Risk and parameter convergence of logistic regression
Machine Learning
2019-06-11 v3 Optimization and Control
Machine Learning
Abstract
Gradient descent, when applied to the task of logistic regression, outputs iterates which are biased to follow a unique ray defined by the data. The direction of this ray is the maximum margin predictor of a maximal linearly separable subset of the data; the gradient descent iterates converge to this ray in direction at the rate . The ray does not pass through the origin in general, and its offset is the bounded global optimum of the risk over the remaining data; gradient descent recovers this offset at a rate .
Cite
@article{arxiv.1803.07300,
title = {Risk and parameter convergence of logistic regression},
author = {Ziwei Ji and Matus Telgarsky},
journal= {arXiv preprint arXiv:1803.07300},
year = {2019}
}
Comments
Appears in COLT 2019 with the title "The implicit bias of gradient descent on nonseparable data" (and no other changes)