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On Regularized Sparse Logistic Regression

2023/09/12 by Mengyuan Zhang, Kai Liu, Zhang, Mengyuan +1
Computer Science · Engineering · #Artificial Intelligence (cs.AI) #FOS: Computer and information sciences #Face and Expression Recognition #Machine Learning (cs.LG) #Machine Learning (stat.ML) #Machine Learning and ELM #Sparse and Compressive Sensing Techniques

paper · pdf · doi:10.48550/arxiv.2309.05925

openalex publication_date 2023/09/12 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

Sparse logistic regression is for classification and feature selection simultaneously. Although many studies have been done to solve ℓ1-regularized logistic regression, there is no equivalently abundant work on solving sparse logistic regression with nonconvex regularization term. In this paper, we propose a unified framework to solve ℓ1-regularized logistic regression, which can be naturally extended to nonconvex regularization term, as long as certain requirement is satisfied. In addition, we also utilize a different line search criteria to guarantee monotone convergence for various regularization terms. Empirical experiments on binary classification tasks with real-world datasets demonstrate our proposed algorithms are capable of performing classification and feature selection effectively at a lower computational cost.

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