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基于逻辑回归的多任务域快速分类学习算法

顾鑫 曹丹华 吴裕斌 栾永昕 王伟成

计算机工程与应用Issue(15):47-56,205,11.
计算机工程与应用Issue(15):47-56,205,11.DOI:10.3778/j.issn.1002-8331.1603-0450

基于逻辑回归的多任务域快速分类学习算法

Multi-task coupled logistic regression and its fast implementation for large multi-task datasets

顾鑫 1曹丹华 2吴裕斌 1栾永昕 1王伟成2

作者信息

  • 1. 华中科技大学 光学与电子信息学院,武汉 430074
  • 2. 江苏北方湖光光电有限公司,江苏 无锡 214035
  • 折叠

摘要

Abstract

When facing multi-task learning problems, it is desirable that the learning method can find the correct input-output features and share the commonality among multiple domains and also scale up for large multi-task datasets. This paper introduces the multi-task coupled logistic regression framework called MTC-LR, which is a new method for generat-ing each classifier for each task, capable of sharing the commonality among multi-task domains. The basic idea of MTC-LR is to use all individual logistic regression based classifiers, each one appropriate for each task domain, but in contrast to other SVM based proposals, learning all the parameter vectors of all individual classifiers by using the conjugate gradi-ent method, in a global way and without the use of kernel trick, and being easily extended into its scaled version. This paper theoretically shows that the addition of a new term in the cost function of the set of logistic regressions(that penalizes the diversity among multiple tasks)produces a coupling of multiple tasks that allows MTC-LR to improve the learning perfor-mance in a logistic-regression way. This finding can make us easily integrate it with a state-of-the-art fast logistic regres-sion algorithm called CDdual to develop its fast version MTC-LR-CDdual for large multi-task datasets. The proposed algorithm MTC-LR-CDdual is also theoretically analyzed. The experimental results on artificial and real datasets indicate the effectiveness of the proposed algorithm MTC-LR-CDdual in classification accuracy, speed and robustness.

关键词

多任务分类/罗杰斯特回归/后验概率/对偶坐标下降法

Key words

multi-task classification learning/logistic regression/posterior probability/dual coordinate descent method

分类

信息技术与安全科学

引用本文复制引用

顾鑫,曹丹华,吴裕斌,栾永昕,王伟成..基于逻辑回归的多任务域快速分类学习算法[J].计算机工程与应用,2017,(15):47-56,205,11.

计算机工程与应用

OA北大核心CSCDCSTPCD

1002-8331

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