Math programming

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Problem 1.  Implement logistic regression with both the "accuracy" and the "binary cross entropy" objective functions, and study how the results and the performance of the algorithm differ.

Problem 2. Implement ridge regression with various values of the regularization parameter, and also compare with using pseudo-inverse with various values of the cutoff parameter. Try them both on the data set where the input variable is a vector of dimension two, where the both entries (and the output variables) are equal to i + N(0.1, 1), where i goes from 0 to 100000.

    • 5 years ago
    • 10
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