Chunk #32 — 3 Regularized Logistic Regression

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Regularization Paths for Generalized Linear Models via Coordinate Descent.

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This amounts to a sequence of nested loops: OUTER LOOP: Decrement λ.MIDDLE LOOP: Update the quadratic approximation ℓQ using the current parameters (β̃0, β̃).INNER LOOP: Run the coordinate descent algorithm on the penalized weighted-least-squares problem (18).