[jira] Commented: (MAHOUT-228) Need sequential logistic regression implementation using SGD techniques

["Ted Dunning (JIRA)" <ji...@apache.org>]

    [ https://issues.apache.org/jira/browse/MAHOUT-228?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=12898781#action_12898781 ] 

Ted Dunning commented on MAHOUT-228:
------------------------------------

I am going to start committing this in stages.  The first step will be the interfaces for classifiers in general.  This will include an interface for online vector classifier learning and an interface for vector classification.

Patch for these will come shortly with commit shortly after that.  The intent of the patch is to simplify review.

> Need sequential logistic regression implementation using SGD techniques
> -----------------------------------------------------------------------
>
>                 Key: MAHOUT-228
>                 URL: https://issues.apache.org/jira/browse/MAHOUT-228
>             Project: Mahout
>          Issue Type: New Feature
>          Components: Classification
>            Reporter: Ted Dunning
>            Assignee: Ted Dunning
>             Fix For: 0.4
>
>         Attachments: logP.csv, MAHOUT-228-3.patch, MAHOUT-228.patch, MAHOUT-228.patch, MAHOUT-228.patch, MAHOUT-228.patch, r.csv, sgd-derivation.pdf, sgd-derivation.tex, sgd.csv, TrainLogisticTest.patch
>
>
> Stochastic gradient descent (SGD) is often fast enough for highly scalable learning (see Vowpal Wabbit, http://hunch.net/~vw/).
> I often need to have a logistic regression in Java as well, so that is a reasonable place to start.

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