Add Multinomial GLM
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- Dominant language
- C++
- Stars
- 839
- Forks
- 220
- Avg merge
- 2d 4h
- Merged PRs (30d)
- 14
Description
We already have binomial_logit_glm and categorical_logit_glm
Multinomial distribution generalizes both Binomial and Categorical, is still in the exponential family and the logit (softmax) parametrization seem natural - we already have multinomial_logit. So multinomial_logit_glm is a missing piece to be completed.
I'm actually using this in an application (modelling counts of sold products each day), where I simply iterate multinomial_logit, but it would be cool to have an optimized single-call function.
Related issue: https://github.com/stan-dev/math/issues/1964
Contributor guide
First steps
- Read the whole issue, then the project's contributing guide.
- Comment on the issue to say you are picking it up — it saves two people doing the same work.
- Fork the repository and make your change on a branch.
- Open a pull request that references the issue number.
Research direction
Start by comparing the existing binomial_logit_glm, categorical_logit_glm, and multinomial_logit implementations to understand the intended API and behavior. Review related issue #1964 for context; done means providing an optimized single-call multinomial_logit_glm that supports the stated multinomial logit use case.
Written by the indexing model from the issue text.
Assessment
- Tech stack
- cpp
- Domain
- machine-learning
- Issue type
- Feature
- Difficulty
- 5/5
- Estimated time
- Over a week
- Activity status
- Stale
- Clarity
- Mostly clear
- Newbie friendliness
- 25/100