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From Dmitriy Lyubimov <dlie...@gmail.com>
Subject Re: Theory behind LogisticRegression in Mahout
Date Thu, 22 May 2014 17:25:08 GMT
i think it is actually a mix.

yes SGD, but there's also online validation of hyperparameters via
step-recorded search. Hope my citation is correct, i started forgetting
things. [1]

AFAIK simulated annealing approach has been abandoned in favor of [1]

[1]
http://www.researchgate.net/publication/1916718_Recorded_Step_Directional_Mutation_for_Faster_Convergence


On Wed, May 21, 2014 at 11:44 PM, Peng Zhang <pzhang.xjtu@gmail.com> wrote:

> Namit,
>
> I think the theory behind Mahout’s logistic regression is stochastic
> gradient descent, rather than maximum likelihood.
>
> Best Regards,
> Peng Zhang
>
>
>
> On May 22, 2014, at 2:29 PM, namit maheshwari <namitmaheshwari7@gmail.com>
> wrote:
>
> > Hello Everyone,
> >
> > Could anyone please let me know the algorithm used behind
> > LogisticRegression in Mahout. Also AdaptiveLogisticRegression mentions an
> > *annealing* schedule.
> >
> > I would be grateful if someone could guide me towards the theory behind
> it.
> >
> > Thanks
> > Namit
>
>

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