Time and memory efficient estimation of multinomial logit models using maximum likelihood method. Numerical optimization performed by Newton-Raphson method using an optimized, parallel C++ library to achieve fast computation of Hessian matrices. Motivated by large scale multiclass classification problems in econometrics and machine learning.
Package details |
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| Author | Wang Zhiyu, Asad Hasan <asad.hasan@sentrana.com> |
| Maintainer | Asad Hasan <asad.hasan@sentrana.com> |
| License | GPL (>= 2) |
| Version | 1.1.1 |
| Package repository | View on GitHub |
| Installation |
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