**43.1****
****Regression Calculators** (.NET, C#, CSharp, VB, Visual Basic, F#)

Class **LogisticRegression**
is templatized on the **ILogisticRegressionCalc**
calculator to use to calculate the parameters of the logistic regression
model. Two implementations are provided:

● **NewtonRaphsonParameterCalc**
computes the parameters to maximize the log likelihood function for the
model using the Newton Raphson algorithm to compute the zeros of the
first order partial derivatives of the log likelihood function. This
algorithm is equivalent to, and sometimes referred to, as* iteratively reweighted least squares*. Each
iteration involves solving a linear system of the form X'WX
= b, where X is the regression matrix,
X' is its transpose, and W
is a diagonal matrix of weights.

The matrix X'WX
will be singular if the matrix X does not
have full rank. **NewtonRaphsonParameterCalc**
has property FailIfNotFullRank which, if
true, fails in this case. If FailIfNotFullRank is false,
the linear system is solved using a pseudo-inverse, and the calculation
will not fail.

● **TrustRegionParameterCalc**
computes the parameters to maximize the log likelihood function for the
model, using a trust region optimization algorithm to compute the zeros
of the first order partial derivative of the log likelihood function.
This approach is more robust than Newton Raphson with design matrices
of less than full rank.

The minimization is performed by an instance
of **TrustRegionMinimizer**, and **TrustRegionParameterCalc** instances may
be constructed with a given minimizer with the desired algorithm properties.