High Performance Computing Applied to Logistic Regression: A CPU and GPU Implementation Comparison

2023/08/19 by Mohammed, Nechba, Mohamed, Mouhajir, Yassine, Sedjari
#FOS: Computer and information sciences #Machine Learning (cs.LG)

paper · doi:10.48550/arxiv.2308.10037

Abstract

We present a versatile GPU-based parallel version of Logistic Regression (LR), aiming to address the increasing demand for faster algorithms in binary classification due to large data sets. Our implementation is a direct translation of the parallel Gradient Descent Logistic Regression algorithm proposed by X. Zou et al. [12]. Our experiments demonstrate that our GPU-based LR outperforms existing CPU-based implementations in terms of execution time while maintaining comparable f1 score. The significant acceleration of processing large datasets makes our method particularly advantageous for real-time prediction applications like image recognition, spam detection, and fraud detection. Our algorithm is implemented in a ready-to-use Python library available at : https://github.com/NechbaMohammed/SwiftLogisticReg

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