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Refers generally to statistical procedures that utilize the logistic function, most commonly various forms of logistic regression
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Iteratively Reweighted Least Squares, (Logistic Regression)
I'm trying to obtain the parameters estimates in a Logistic Regression using the IRLS (Iteratively Reweighted Least Squares) algorithm. … I'm following this great and simple reference slides: (Logistic Regression)
And also this question where there are all the mathematic details and codes: Why using Newton's method for logistic regression …
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Accepted
Iteratively Reweighted Least Squares, (Logistic Regression)
I just found that inside the algorithm in the "matrix form" the variable it's equal to Wdiag = deriv2(eta) so in this case this variable stays always the same.
So we have to change it to Wdiag = deri …