Regularizations for logistic regression

Post date: Feb 4, 2013 1:39:01 AM

When using logistic regression classifier with regularization, we can obtain good features simultaneously.

LASSO gives sparse features but might not contiguous in the original space

Emily suggested fused-LASSO which might help.

Google keywords: fused lasso logistic regression fMRI

"An Interior-Point Method for Large-Scale `1-Regularized Logistic Regression"

Good paper reviewing all kinds of regularization on logistic regression from Boyd's group [pdf]

"Sparsity and smoothness via the fused lasso"

Perhaps original paper from Tipshirani's group [pdf]

"A coordinate-wise optimization algorithm for the Fused Lasso"

[pdf]

"Robustness of Sparse Regression Models in fMRI Data Analysis"

[pdf]