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Random guess: a logistic regression is fit by maximizing a particular log likelihood. [+] You can find the maximum by (1) gradient ascent, or (2) the analogue
by matheist 8y ago
Random guess: a logistic regression is fit by maximizing a particular log likelihood. [+]
You can find the maximum by (1) gradient ascent, or (2) the analogue of Newton's method in multiple dimensions [++], which involves computing the Hessian matrix.
So there's your Hessian.
[+] https://en.wikipedia.org/wiki/Logistic_regression#Model_fitting https://en.wikipedia.org/wiki/Logistic_regression#Model_fitt...
[++] https://en.wikipedia.org/wiki/Newton%27s_method_in_optimization#Higher_dimensions https://en.wikipedia.org/wiki/Newton%27s_method_in_optimizat...
- nerdponx 8y agoGood guess!