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bwlewis / GLM

Notes on generalized linear models
http://bwlewis.github.io/GLM
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R package notes #1

Open bwlewis opened 10 years ago

bwlewis commented 10 years ago

We'll roll all these methods in to an R package.

But, the SVD Newton method will be the primary non-distributed method. We should add the following to it:

  1. R-like subset selection
  2. Full set of output stats

Also note that the termination criterion is not the same as R, we should change that.

RoyiAvital commented 9 years ago

I'd add to the documentation at http://bwlewis.github.io/GLM/ more intuition about how does applying the G function helps. Namely if I do linear regression what would be the difference between minimizing the regular cost function to the logistic cost function.