Category Archives: Machine Learning Algorithm

Logistic Regression and Optimization Basics

Comparing gradient descent path to Newton's method for small steps. Logistic regression uses a sigmoid (logistic) function to pose binary classification as a curve fitting (regression) problem. It can be a useful technique, but more importantly it provides a good example to illustrate the basics of nonlinear optimization. I’ll show how to solve this problem iteratively with both gradient descent and Newton’s method as well as go over the Wolfe conditions that we’ll satisfy to guarantee fast convergence. These are the prerequisites for the upcoming neural network articles!
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