Linear regression is an important statistical tool that models the relationship between some explanatory values and an outcome value using a linear function. In many current applications (e.g. predictive modelling in personalized healthcare), these values represent sensitive data owned by several different parties that are unwilling to share them. In this setting, training a linear regression m...

Ridge regression (RR) for classification is a regularized least square method to model the linear dependency between covariate variables and labels. By applying appropriate techniques to encode the multivariate labels in face recognition as the vertices of the regular simplex which can separate points with highest degree of symmetry, RR maps the face images into a face subspace where the images...

We develop a novel preconditioning method for ridge regression, based on recent linear sketching methods. By equipping Stochastic Variance Reduced Gradient (SVRG) with this preconditioning process, we obtain a significant speed-up relative to fast stochastic methods such as SVRG, SDCA and SAG.

Abstract In this paper, an improved ridge type estimator is introduced to overcome the effect of multi-collinearity in logistic regression. The proposed called a modified almost unbiased estimator. It obtained by combining and order asses superiority over existing estimators, theoretical comparisons based on mean square error scalar criterion are presented. A Monte Carlo simulation study carrie...