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From Phil Steitz <phil.ste...@gmail.com>
Subject Re: [math] Logistic, Probit regerssion and Tolerance checks
Date Fri, 07 Sep 2012 23:06:27 GMT
On 9/7/12 3:28 PM, Ted Dunning wrote:
> On Fri, Sep 7, 2012 at 3:24 PM, Phil Steitz <phil.steitz@gmail.com> wrote:
>
>>> It might be interesting to think for a moment how easy it would be to
>>> support generalized linear regression in this same package.  Small
>> changes
>>> to the loss function in the optimization should allow you to have not
>> just
>>> logistic and probit regression, but also to get Poisson regression and
>> SVM
>>> in the same framework.
>> +1
>> Patches welcome!
>>
> Would normally love to, but I can't do more than kibitz based on other
> implementations I have done.
>
OK, lets start with what Marios has and see where we can take it.

Phil

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