ADMM-SOFTMAX: AN ADMM APPROACH FOR MULTINOMIAL LOGISTIC REGRESSION

Fung, SW; Tyrvainen, S; Ruthotto, L; Haber, E

Fung, SW (corresponding author), Univ Calif Los Angeles, Dept Math, Los Angeles, CA 90024 USA.

ELECTRONIC TRANSACTIONS ON NUMERICAL ANALYSIS, 2020; 52 (): 214

Abstract

We present ADMM-Softmax, an alternating direction method of multipliers (ADMM) for solving multinomial logistic regression (MLR) problems. Our method ......

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