Efficient Primal-Dual Algorithms for Large-Scale Multiclass Classification

11 Feb 2019Dmitry BabichevDmitrii OstrovskiiFrancis Bach

We develop efficient algorithms to train $\ell_1$-regularized linear classifiers with large dimensionality $d$ of the feature space, number of classes $k$, and sample size $n$. Our focus is on a special class of losses that includes, in particular, the multiclass hinge and logistic losses... (read more)

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