1 Dec 2012 sness   » (Journeyer)

Logistic Regression

Logistic Regression: "Logistic Regression (SGD)
Logistic regression is a model used for prediction of the probability of occurrence of an event. It makes use of several predictor variables that may be either numerical or categories.

Logistic regression is the standard industry workhorse that underlies many production fraud detection and advertising quality and targeting products. The Mahout implementation uses Stochastic Gradient Descent (SGD) to all large training sets to be used.

For a more detailed analysis of the approach, have a look at the thesis of Paul Komarek:

http://www.autonlab.org/autonweb/14709/version/4/part/5/data/komarek:lr_thesis.pdf?branch=main&language=en

See MAHOUT-228 for the main JIRA issue for SGD.

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Syndicated 2012-12-01 00:59:00 from sness

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