图 书 馆
L1正则线性回归和逻辑回归的乘法更新Multiplicative Updates for L1-Regularized Linear and Logistic Regression |
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| 课程网址: | http://videolectures.net/ida07_saul_mufl1/ |
| 主讲教师: | Lawrence Saul |
| 开课单位: | 加州大学圣地亚哥分校 |
| 开课时间: | 2007-10-08 |
| 课程语种: | 英语 |
| 中文简介: |  |
| 课程简介: | Multiplicative update rules have proven useful in many areas of machine learning. Simple to implement, guaranteed to converge, they account in part for the widespread popularity of algorithms such as nonnegative matrix factorization and Expectation-Maximization. In this paper, we show how to derive multiplicative updates for problems in L1-regularized linear and logistic regression. For L1–regularized linear regression, the updates are derived by reformulating the required optimization as a problem in nonnegative quadratic programming (NQP). The dual of this problem, itself an instance of NQP, can also be solved using multiplicative updates; moreover, the observed duality gap can be used to bound the error of intermediate solutions. For L1–regularized logistic regression, we derive similar updates using an iteratively reweighted least squares approach. We present illustrative experimental results and describe efficient implementations for large-scale problems of interest (e.g., with tens of thousands of examples and over one million features). |
| 关 键 词: | 机器学习领域; 乘法更新规则; 正则化 |
| 课程来源: | 视频讲座网 |
| 最后编审: | 2019-04-27：lxf |
| 阅读次数: | 192 |