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Published 20 hours ago • verified publisher icon JuliaStats

Feature request: multinomial logistic regression

Open DilumAluthge opened this issue 5 years ago • 3 comments

Are there any plans to implement multinomial logistic regression?

Specifically, I am referring to the situation of a categorical output variable that has strictly greater than two possible classes. The classes are not ordered.

DilumAluthge avatar Mar 18 '20 20:03 DilumAluthge

It looks like @Nosferican has implemented this in Econometrics.jl. Would it be possible to merge some of that work into GLM.jl?

DilumAluthge avatar Mar 18 '20 21:03 DilumAluthge

It would require to change a few of the internals though. The way I fit it in Econometrics is through a vector generalized linear model. It would require the internals to allow for vector responses rather than a single response vector. I believe that is the biggest change. In terms of outputs, the parameters are per response so it would have response_predictor.

Nosferican avatar Mar 18 '20 22:03 Nosferican

I'd also be interested in this feature (and https://github.com/JuliaStats/Lasso.jl/issues/8).

jbrea avatar Jul 12 '21 09:07 jbrea