JuliaStats/RegERMs.jl — pull request #7 by BigCrunsh (2014-07-28 18:04:57+00:00)
Title: [WIP] Multinomial logistic regression

This is an example to clarify the structure of RegERMs (e.g., losses).

**Implement multinomial logistic regression**: need some more testing

**Structural changes**
- introduce abstract ``MultinomialLoss``
- add ``regression_function.jl`` in addition to ``model.jl``: ``model.jl`` takes care of the
type of the model (ordinal, binomial, multinomial) and provides
appropriate gradients and evaluation, and predictions, whereas
``regression_function.jl`` allows the distinction between, e.g., kernelized and
linear models.

**Minor**
- disabled Mercer map for focus
- rename ``w`` to ``theta`` in model layer

[1] http://en.wikipedia.org/wiki/Multinomial_logistic_regression#As_a_set_of_independent_binary_regressions