fitting logistic regression with iterative reweighted least squares

(30 minutes to learn)


One way of fitting logistic regression is using Newton's method. This winds up having an intuitive form, where each update takes the form of a linear regression problem and the data points are all assigned weights depending how far they are from the decision boundary.


This concept has the prerequisites:

Core resources (read/watch one of the following)


Supplemental resources (the following are optional, but you may find them useful)


Stanford's Machine Learning lecture notes
Lecture notes for Stanford's machine learning course, aimed at graduate and advanced undergraduate students.
Author: Andrew Y. Ng

See also