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magigo/逻辑回归优化方法介绍.md

Created February 5, 2015 06:50
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逻辑回归优化方法介绍.md

  1. L-BFGS，Quasi-Newton方法的一种，Hession阵要正定 将n x n的矩阵用另外一种方法近似

  2. ADMM,减少迭代,拉格朗日的解法（augmented lagrangian）

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