Join GitHub today
GitHub is home to over 28 million developers working together to host and review code, manage projects, and build software together.Sign up
Logistic Regression example #3
A very primitive draft of Logistic Regression example using
Any suggestions are welcome!
I think you should maybe focus on comparisons within Optim before considering going down other routes (mini-batch GD or IRLS), include run time as well, so highlight differences between methods that needs the hessian and those that do not (and even compared to heuristics as well).
Is this not a real data set btw? (re your initial point)
The data is from the book ISLR, not sure if it's real, but it seems like the point was stuck at the local minimum. If reset initial value at [-5.0, -5.0, -5.0], the parameters become -4.99982, -4.5396, 0.00012985. I should have passed random initial values.
Okay I will add the benchmarks & traces between different methods, looks quite interesting and can illustrate how different method works.