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Re: [Help-gsl] logistic regression support

From: Martin Jansche
Subject: Re: [Help-gsl] logistic regression support
Date: Wed, 14 Apr 2010 13:57:43 -0400

On Tue, Apr 13, 2010 at 11:08, David Shin <address@hidden> wrote:
> Does GSL provide support for training logistic regression models?

Not directly, but it's easy to code up direct (regularized) maximum
likelihood estimation or Bayesian simulation from basic components in
GSL, including vectors, L-BFGS minimizer, etc.  You can also use the
linear algebra routines for iteratively reweighted least squares.

-- mj

> Thanks,
> David
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