Paper:
On Coresets for Logistic Regression
Coresets are one of the central methods to facilitate the analysis of large data. We continue a recent line of research applying the theory of coresets to logistic regression. First, we show the negative result that no strongly sublinear sized coresets exist for logistic regression. To deal with intractable worst-case instances we introduce a complexity measure µ(X), which quantifies the hardness of compressing a data set for logistic regression. µ(X) has an intuitive statistical interpretation that may be of independent interest. For data sets with bounded µ(X)-complexity, we show that a novel sensitivity sampling scheme produces the first provably sublinear (1 ± ε)-coreset. We illustrate the performance of our method by comparing to uniform sampling as well as to state of the art methods in the area. The experiments are conducted on real world benchmark data for logistic regression.

Review:
The goal of this paper is to speed up logistic regression using a coreset based approach. The key idea is to “compress” the data set into a small fake set of points (called coreset) and to then train on that small set. The authors first show that, in general, no sublinear size coreset can exist. Then, they provide an algorithm that provides small summaries for certain data sets that satisfy a complexity assumption. Finally, they empirically compare that algorithm to two competing methods.   Overall, the paper seems sound on the theoretical side; however, there are weaknesses in the related work and the experiments. If some of these concerns would be addressed in the rebuttal, I would be willing to upgrade my recommended score.  Strengths:  - The results seem to be correct.  - In contrast to Huggins et al. (2016) and Tolochinsky & Feldman (2018), the coreset guarantee applies to the standard loss function of logistic regression and not to variations.  - The (theoretical) algorithm (without the sketching algorithm for the QR decomposition) seems simple and practical. If space permits, the authors might consider explicitly specifying the algorithm in pseudo-code (so that practitioners do not have to extract it from the Theorems).  - The authors include in the Supplementary Materials an example where uniform sampling fails even if the complexity parameter mu is bounded.   - The authors show that the proposed approach obtains a better trade-off between error and absolute running time than uniform sampling and the approach by Huggins et al. (2016).    Weaknesses:  - Novelty: The sensitivity bound in this paper seems very similar to the one presented in [1] which is not cited in the manuscript. The paper [1] also uses a mix between sampling according to the data point weights and the l2-sampling with regards to the mean of the data to bound the sensitivity and then do importance sampling. Clearly, this paper treats a different problem (logistic regression vs k-means clustering) and has differences. However, this submission would be strengthened if the proposed approach would be compared to the one in [1]. In particular, I wonder if the idea of both additive and multiplicative errors in [1] could be applied in this paper (instead of restricting mu-complexity) to arrive at a coreset construction that does not require any assumptions on the data data set.  [1] Scalable k-Means Clustering via Lightweight Coresets Olivier Bachem, Mario Lucic and Andreas Krause To Appear In International Conference on Knowledge Discovery and Data Mining (KDD), 2018.  - Practical significance: The paper only contains a limited set of experiments, i.e., few data sets and no comparison to Tolochinsky & Feldman (2018). Furthermore, the paper does not compare against any non-coreset based approaches, e.g., SGD, SDCA, SAGA, and friends. It is not clear whether the proposed approach is useful in practice compared to these approaches.  - Figure 1 would be much stronger if there were error bars and/or if there were more random trials that would (potentially) get rid of some of the (most likely) random fluctuations in the results.