EN FR
EN FR
OPIS - 2019
Overall Objectives
New Software and Platforms
New Results
Bilateral Contracts and Grants with Industry
Bibliography
Overall Objectives
New Software and Platforms
New Results
Bilateral Contracts and Grants with Industry
Bibliography


Section: New Results

A Random Block-Coordinate Douglas-Rachford Splitting Method with Low Computational Complexity for Binary Logistic Regression

Participants: Emilie Chouzenoux, Jean-Christophe Pesquet (Collaboration: Giovanni Chierchia, ESIEE Paris, Luis Bricenos Arias, Universidad Técnica Federico Santa Maria, Valparaiso, Chile)

In the paper [6], we proposed a new optimization algorithm for sparse logistic regression based on a stochastic version of the Douglas-Rachford splitting method. Our algorithm sweeps the training set by randomly selecting a mini-batch of data at each iteration, and it allows us to update the variables in a block coordinate manner. Our approach leverages the proximity operator of the logistic loss, which is expressed with the generalized Lambert W function. Experiments carried out on standard datasets demonstrate the efficiency of our approach w.r.t. stochastic gradient-like methods.