning algorithm for logistic regression. In the direct approach Newton method needs inversion of Hessian, what is cubic with respect to the number of attributes. We study a special case when the number of samples m is smaller than the number of at...

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Detalhes bibliográficos
Publicado no:Computational Science – ICCS 2020
Main Authors: Klimaszewski, Jacek, Korzeń, Marcin
Formato: Artigo
Idioma:Inglês
Publicado em: 2020
Assuntos:
Acesso em linha:https://ncbi.nlm.nih.gov/pmc/articles/PMC7302851/
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1007/978-3-030-50417-5_4
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