Provided by: mlpack-bin_3.2.2-3_amd64 
NAME
mlpack_logistic_regression - l2-regularized logistic regression and prediction
SYNOPSIS
mlpack_logistic_regression [-b int] [-d double] [-m unknown] [-l string] [-L double] [-n int] [-O string] [-s double] [-T string] [-e double] [-t string] [-V bool] [-o string] [-M unknown] [-x string] [-P string] [-p string] [-h -v]
DESCRIPTION
An implementation of L2-regularized logistic regression using either the L-BFGS optimizer
or SGD (stochastic gradient descent). This solves the regression problem
y = (1 / 1 + e^-(X * b))
where y takes values 0 or 1.
This program allows loading a logistic regression model (via the ’--input_model_file (-m)'
parameter) or training a logistic regression model given training data (specified with the
'--training_file (-t)' parameter), or both those things at once. In addition, this program
allows classification on a test dataset (specified with the '--test_file (-T)' parameter)
and the classification results may be saved with the '--predictions_file (-P)' output
parameter. The trained logistic regression model may be saved using the
’--output_model_file (-M)' output parameter.
The training data, if specified, may have class labels as its last dimension.
Alternately, the '--labels_file (-l)' parameter may be used to specify a separate matrix
of labels.
When a model is being trained, there are many options. L2 regularization (to prevent
overfitting) can be specified with the '--lambda (-L)' option, and the optimizer used to
train the model can be specified with the '--optimizer (-O)' parameter. Available options
are 'sgd' (stochastic gradient descent) and ’lbfgs' (the L-BFGS optimizer). There are also
various parameters for the optimizer; the '--max_iterations (-n)' parameter specifies the
maximum number of allowed iterations, and the '--tolerance (-e)' parameter specifies the
tolerance for convergence. For the SGD optimizer, the '--step_size (-s)' parameter
controls the step size taken at each iteration by the optimizer. The batch size for SGD
is controlled with the '--batch_size (-b)' parameter. If the objective function for your
data is oscillating between Inf and 0, the step size is probably too large. There are more
parameters for the optimizers, but the C++ interface must be used to access these.
For SGD, an iteration refers to a single point. So to take a single pass over the dataset
with SGD, '--max_iterations (-n)' should be set to the number of points in the dataset.
Optionally, the model can be used to predict the responses for another matrix of data
points, if '--test_file (-T)' is specified. The '--test_file (-T)' parameter can be
specified without the '--training_file (-t)' parameter, so long as an existing logistic
regression model is given with the ’--input_model_file (-m)' parameter. The output
predictions from the logistic regression model may be saved with the '--predictions_file
(-P)' parameter.
Note : The following parameters are deprecated and will be removed in mlpack 4:
'--output_file (-o)', '--output_probabilities_file (-x)' Use '--predictions_file (-P)'
instead of '--output_file (-o)' Use '--probabilities_file (-p)' instead of
'--output_probabilities_file (-x)'
This implementation of logistic regression does not support the general multi-class case
but instead only the two-class case. Any labels must be either 0 or 1. For more classes,
see the softmax_regression program.
As an example, to train a logistic regression model on the data ''data.csv'' with labels
''labels.csv'' with L2 regularization of 0.1, saving the model to ’'lr_model.bin'', the
following command may be used:
$ mlpack_logistic_regression --training_file data.csv --labels_file labels.csv --lambda
0.1 --output_model_file lr_model.bin
Then, to use that model to predict classes for the dataset ''test.csv'', storing the
output predictions in ''predictions.csv'', the following command may be used:
$ mlpack_logistic_regression --input_model_file lr_model.bin --test_file test.csv
--output_file predictions.csv
OPTIONAL INPUT OPTIONS
--batch_size (-b) [int]
Batch size for SGD. Default value 64.
--decision_boundary (-d) [double]
Decision boundary for prediction; if the logistic function for a point is less than
the boundary, the class is taken to be 0; otherwise, the class is 1. Default value
0.5.
--help (-h) [bool]
Default help info.
--info [string]
Print help on a specific option. Default value ''.
--input_model_file (-m) [unknown]
Existing model (parameters).
--labels_file (-l) [string]
A matrix containing labels (0 or 1) for the points in the training set (y).
--lambda (-L) [double]
L2-regularization parameter for training. Default value 0.
--max_iterations (-n) [int]
Maximum iterations for optimizer (0 indicates no limit). Default value 10000.
--optimizer (-O) [string]
Optimizer to use for training ('lbfgs' or 'sgd'). Default value 'lbfgs'.
--step_size (-s) [double]
Step size for SGD optimizer. Default value 0.01.
--test_file (-T) [string]
Matrix containing test dataset.
--tolerance (-e) [double]
Convergence tolerance for optimizer. Default value 1e-10.
--training_file (-t) [string]
A matrix containing the training set (the matrix of predictors, X).
--verbose (-v) [bool]
Display informational messages and the full list of parameters and timers at the
end of execution.
--version (-V) [bool]
Display the version of mlpack.
OPTIONAL OUTPUT OPTIONS
--output_file (-o) [string]
If test data is specified, this matrix is where the predictions for the test set
will be saved.
--output_model_file (-M) [unknown]
Output for trained logistic regression model.
--output_probabilities_file (-x) [string]
If test data is specified, this matrix is where the class probabilities for the
test set will be saved.
--predictions_file (-P) [string]
If test data is specified, this matrix is where the predictions for the test set
will be saved.
--probabilities_file (-p) [string]
If test data is specified, this matrix is where the class probabilities for the
test set will be saved.
ADDITIONAL INFORMATION
For further information, including relevant papers, citations, and theory, consult the
documentation found at http://www.mlpack.org or included with your distribution of mlpack.