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Multinomial logistic regression / softmax classifier (ISL ch 4.3.5, PRML ch 4).
P(y=c | x) = softmax(W_c·φ(x)). Fit by gradient ascent on the regularized
log-likelihood (the multinomial cross-entropy is convex, so this converges to
the global optimum); a small L2 term keeps the solution finite under separation.
Kernel-class DenseLinear (the logits) — scalar fit loop is CPU.
Structs§
- Multinomial
Logistic - A fitted softmax classifier.
weightsisn_classes × krow-major (k = p + intercept).