Distributed Coordinate Descent for L1-regularized Logistic Regression

Code

• github.com/IlyaTrofimov/dlr
  OfficialIn papernone★ 0

Abstract

Solving logistic regression with L1-regularization in distributed settings is an important problem. This problem arises when training dataset is very large and cannot fit the memory of a single machine. We present d-GLMNET, a new algorithm solving logistic regression with L1-regularization in the distributed settings. We empirically show that it is superior over distributed online learning via truncated gradient.

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