I am studying on some Machine Learning concepts. I am looking for logistic regression(multiclass) and logistic regression classifier and I should learn how to change it to penalize large weights.
I have looked here: http://en.wikipedia.org/wiki/Logistic_regression but doesn't give me information what I want. I checked Alpaydin's, Tom Mitchel's and Duda's book but couldn't find anything like that(maybe I don't know that there is another name for it) I could see some explanation at Bishop's Pattern Recognition book but I don't have full access to book to read.
My question is what is logistic regression classifier, and next, how can I penalize large weights on it?