Elastic Net Regularized Logistic Regression using Cubic Majorization
In this work, a coordinate solver for elastic net regularized logistic regression is proposed. In particular, a method based on majorization maximization using a cubic function is derived. This to reliably and accurately optimize the objective function at each step without resorting to line search. Experiments show that the proposed solver is comparable to, or improves, state-of-the-art solvers. T