Question: For logistic regression, there is no longer a closed - form solution, due to the nonlinearity of the logistic sigmoid function. the error function can
For logistic regression, there is no longer a closedform solution, due to the nonlinearity
of the logistic sigmoid function. the error function can be minimized by an efficient
iterative technique based on the NewtonRaphson iterative optimization scheme
a Provide the expressions of the gradient, Hessian, and update equations for the
NewtonRaphson optimization technique used to obtain the parameters in the
logistic regression model. Provide an algorithm describing the methodology.
b Show that the NewtonRaphson update scheme is related to the weighted least
squares problem described in question c and explain why it is called the
iterative reweighted least squares method.
c Show that the error function of the logistic regression is a concave function of w
and hence has a unique minimum with the help of the Hessian matrix.
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