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https://issues.apache.org/jira/browse/MAHOUT-228?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel
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Ted Dunning updated MAHOUT-228:
-------------------------------

    Attachment: MAHOUT-228.patch

Updated patch.  

This patch includes:

- ability to run and test logistic models from the mahout command line interface

- AUC computation

- algorithmic improvements

- ability to save and restore logistic regression models and input reading 
parameters

- includes small sample data as resource for go/no-go testing of the compile 
process and quickstart with classification.

Defects include:

- many copyright notices missing

- limited real-life testing

- missing several of Olivier's improvements

- no numerical or speed optimizations yet

- stuff

Near and medium-term plans include:

- test on some more realistic data

- throw away some defunct code

- first commit

- wiki page for quick-start

- magic knob tuning for learning parameters via evolutionary algorithms


Overall, this is getting close to useful for friendly users on non-critical 
data.

> Need sequential logistic regression implementation using SGD techniques
> -----------------------------------------------------------------------
>
>                 Key: MAHOUT-228
>                 URL: https://issues.apache.org/jira/browse/MAHOUT-228
>             Project: Mahout
>          Issue Type: New Feature
>          Components: Classification
>            Reporter: Ted Dunning
>             Fix For: 0.4
>
>         Attachments: logP.csv, MAHOUT-228-3.patch, MAHOUT-228.patch, 
> MAHOUT-228.patch, MAHOUT-228.patch, MAHOUT-228.patch, r.csv, 
> sgd-derivation.pdf, sgd-derivation.tex, sgd.csv
>
>
> Stochastic gradient descent (SGD) is often fast enough for highly scalable 
> learning (see Vowpal Wabbit, http://hunch.net/~vw/).
> I often need to have a logistic regression in Java as well, so that is a 
> reasonable place to start.

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