2012/7/10 Andreas Mueller <[email protected]>:
> Hi Emanuel.
> Is there a reason not to train multinomial logistic regression
> (other than that it is not finished yet) ?
> I think it would be more straight-forward and any help
> on the multinomial logistic regression would be great
> (I'm very busy at the moment unfortunately).

One reason could be scalability w.r.t. the number of classes as for
One vs Rest, each class can be treated as a binary classification
problem and the weights trained independently (e.g. distributed on a
cluster) and only the final probability calibration weights (which are
much fewer) need access to the complete weight matrix (in readonly
mode) at once.

-- 
Olivier
http://twitter.com/ogrisel - http://github.com/ogrisel

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