Chunk #49 — 4 Regularized Multinomial Regression — 4.2 Grouped and Matrix Responses

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Regularization Paths for Generalized Linear Models via Coordinate Descent.

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Equivalently, the data can be presented directly as a matrix of class proportions, along with a weight vector. From the point of view of the algorithm, any matrix of positive numbers and any non-negative weight vector will be treated in the same way.