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  1. Mahout
  2. MAHOUT-228

Need sequential logistic regression implementation using SGD techniques

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Details

    • New Feature
    • Status: Closed
    • Major
    • Resolution: Fixed
    • None
    • 0.4
    • Classification
    • None

    Description

      Stochastic gradient descent (SGD) is often fast enough for highly scalable learning (see Vowpal Wabbit, http://hunch.net/~vw/).

      I often need to have a logistic regression in Java as well, so that is a reasonable place to start.

      Attachments

        1. TrainLogisticTest.patch
          3 kB
          Drew Farris
        2. sgd-derivation.tex
          5 kB
          Ted Dunning
        3. sgd-derivation.pdf
          73 kB
          Ted Dunning
        4. sgd.csv
          8 kB
          Ted Dunning
        5. r.csv
          0.5 kB
          Ted Dunning
        6. MAHOUT-228-interfaces.patch
          9 kB
          Ted Dunning
        7. MAHOUT-228-3.patch
          61 kB
          Ted Dunning
        8. MAHOUT-228.patch
          58 kB
          Jake Mannix
        9. MAHOUT-228.patch
          78 kB
          Ted Dunning
        10. MAHOUT-228.patch
          167 kB
          Ted Dunning
        11. MAHOUT-228.patch
          172 kB
          Ted Dunning
        12. logP.csv
          0.1 kB
          Ted Dunning

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              tdunning Ted Dunning
              tdunning Ted Dunning
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              Dates

                Created:
                Updated:
                Resolved: