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POCategorical Logistic Regression, library
 

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    <p>I'm currently working on a project concerning segmentation of geographical regions based on the plants that grow in each, over multiple significant layers (that is to say, each segmentation layer has a meaning that is unique wrt the other layers)</p> <p>In doing so, we're using logistic regression to go from a list of regions, with the segment they belong to in each layer, and which plants they contain, to a probability of a plant growing in each combination of segments. At the moment, we are using SPSS, linked to a C# implementation of the segmentation.</p> <p>So far, so good. The problem is, SPSS is slow as molasses on a cold day. For the full set (2500 plants and 565 regions), a single run would take about half a month. That's time we don't have, so for now we're using abbreviated data sets, but even that takes several hours.</p> <p>We've looked into other libraries with logistic regression (specifically Accord.NET and Extreme Optimization), but neither has categorical logistic regression.</p> <p>At this point I should probably specify what I mean by categorical logistic regression. Given that each row in the data set we feed the statistics engine has a variable for each layer, and one for the plant we're interested in at the moment, the value of the layer variables are considered categories. 0 is not better or worse than 1, it's simply different. What we want out of the statistics engine is a value for each category of each layer variable (as well as an intercept, of course), so in a setup with a layer with 3 segments and one with 2 segments, we'd get 5 values and the intercept.</p> <p>I should note that we've experimented with dummy or indicator variables both in Accord.NET (where it had to be done outside of the library) and Extreme Optimization (which had some in-library support for it), but this did not produce the results necessary.</p> <p><strong>TL;DR</strong></p> <p>So, long story short, does anyone know of a good solution for categorical logistic regression in C#? This can be a class library, or simply an interface to plug into an external statistics engine, as long as it's stable and reasonably fast.</p>
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    1. COCan you be clearer about the model you're using? The 5 values you mention can be interpreted as 2+3 or as 2*3-1...
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