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]