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L1/2正则化Logistic回归

, PP. 721-728

Keywords: Logistic回归,L1/2正则化,坐标下降算法

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Abstract:

提出一种L1/2正则化Logistic回归模型,并针对此模型构造有效的求解算法。文中模型基于L1/2正则化理论建立,有效改善传统模型存在的变量选择与计算过拟合问题。文中算法基于“坐标下降”思想构造,快速有效。在一系列人工和实际数据集上的实验表明,文中算法在分类问题中具有良好的变量选择能力和预测能力,优于传统Logistic回归和L1正则化Logistic回归。

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