Distributed Newton Method for Regularized Logistic Regression
Date Issued
2016
Date
2016
Author(s)
Zhuang, Yong
Abstract
Regularized logistic regression is a very useful classification method, but for large- scale data, its distributed training has not been investigated much. In this work, we propose a distributed Newton method for training logistic regression. Many interesting techniques are discussed for reducing the communication cost and speeding up the computation. Experiments show that the proposed method is competitive with or even faster than state-of-the-art approaches such as Alternating Direction Method of Multipliers (ADMM) and Vowpal Wabbit (VW). We have released an MPI-based implementation for public use.
Subjects
Logistic regression
Newton method
Distributed computing
Type
thesis
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