@article{Xie2013OnlineLR,
title={Online logistic regression on manifolds},
author={Yao Xie and Rebecca M Willett},
journal={2013 IEEE International Conference on Acoustics, Speech and Signal Processing},
year={2013},
pages={3367-3371}
}
This paper describes a new method for online logistic regression when the feature vectors lie close to a low-dimensional manifold and when observations of the feature vectors may be noisy or have missing elements. The new method exploits the low-dimensional structure of the feature vector, finds a multi-scale union of linear subsets that approximates the manifold, and performs online logistic regression separately on each subset. The union of subsets enables better performance in the face of… CONTINUE READING