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logistic regression notes
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jake hofman
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Oct 27, 2011, 10:25:25 AM
10/27/11
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to NYC Machine Learning Review
here are some references for more details on logistic regression, from
last night's review.
cosma shalizi's lecture notes:
http://www.stat.cmu.edu/~cshalizi/402/lectures/14-logistic-regression/lecture-14.pdf
section 4.4 of "elements of statistical learning" by hastie, et. al.:
http://www.stanford.edu/~hastie/local.ftp/Springer/ESLII_print5.pdf
(more information on the book, including data sets, available here:
http://www-stat.stanford.edu/~tibs/ElemStatLearn
)
both discuss the choice of the logistic function as well as the
maximum likelihood framework for arriving at the cost function. they
also cover newton's method and multi-class classification.
-j
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