Optimal subsampling for softmax regression

DOI10.1007/s00362-018-01068-6zbMath1421.62013OpenAlexW2904739162WikidataQ128719441 ScholiaQ128719441MaRDI QIDQ2423180

Yaqiong Yao, Hai Ying Wang

Publication date: 21 June 2019

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00362-018-01068-6

zbMATH Keywords

covariance matrixsubsamplinglarge data setsA-optimality criterionmultinomial logistic regression modelL-optimality criterionoptimum experimental designsSoftmax regression

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Optimal statistical designs (62K05) Generalized linear models (logistic models) (62J12) Sampling theory, sample surveys (62D05)

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Uses Software

• R

Cites Work

• CUR matrix decompositions for improved data analysis
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• Asymptotic Statistics
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• Information-Based Optimal Subdata Selection for Big Data Linear Regression
• Fast monte-carlo algorithms for finding low-rank approximations
• Fast Monte Carlo Algorithms for Matrices I: Approximating Matrix Multiplication
• Fast Monte Carlo Algorithms for Matrices II: Computing a Low-Rank Approximation to a Matrix
• Fast Monte Carlo Algorithms for Matrices III: Computing a Compressed Approximate Matrix Decomposition
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