Research map / Learning theory and algorithms / Matrix and tensor methods
The Impact of Regularization on High-dimensional Logistic Regression
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Measured effects reported in the paper
| What was changed | Where | Measured | Effect |
|---|---|---|---|
| Increase the ℓ2² regularization parameter λ | ℓ2²-regularized logistic regression · High-dimensional logistic regression | correlation with the true parameter | Hurt |
| Increase the ℓ2² regularization parameter λ | ℓ2²-regularized logistic regression · High-dimensional logistic regression | variance | Helped |
| Tune λ to its setting-specific optimal value | ℓ2²-regularized logistic regression · High-dimensional logistic regression | mean-squared error | Helped |
| Increase the oversampling ratio δ | Sparse logistic regression · High-dimensional logistic regression with sparse signals | optimal regularization parameter λopt | Hurt |
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