RcppLbfgsBlaze (version 0.1.0)

fastLogisticModel: Logistic Regression Fitting Using L-BFGS Algorithm

Description

This function leverage blaze and LBFGS-Blaze to efficiently fit logistic regression.

Usage

fastLogisticModel(X, y)

Value

A list of L-BFGS optimization result.

Arguments

X

The model matrix.

y

The response vector.

Examples

X <- matrix(rnorm(5000), 1000)
coef <- runif(5, -3, 3)
y <- sapply(1 / (1 + exp(-X %*% coef)), function(p) rbinom(1, 1, p), USE.NAMES = FALSE)

fit <- fastLogisticModel(X, y)