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JuliaStats / GLM.jl

Generalized linear models in Julia
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Feature request: multinomial logistic regression #363

Open DilumAluthge opened 4 years ago

DilumAluthge commented 4 years ago

Are there any plans to implement multinomial logistic regression?

Specifically, I am referring to the situation of a categorical output variable that has strictly greater than two possible classes. The classes are not ordered.

DilumAluthge commented 4 years ago

It looks like @Nosferican has implemented this in Econometrics.jl. Would it be possible to merge some of that work into GLM.jl?

Nosferican commented 4 years ago

It would require to change a few of the internals though. The way I fit it in Econometrics is through a vector generalized linear model. It would require the internals to allow for vector responses rather than a single response vector. I believe that is the biggest change. In terms of outputs, the parameters are per response so it would have response_predictor.

jbrea commented 3 years ago

I'd also be interested in this feature (and https://github.com/JuliaStats/Lasso.jl/issues/8).