Saturday, June 4, 2016

How to solve classification and regression fast, faster, and fastest

(post by Zeyuan Allen-Zhu)

I am often asked what is the best algorithm to solve SVM, to solve Lasso Regression, to solve Logistic Regression, etc. At the same time, a growing number of first-order methods have been recently proposed, making it hard to track down the state-of-the-arts. I feel it perhaps a good idea to have a blog post to answer all these questions properly and simultaneously.