Self-concordant analysis for logistic regression
نویسندگان
چکیده
منابع مشابه
Self-concordant analysis for logistic regression
Most of the non-asymptotic theoretical work in regression is carried out for the square loss, where estimators can be obtained through closed-form expressions. In this paper, we use and extend tools from the convex optimization literature, namely self-concordant functions, to provide simple extensions of theoretical results for the square loss to the logistic loss. We apply the extension techni...
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ژورنال
عنوان ژورنال: Electronic Journal of Statistics
سال: 2010
ISSN: 1935-7524
DOI: 10.1214/09-ejs521