Created
October 30, 2021 14:34
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| logloss = function(X, y, betas) { | |
| sum(-log(1 + exp(X %*% betas))) + sum(y * (X %*% betas)) | |
| } | |
| X = matrix( | |
| c( | |
| rep(1, n), | |
| df$balance, | |
| df$income | |
| ), | |
| nrows=n, | |
| ncol=3 | |
| ) | |
| y = df$default_ | |
| cross_entropy = function(betas) { -logloss(X, y, betas) } | |
| optim(c(0,0,0), cross_entropy) | |
| ) |
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