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The Space Complexity of Approximating Logistic Loss

The Space Complexity of Approximating Logistic Loss

We provide space complexity lower bounds for data structures that approximate logistic loss up to $\epsilon$-relative error on a logistic regression problem with data $\mathbf{X} \in \mathbb{R}^{n \times d}$ and labels $\mathbf{y} \in \{-1,1\}^d$. The space complexity of existing coreset constructions depend on a natural complexity measure $\mu_\mathbf{y}(\mathbf{X})$, first defined …