Sparse Logistic Regression
Sparse logistic regression is a statistical method used for classification and simultaneous feature selection, aiming to identify the most relevant predictors while producing a parsimonious model. Current research focuses on developing efficient algorithms, particularly for high-dimensional data and non-convex regularization terms, including advancements in accelerated proximal methods and primal-dual approaches to improve computational speed and convergence guarantees. These improvements enhance the applicability of sparse logistic regression across diverse fields, from natural language processing (e.g., grammar rule extraction) to bioinformatics (e.g., gene selection), by enabling the analysis of large datasets with many features while maintaining model interpretability.