How to build a logistic regression model from scratch in R
Background In a previous post, we showed how using vectorization in R can vastly speed up fuzzy matching. Here, we will show you how to use vectorization to efficiently build a logistic regression model from scratch in R. Now we could just use the caret or stats packages to create a model, but building algorithms from scratch is a great way to develop a better understanding of how they work under the hood. Definitions & Assumptions In developing our code for the logistic regression algorithm, we will consider the following definitions and assumptions: x = A dxn matrix of d predictor variables, where each column xi represents the vector of predictors corresponding to one data point (with n such columns i.e. n data points) d = The number of predictor…