The Logistic Network Lasso

We apply the network Lasso to solve binary classification and clustering problems on network-structured data. To this end, we generalize ordinary logistic regression to non-Euclidean data conforming to a complex network structure. The resulting "logistic network Lasso" classifier amounts to solving a non-smooth convex optimization problem. A scalable classification algorithm is obtained by applying (an inexact variant of) the alternating direction methods of multipliers to solve this optimization problem.