/Regularized-Poisson-Regression

Poisson regression, with L2 regularization, in Java

Primary LanguageJavaOtherNOASSERTION

An example of regularized Poisson regression (AKA log-linear regression, AKA
multiplicative balanced minimum bias, AKA a GLM with Poisson errors and a log
link) in Java.  Poisson regression is probably more useful than you think, see
http://nyeggen.com/post/2012-07-25-poisson-regression-its-more-useful-than-you-think/

Depends on the wonderful Mallet optimization routines, and happens to use the
Apache Commons Math linear algebra packages.  It's easily adaptable to use any
other vector representation, or raw arrays.  Also somewhat easily adaptable to
use other optimization routines that only depend on loglikelihood and gradients
(not Hessians, unless you want to look up the formula).