Generalized iterative scaling

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In statistics, generalized iterative scaling (GIS) and improved iterative scaling (IIS) are two early algorithms used to fit log-linear models,[1] notably multinomial logistic regression (MaxEnt) classifiers and extensions of it such as MaxEnt Markov models[2] and conditional random fields. These algorithms have been largely surpassed by gradient-based methods such as L-BFGS[3] and coordinate descent algorithms.[4]

See also

References

  1. Darroch, J.N.; Ratcliff, D. (1972). "Generalized iterative scaling for log-linear models". The Annals of Mathematical Statistics 43 (5): 1470–1480. doi:10.1214/aoms/1177692379. http://projecteuclid.org/download/pdf_1/euclid.aoms/1177692379. 
  2. McCallum, Andrew; Freitag, Dayne; Pereira, Fernando (2000). "Maximum Entropy Markov Models for Information Extraction and Segmentation". pp. 591–598. http://www.ai.mit.edu/courses/6.891-nlp/READINGS/maxent.pdf. 
  3. Malouf, Robert (2002). "A comparison of algorithms for maximum entropy parameter estimation". Sixth Conf. on Natural Language Learning (CoNLL). pp. 49–55. http://acl.ldc.upenn.edu/W/W02/W02-2018.pdf. 
  4. Yu, Hsiang-Fu; Huang, Fang-Lan; Lin, Chih-Jen (2011). "Dual coordinate descent methods for logistic regression and maximum entropy models". Machine Learning 85 (1–2): 41–75. doi:10.1007/s10994-010-5221-8. http://www.csie.ntu.edu.tw/~cjlin/papers/maxent_dual.pdf.