pub type MultiLogisticRegression<F> = LogisticRegressionParams<F, Ix2>;
Expand description
A multinomial class logistic regression model.
The output labels can map to any discrete feature space, since the algorithm calculates the
likelihood of a feature vector corresponding to any given outcome using the softmax function
softmax(x) = exp(x) / sum(exp(xi))
l2 regularization is used by this algorithm and is weighted by parameter alpha
. Setting alpha
close to zero removes regularization and the problem solved minimizes only the
empirical risk. On the other hand, setting alpha
to a high value increases
the weight of the l2 norm of the linear model coefficients in the cost function.
Aliased Typeยง
struct MultiLogisticRegression<F>(/* private fields */);