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 extend the proposed method to large-scale L2-loss linear support vector machines (SVM).

Keywords

Logistic regressionSupport vector machineScale (ratio)Computer scienceConvergence (economics)Logistic model treeNewton's methodRegressionArtificial intelligenceStatisticsMathematicsMachine learningNonlinear systemGeography

Related Publications

Publication Info

Year
2008
Type
article
Volume
9
Issue
22
Pages
627-650
Citations
286
Access
Closed

External Links

Social Impact

Social media, news, blog, policy document mentions

Citation Metrics

286
OpenAlex

Cite This

Chih‐Jen Lin, Ruby C. Weng, S. Sathiya Keerthi (2008). Trust Region Newton Method for Logistic Regression. Journal of Machine Learning Research , 9 (22) , 627-650. https://doi.org/10.1145/1390681.1390703

Identifiers

DOI
10.1145/1390681.1390703