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From Suneel Marthi <suneel_mar...@yahoo.com>
Subject Re: Logistic Regression cost function
Date Mon, 13 Jan 2014 21:14:20 GMT
I think this is the one. Yes, I don't see this paper referenced in the code sorry about that.
http://leon.bottou.org/publications/pdf/compstat-2010.pdf







On Monday, January 13, 2014 3:51 PM, Frank Scholten <frank@frankscholten.nl> wrote:
 
Do you know which paper it is? He has quite a few publications. I don't see
any mention of one of his papers in the code. I only see
www.eecs.tufts.edu/~dsculley/papers/combined-ranking-and-regression.pdf in
MixedGradient but this is something different.




On Mon, Jan 13, 2014 at 1:27 PM, Suneel Marthi <suneel_marthi@yahoo.com>wrote:

> Mahout's impl is based off of Leon Bottou's paper on this subject.  I
> don't gave the link handy but it's referenced in the code or try google
> search
>
> Sent from my iPhone
>
> > On Jan 13, 2014, at 7:14 AM, Frank Scholten <frank@frankscholten.nl>
> wrote:
> >
> > Hi,
> >
> > I followed the Coursera Machine Learning course quite a while ago and I
> am
> > trying to find out how Mahout implements the Logistic Regression cost
> > function in the code surrounding AbstractOnlineLogisticRegression.
> >
> > I am looking at the train method in AbstractOnlineLogisticRegression and
> I
> > see online gradient descent step where the beta matrix is updated but to
> me
> > its unclear how matches with the cost function described at:
> > http://www.holehouse.org/mlclass/06_Logistic_Regression.html
> >
> > Perhaps Mahout uses an optimized approach for that does not directly map
> > into the formula at that link?
> >
> > Cheers,
> >
> > Frank
>
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