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ABSTRACT:
SUBMITTER: Lalloue B
PROVIDER: S-EPMC9042111 | biostudies-literature | 2022
REPOSITORIES: biostudies-literature
Lalloué Benoît B Monnez Jean-Marie JM Albuisson Eliane E
Journal of applied statistics 20210106 6
Online learning is a method for analyzing very large datasets ('big data') as well as data streams. In this article, we consider the case of constrained binary logistic regression and show the interest of using processes with an online standardization of the data, in particular to avoid numerical explosions or to allow the use of shrinkage methods. We prove the almost sure convergence of such a process and propose using a piecewise constant step-size such that the latter does not decrease too qu ...[more]