Least-squares Probabilistic Classifier : a Computationally Efficient Alternative to Kernel Logistic Regression

The least-squares probabilistic classifier (LSPC) is a computationally efficient alternative to kernel logistic regression (KLR). A key idea for the speedup is that, unlike KLR that uses maximum likelihood estimation for a log-linear model, LSPC uses least-squares estimation for a linear model. This allows us to obtain a global solution analytically in a… CONTINUE READING