Ch 04: Softmax Regressor vs Multiple OvR Logit Regressors
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Description
Hi.
While the book makes it very clear how to create a multinomial logistic (softmax) regressor instead of the default composite model based on several OvR binary logistic regressors in the multilabel classification scenario (`LogisticRegression(multi_class="multinomial")`), what is NOT clear is:
1. which one is more accurate in general (in [this](https://scikit-learn.org/stable/auto_examples/linear_model/plot_logistic_multinomial.html) example the softmax regressor is clearly more accurate)
2. which one has better performance
It would be greatly appreciated if this clarification was either in the book or in the Jupyter note.
Thanks.
Gene.
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