[classification] Multinomial logistic regression, gradient and cost function

src/logistic_regression.h

@@ -0,0 +1,33 @@
+/*
+logistic_regression.h
+---------------------
+
+Cost function and gradient for multinomial logistic regression model.
+
+Multinomial logistic regression is a generalization of regular logistic 
+regression in which we predict a probability distribution over classes using:
+
+exp(x_i) / sum(exp(x))
+
+This is sometimes referred to as the softmax function and thus the model
+may be called softmax regression.
+
+*/
+
+#ifndef LOGISTIC_REGRESSION_MODEL_H
+#define LOGISTIC_REGRESSION_MODEL_H
+
+#include <stdio.h>
+#include <stdlib.h>
+#include <stdint.h>
+#include <stdbool.h>
+
+#include "collections.h"
+#include "matrix.h"
+#include "sparse_matrix.h"
+
+bool logistic_regression_model_expectation(matrix_t *theta, sparse_matrix_t *x, matrix_t *p_y);
+double logistic_regression_cost_function(matrix_t *theta, sparse_matrix_t *x, uint32_array *y, matrix_t *p_y, double lambda);
+bool logistic_regression_gradient(matrix_t *theta, matrix_t *gradient, sparse_matrix_t *x, uint32_array *y, matrix_t *p_y, double lambda);
+
+#endif