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Supplement Materials for “An Improved GLMNET for L1-regularized Logistic Regression”

By Guo-xun Yuan, Chia-hua Ho, Chih-jen Lin and S. Sathiya Keerthi

Abstract

This document presents some materials not included in the paper. In Section II, we show that the solution of subproblem (13) converges to zero. In Section III, we show that newGLMNET has quadratic convergence if the loss function L(·) is strictly convex and the exact Hessian is used as H in the quadratic sub-problem. In Section IV, we show tha

Year: 2013
OAI identifier: oai:CiteSeerX.psu:10.1.1.307.9367
Provided by: CiteSeerX
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