/IRLS_tensorflow2

IRLS(Iterative re-weighted least square) for Logistic Regression, implemented using tensorflow2.0/pytorch

Primary LanguagePythonApache License 2.0Apache-2.0

IRLS in tensorflow2.0/pytorch

  • IRLS(Iterative re-weighted least square) for Logistic Regression, implemented using tensorflow2.0 and pytorch (tensorflow < 2.0 is also supported).

  • Note that IRLS is a second order optimization problem, which is equivalent to Newton's method.

  • We show that both tensorflow and pytorch can do general matrix based algorithms, and both can be accelerated by the power of gpu.

  • In this implementation, we use svd to solve pseudo inverse of singular matrices.