Classifying Big Data over Networks via the Logistic Network Lasso

05/07/2018

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by   Henrik Ambos, et al.

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We apply network Lasso to solve binary classification (clustering) problems on network structured data. To this end, we generalize ordinary logistic regression to non-Euclidean data defined over a complex network structure. The resulting logistic network Lasso classifier amounts to solving a non-smooth convex optimization problem. A scalable classification algorithm is obtained by applying the alternating direction methods of multipliers to solve this optimization problem.