English

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 O(lnlnt/lnt)\mathcal{O}(\ln\ln t / \ln t). 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 O((lnt)2/t)\mathcal{O}((\ln t)^2 / \sqrt{t}).

Keywords

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)

R2 v1 2026-06-23T00:58:32.944Z