Carry out a logistic regression analysis on a (partial) wine data set classification problem. The data can

Question:

Carry out a logistic regression analysis on a (partial) wine data set classification problem. The data can be loaded using the following code.

image text in transcribed

The model matrix has three features, including the constant feature. Instead of using Newton's method (5.39) to estimate \(\boldsymbol{\beta}\), implement a simple gradient descent procedure \[ \boldsymbol{\beta}_{t}=\boldsymbol{\beta}_{t-1}-\alpha abla r_{\tau}\left(\boldsymbol{\beta}_{t-1}\right) \]
with learning rate \(\alpha=0.0001\), and run it for \(10^{6}\) steps. Your procedure should deliver three coefficients; one for the intercept and the rest for the explanatory variables. Solve the same problem using the Logit method of statsmodels.api and compare the results.

Fantastic news! We've Found the answer you've been seeking!

Step by Step Answer:

Related Book For  book-img-for-question

Data Science And Machine Learning Mathematical And Statistical Methods

ISBN: 9781118710852

1st Edition

Authors: Dirk P. Kroese, Thomas Taimre, Radislav Vaisman, Zdravko Botev

Question Posted: