Logistic Regression With Gradient Descent & Newton's Method

Train and test a Logistic Regression model using Gradient Descent and Newton's Method.

Requirements:

• GNU Octave

The Model:

• Binary classifier (can be adapted for multiclass)
• Uses the regularized cross-entropy error function

The Dataset:

• From the UC Irvine Machine Learning Repository.
• Contained in .dat files in the /ionosphere directory.

Source Files:

• main.m: contains demo of Gradient Descent and Newton's Method on Ionosphere dataset.
• gradient_descent.m: trains logistic model using Batch Gradient Descent and returns two variables, w, the weight vector, and b the bias term.
• newton.m: trains logistic model using Newton's Method, returning same variables as above.
• testLogisticRegression.m: reports the accuracy of the logistic model.

Auxiliary Files and Functions:

• sigmoid.m: computes Sigmoid of given value.
• bgradient.m: computes gradient with respect to the bias term
• wgradient.m: computes gradient with respect to the weight vector

Instructions:

• Run main in Octave.