Multiclass classification by sparse multinomial logistic regression

no code implementations • 4 Mar 2020 • Felix Abramovich, Vadim Grinshtein, Tomer Levy

We propose first a feature selection procedure based on penalized maximum likelihood with a complexity penalty on the model size and derive the nonasymptotic bounds for misclassification excess risk of the resulting classifier.

Classification feature selection +2

Generalization Error Bounds for Multiclass Sparse Linear Classifiers

no code implementations • 13 Apr 2022 • Tomer Levy, Felix Abramovich

We consider high-dimensional multiclass classification by sparse multinomial logistic regression.

Binary Classification feature selection +1