Add daal4py logistic regression benchmark #10
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oleksandr-pavlyk
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Jun 27, 2019
razdoburdin
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Jun 13, 2023
Feature/mpionly
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This PR adds logistic regression replicating the results of
sklearn.linear_model.LogisticRegressionbut implemented in daal4py. It supports solverslbfgsandnewton-cg.test_fituses the canonical form of logistic regression for the binary case (which in scikit-learn ismulti_class='ovr') and the multinomial (softmax of exponentiated scores,multi_class='multinomial') for the multi-class case.test_predictsupports any combination ofn_classesandmulti_class, but we use the samemulti_classused intest_fit.While we cannot directly use daal4py's logistic regression because it isn't as easy as native DAAL to pass in a custom solver (see #8), we use daal4py's logistic regression objective functions and math primitives to compute logistic regression.