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PIANO: A fast parallel iterative algorithm for multinomial and sparse multinomial logistic regression
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DOI：10.1016/j.sigpro.2022.108459.png)
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Abstract
En 中文
Multinomial Logistic Regression is a well-studied tool for classification and has been widely used in fields like image processing, computer vision and, bioinformatics, to name a few. Under a supervised classification scenario, a Multinomial Logistic Regression model learns a weight vector to differentiate between any two classes by optimizing over the likelihood objective. With the advent of big data, the inundation of data has resulted in large dimensional weight vector and has also given rise to a huge number of classes, which makes the classical methods applicable for model estimation not computationally viable. To handle this issue, we here propose a parallel iterative algorithm: Parallel Iterative Algorithm for MultiNomial LOgistic Regression ( PIANO ) which is based on the Majorization Minimization procedure, and can parallely update each element of the weight vectors. Further, we also show that PIANO can be easily extended to solve the Sparse Multinomial Logistic Regression problem -an extensively studied problem because of its attractive feature selection property. In particular, we work out the extension of PIANO to solve the Sparse Multinomial Logistic Regression problem with epsilon(1) and t 0 regularizations. We also prove that PIANO converges to a stationary point of the Multinomial and the Sparse Multinomial Logistic Regression problems. Simulations were conducted to compare PIANO with the existing methods, and it was found that the proposed algorithm performs better than the existing methods in terms of speed of convergence.(C) 2022 Elsevier B.V. All rights reserved.
Keywords:
Multinomial logistic regression
Majorization minimization
Sparse
Parameter estimation
Regularization
Parallel algorithms
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