logistic regression – Page 2 – Optimization Online

A Coordinate Gradient Descent Method for L_1-regularized Convex Minimization

Published: 2008/04/23, Updated: 2010/11/30

Convex and Nonsmooth Optimization compressed sensing, convex optimization, coordinate gradient descent, image deconvolution, l_1 regularization, linear least-squares, logistic regression, q-linear convergence

In applications such as signal processing and statistics, many problems involve finding sparse solutions to under-determined linear systems of equations. These problems can be formulated as a structured nonsmooth optimization problems, i.e., the problem of minimizing L_1-regularized linear least squares problems. In this paper, we propose a block coordinate gradient descent method (abbreviated as CGD) … Read more

LASSO-Patternsearch Algorithm with Application to Ophthalmology and Genomic Data

Published: 2008/01/05

Nonsmooth Optimization, Statistics lasso, logistic regression, pattern search

The LASSO-Patternsearch algorithm is proposed as a two-step method to identify clusters or patterns of multiple risk factors for outcomes of interest in demographic and genomic studies. The predictor variables are dichotomous or can be coded as dichotomous. Many diseases are suspected of having multiple interacting risk factors acting in concert, and it is of … Read more