Affine-Invariant Ensemble Transform Methods for Logistic Regression
CC BY
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| Định dạng: | Sách |
| Ngôn ngữ: | English |
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Springer
2023
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| Truy cập trực tuyến: | https://link.springer.com/article/10.1007/s10208-022-09550-2 https://dlib.phenikaa-uni.edu.vn/handle/PNK/7425 |
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oai:localhost:PNK-74252023-04-03T03:58:23Z Affine-Invariant Ensemble Transform Methods for Logistic Regression Jakiw, Pidstrigach Sebastian, Reich well-established homotopy logistic regression problems CC BY We investigate the application of ensemble transform approaches to Bayesian inference of logistic regression problems. Our approach relies on appropriate extensions of the popular ensemble Kalman filter and the feedback particle filter to the cross entropy loss function and is based on a well-established homotopy approach to Bayesian inference. The arising finite particle evolution equations as well as their mean-field limits are affine-invariant. Furthermore, the proposed methods can be implemented in a gradient-free manner in case of nonlinear logistic regression and the data can be randomly subsampled similar to mini-batching of stochastic gradient descent. 2023-04-03T03:58:23Z 2023-04-03T03:58:23Z 2022 Book https://link.springer.com/article/10.1007/s10208-022-09550-2 https://dlib.phenikaa-uni.edu.vn/handle/PNK/7425 en application/pdf Springer |
| institution |
Digital Phenikaa |
| collection |
Digital Phenikaa |
| language |
English |
| topic |
well-established homotopy logistic regression problems |
| spellingShingle |
well-established homotopy logistic regression problems Jakiw, Pidstrigach Sebastian, Reich Affine-Invariant Ensemble Transform Methods for Logistic Regression |
| description |
CC BY |
| format |
Book |
| author |
Jakiw, Pidstrigach Sebastian, Reich |
| author_facet |
Jakiw, Pidstrigach Sebastian, Reich |
| author_sort |
Jakiw, Pidstrigach |
| title |
Affine-Invariant Ensemble Transform Methods for Logistic Regression |
| title_short |
Affine-Invariant Ensemble Transform Methods for Logistic Regression |
| title_full |
Affine-Invariant Ensemble Transform Methods for Logistic Regression |
| title_fullStr |
Affine-Invariant Ensemble Transform Methods for Logistic Regression |
| title_full_unstemmed |
Affine-Invariant Ensemble Transform Methods for Logistic Regression |
| title_sort |
affine-invariant ensemble transform methods for logistic regression |
| publisher |
Springer |
| publishDate |
2023 |
| url |
https://link.springer.com/article/10.1007/s10208-022-09550-2 https://dlib.phenikaa-uni.edu.vn/handle/PNK/7425 |
| _version_ |
1762184302615855104 |
| score |
8.891145 |