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Scalable L1-Regularized Logistic Regression

Final project for the CMU class 10-605: Machine Learning on Large Datasets. Completed jointly with Dipan Kumar Pal (dipanp@andrew.cmu.edu).

See the 7-minute talk for a concise, colorful overview of the project. Refer to the project writeup, 10605 final writeup.pdf, for theoretical background, an explanation of the algorithm, and some experimental results.

Coming soon: matlab implementation of code

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Scalable logistic regression.

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