Feature Space Sketching for Logistic Regression

Gregory Dexter, Rajiv Khanna, Jawad Raheel, Petros Drineas
3/24/2023
cs.LGstat.ML

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Abstract

We present novel bounds for coreset construction, feature selection, and dimensionality reduction for logistic regression. All three approaches can be thought of as sketching the logistic regression inputs. On the coreset construction front, we resolve open problems from prior work and present novel bounds for the complexity of coreset construction methods. On the feature selection and dimensionality reduction front, we initiate the study of forward error bounds for logistic regression. Our bounds are tight up to constant factors and our forward error bounds can be extended to Generalized Linear Models.

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Cite this paper

@article{dexter2023feature,
  title  = {Feature Space Sketching for Logistic Regression},
  author = {Gregory Dexter and Rajiv Khanna and Jawad Raheel and Petros Drineas},
  year   = {2023},
  eprint = {2303.14284},
  archivePrefix = {arXiv},
  url    = {http://arxiv.org/abs/2303.14284v1}
}

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