"LogisticRegression" (Machine Learning Method)
- Method for Classify.
- Models class probabilities with logistic functions of linear combinations of features.
Details & Suboptions
- "LogisticRegression" models the log probabilities of each class with a linear combination of numerical features , , where corresponds to the parameters for class k. The estimation of the parameter matrix is done by minimizing the loss function .
- The following options can be given:
"L1Regularization" 0 value of in the loss function "L2Regularization" Automatic value of in the loss function "OptimizationMethod" Automatic what method to use
- Possible settings for "OptimizationMethod" include:
"LBFGS" limited memory Broyden–Fletcher–Goldfarb–Shanno algorithm "StochasticGradientDescent" stochastic gradient method "Newton" Newton method