ALGLIB forum
It is currently Wed May 29, 2024 1:57 am

All times are UTC

Forum rules

1. This forum can be used for discussion of both ALGLIB-related and general numerical analysis questions
2. This forum is English-only - postings in other languages will be removed.

Post new topic Reply to topic  [ 1 post ] 
Author Message
 Post subject: WEIGHTED multinomial logistic regression and Neural Networks
PostPosted: Wed Jan 23, 2013 1:54 pm 

Joined: Wed Jan 23, 2013 1:43 pm
Posts: 4
ALGLIB's Multinomial Logistic Regression suite is outstanding, but I am now looking to do weighted multinomial logistic regression. (i.e. where each datapoint has an associated weight. Or another way - each "count" may not be an integer). So I am looking to manually edit the source code for ALGLIB to create a multinomial logistic regression training functon that accepts weights for each datapoint.

On the User Guide page for "Multinomial Logistic Regression" (, there is a note that says "[Multinomial Logistic Regression] is a special case of a neural network, that is, a network with one linear layer and with SOFTMAX normalization."

Indeed, looking into the ALGLIB source code for the multinomial logistic regression training function "mnltrainh", I see that it already uses a (neural) network which is an instance of class multilayerperceptron, and the class multilayerperceptron has member variable called weights.

Can anybody shed some light? What is the meaning of the "weights" of a Neural Network (multilayerperceptron)?

More specifically: Do the "weights" of a Neural Network (in ALGLIB) have the same interpretation as the "weights" of datapoints that I am referring to in multinomial logistic regression? Do you think it would be just as easy as literally setting "network.weights = my_weights_per_datapoint" within mnltrainh ?

Display posts from previous:  Sort by  
Post new topic Reply to topic  [ 1 post ] 

All times are UTC

Who is online

Users browsing this forum: No registered users and 2 guests

You cannot post new topics in this forum
You cannot reply to topics in this forum
You cannot edit your posts in this forum
You cannot delete your posts in this forum
You cannot post attachments in this forum

Search for:
Jump to:  
Powered by phpBB © 2000, 2002, 2005, 2007 phpBB Group