RE: [Help-gsl] logistic regression support

[David Shin]

That does not make sense to me.  Logistic regression applies a hinge function 
to the linear combination of the inputs, not to the individual inputs 
themselves.  The training of a logistic regression model cannot be framed as a 
composition of a data transformation followed by a linear regression.

-----Original Message-----
From: Peter Johansson [mailto:address@hidden
Sent: Tuesday, April 13, 2010 12:42 PM
To: David Shin
Cc: 'address@hidden'
Subject: Re: [Help-gsl] logistic regression support

David Shin wrote:
> Does GSL provide support for training logistic regression models?
>
>
There is support for linear regression

http://www.gnu.org/software/gsl/manual/html_node/Linear-regression.html

so you can transform your data so the logistic model becomes a linear
model and then use the linear regression provided by GSL.

Cheers,
Peter


--
Peter Johansson

svndigest maintainer, http://dev.thep.lu.se/svndigest
yat maintainer,       http://dev.thep.lu.se/yat


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