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 quadratic gradient


Privacy-Preserving Logistic Regression Training with A Faster Gradient Variant

arXiv.org Artificial Intelligence

Logistic regression training over encrypted data has been an attractive idea to security concerns for years. In this paper, we propose a faster gradient variant called $\texttt{quadratic gradient}$ for privacy-preserving logistic regression training. The core of $\texttt{quadratic gradient}$ can be seen as an extension of the simplified fixed Hessian. We enhance Nesterov's accelerated gradient (NAG) and Adaptive Gradient Algorithm (Adagrad) respectively with $\texttt{quadratic gradient}$ and evaluate the enhanced algorithms on several datasets. %gradient $ascent$ methods with this gradient variant on the gene dataset provided by the 2017 iDASH competition and other datasets. Experiments show that the enhanced methods have a state-of-the-art performance in convergence speed compared to the raw first-order gradient methods. We then adopt the enhanced NAG method to implement homomorphic logistic regression training, obtaining a comparable result by only $3$ iterations. There is a promising chance that $\texttt{quadratic gradient}$ could be used to enhance other first-order gradient methods for general numerical optimization problems.


Multinomial Logistic Regression Algorithms via Quadratic Gradient

arXiv.org Artificial Intelligence

Multinomial logistic regression, also known by other names such as multiclass logistic regression and softmax regression, is a fundamental classification method that generalizes binary logistic regression to multiclass problems. A recently work proposed a faster gradient called $\texttt{quadratic gradient}$ that can accelerate the binary logistic regression training, and presented an enhanced Nesterov's accelerated gradient (NAG) method for binary logistic regression. In this paper, we extend this work to multiclass logistic regression and propose an enhanced Adaptive Gradient Algorithm (Adagrad) that can accelerate the original Adagrad method. We test the enhanced NAG method and the enhanced Adagrad method on some multiclass-problem datasets. Experimental results show that both enhanced methods converge faster than their original ones respectively.


Quadratic Gradient: Combining Gradient Algorithms and Newton's Method as One

arXiv.org Artificial Intelligence

It might be inadequate for the line search technique for Newton's method to use only one floating point number. A column vector of the same size as the gradient might be better than a mere float number to accelerate each of the gradient elements with different rates. Moreover, a square matrix of the same order as the Hessian matrix might be helpful to correct the Hessian matrix. Chiang applied something between a column vector and a square matrix, namely a diagonal matrix, to accelerate the gradient and further proposed a faster gradient variant called quadratic gradient. In this paper, we present a new way to build a new version of the quadratic gradient. This new quadratic gradient doesn't satisfy the convergence conditions of the fixed Hessian Newton's method. However, experimental results show that it sometimes has a better performance than the original one in convergence rate. Also, Chiang speculates that there might be a relation between the Hessian matrix and the learning rate for the first-order gradient descent method. We prove that the floating number $\frac{1}{\epsilon + \max \{| \lambda_i | \}}$ can be a good learning rate of the gradient methods, where $\epsilon$ is a number to avoid division by zero and $\lambda_i$ the eigenvalues of the Hessian matrix.