Re: [amibroker] Machine Learning: Logistic Regression Newton's Method [3 Attachments]

 
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With Newton's method you do not need to set a learning rate and the algorithm may convergence in a few iterations.
Calculations involve matrix inversion so there might not work in all the cases but when it does its awesome.





fitting a 3-d degree polynomial:
The decision boundary is drawn by hand,  just to give an idea.

you can get the exact boundary by solving :
 

t0 + t1x + t2xy + t3y +

t4x2 + t5x2y + t6xy2 + t7y2 +

t8x3 + t9x3y + t10xy3 + t11y3 = 0


hollow circles represent misclassified instances


Enjoy!


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Posted by: Aron Pipa <aron@myafl.com>
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