Mathematics Stack Exchange is a question and answer site for people studying math at any level and professionals in related fields. Join them; it only takes a minute:

Sign up
Here's how it works:
  1. Anybody can ask a question
  2. Anybody can answer
  3. The best answers are voted up and rise to the top

Could someone point me to a reference on how to find $w$ as the minimizer of:

$$ \frac{1}{2}\sum_{i=1}^{d}q_i(w_i-m_i)^2+\sum_{j=1}^{n}log(1+\exp(-y_jw^Tx_j)) $$

where $q_i$ (initialized with $\lambda$) is a vector of regularization values for each parameter $w_i$ and $m_i$ (initialized with $0$) is the minimum values of $q_i$ found on the previous iteration of the regression.

The original algorithm can be found here: (Algorithm 3, page 6).

I don't seem to figure it out how to do it when $\lambda$ is not fixed but updated iteratively in $q_i$.


share|cite|improve this question

Your Answer


By posting your answer, you agree to the privacy policy and terms of service.

Browse other questions tagged or ask your own question.