soft_lr | R Documentation |
Fits a logistic regression model using E²M with soft labels, adding robustness: multiple initial attempts, ridge penalty, stable line search, and optional verbosity.
soft_lr(
X,
PL,
max_iter = 100,
tol = 1e-06,
lambda = 1e-05,
n_starts = 3,
verbose = FALSE
)
X |
A numeric matrix n x d. |
PL |
A numeric matrix n x K of plausibilities. |
max_iter |
Integer, max E²M iterations. Default 100. |
tol |
Tolerance for convergence in log-likelihood. Default 1e-6. |
lambda |
Ridge regularization parameter for coefficients. Default 1e-5. |
n_starts |
Number of initializations to try. Default 3. |
verbose |
Logical, if TRUE prints progress. Default FALSE. |
A list:
beta |
(d+1) x (K-1) coefficient matrix |
zeta |
Posterior class probabilities n x K |
loglik |
Final log-likelihood |
iter |
Iterations |
Quost, B., Denoeux, T., Li, S. (2017). Parametric classification with soft labels using the Evidential EM algorithm. Advances in Data Analysis and Classification, 11(4), 659-690.
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