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Results tagged with maximum-likelihood
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user 24369
a method of estimating parameters of a statistical model by choosing the parameter value that optimizes the probability of observing the given sample.
11
votes
Accepted
What is scikit-learn's LogisticRegression minimizing?
Nevermind my question, I did the derivation once again and found out that the scikit equation is correct, and it is minimizing the negative log likelihood.
Here are the steps:
Let $(X_i,y_i), i=1,\do …
- 321
10
votes
1
answer
4k
views
What is scikit-learn's LogisticRegression minimizing?
I have used linear_model.LogisticRegression for a classification problem, with L1 regularization. My first tests were very satisfactory. However, my previous tests were done in R, using the glmnet pac …
- 321