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F# for Machine Learning Essentials by Sudipta Mukherjee

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Multiclass classification using logistic regression

You have seen in the previous section how logistic regression can be used to perform binary classification. In this section, you will see how to use logistic regression (which is known to do the binary classification) for multiclass classification. The algorithm used is known as the "one-vs-all" method.

The algorithm is very intuitive. It learns many models as many different classes of items are there in the training dataset. Later, when a new entry is given for identification, all the models are used to compute the confidence score that reflects the confidence of the model that the new entry belongs to that class. The model with the highest confidence is selected.

In this example, you will see ...

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