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IRLS(Iterative re-weighted least square) for Logistic Regression, implemented using
- tensorflow < 2.0
- tensorflow2.0
- pytorch
- megengine
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Note that IRLS is a second order optimization problem, which is equivalent to Newton's method.
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We show that these DL frameworks can do general matrix based algorithms, and can be accelerated by the power of gpu.
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In this implementation, we use svd to solve pseudo inverse of singular matrices.