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group_ADMM_logistic.m
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group_ADMM_logistic.m
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function [obj_GADMM, loss_GADMM, Iter, gadmm_time]=group_ADMM_logistic(XX,YY, rho, no_workers, num_feature, per_samples, num_iter, obj0, lambda_logistic, acc)
s1=num_feature;
s2=per_samples;
Iter = 100;
lambda = zeros(s1,no_workers);
%x1 = zeros(50,1);
%x2 = zeros(50,1);
out=zeros(s1,no_workers);
flagg =0;
max_iter = num_iter;
gadmm_time(1)=0;
for i = 1:max_iter
%i
for ii =1:2:no_workers
cvx_begin quiet
%cvx_solver SDPT3%mosek
%cvx_precision low%high%low
variable x(s1)
if ii==1
C1 = zeros(s1,1);
term_1 =0;
else
C1= lambda(:,ii-1);
term_1=rho/2*sum_square(x-out(:,ii-1));
end
if ii == no_workers
C2 = zeros(s1,1);
term_2 = 0;
else
C2= lambda(:,ii);
term_2 = rho/2*sum_square(x-out(:,ii+1));
end
first = (ii-1)*s2+1;
last = first+s2-1;
%ii
% if(ii==15)
% ii
% end
%cvx_solver mosek
objFun=lambda_logistic*0.5*sum_square(x)+sum(log(1+exp(-YY(first:last).*(XX(first:last,1:s1)*x))))- C1'*x+C2'*x + term_1...
+term_2;
%minimize(0.5*sum_square(XX(first:last,1:s)*x - YY(first:last))- C1'*x+C2'*x + term_1+term_2)
if(ii==1 && i > 1)
tic
end
minimize(objFun)
cvx_end
if(ii==1 && i > 1)
gadmm_time(i)=gadmm_time(i-1)+2*toc;
end
out(:,ii) =x;
end
for ii =2:2:no_workers
cvx_begin quiet
%cvx_precision low %high%low
%cvx_solver SDPT3%mosek
variable x(s1)
C1= lambda(:,ii-1);
if ii == no_workers
C2 = zeros(s1,1);
term_2 = 0;
else
C2= lambda(:,ii);
term_2 = rho/2*sum_square(x-out(:,ii+1));
end
term_1=rho/2*sum_square(x-out(:,ii-1));
first = (ii-1)*s2+1;
last = first+s2-1;
objFun=lambda_logistic*0.5*sum_square(x)+sum(log(1+exp(-YY(first:last).*(XX(first:last,1:s1)*x))))- C1'*x+C2'*x + term_1...
+term_2;
minimize(objFun)
cvx_end
out(:,ii) =x;
end
for ii=1:no_workers-1
lambda(:,ii) = lambda(:,ii) + rho*(out(:,ii)-out(:,ii+1));
%lambda_2(:,ii) = lambda_2(:,ii) + rho*(out(:,ii)-out(:,ii+1));
%gap(ii)=norm(out(:,ii)-out(:,ii+1))
end
% for ii=2:no_workers-1
% lambda_2(:,ii) = lambda_2(:,ii) + rho*(out(:,ii)-out(:,ii+1));
% end
final_obj = 0;
for ii =1:no_workers
first = (ii-1)*s2+1;
last = first+s2-1;
%final_obj = final_obj + 0.5*sum_square(XX(first:last,1:s)*out(:,ii) - YY(first:last));
final_obj = final_obj+lambda_logistic*0.5*norm(out(:,ii))^2+sum(log(1+exp(-YY(first:last).*(XX(first:last,1:s1)*out(:,ii)))));
end
i
obj_GADMM(i)=final_obj
loss_GADMM(i)=abs(final_obj-obj0)
if(loss_GADMM(i) < acc)
Iter = i;
break;
end
end