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This links below allow you to download my GPL'd implementation of logistic regression with TR-IRLS. This software should work on most any platform, but the build system depends on GNU "make". The tarballs and zip files contain prebuilt executables that should work on most GNU/Linux systems, and the newest version has prebuilt Windows executables (using the Microsoft cl compiler).
You can also find this software at the Auton Lab's software page, labeled as "lr_trirls". That software may be older than the software on this page.
The archives below include sources and documentation, as well as a detailed changelog. Please email me if you have any problems or questions. You might be able to find the documentation online at the Auton Lab's web page for lr_trirls.
For the curious, lr_trirls denotes "logistic regression with truncated, regularized iteratively re-weighted least squares."
This version collects many changes, including improved file reading (increases default line buffer size, and warns if line buffers are overflowed), cleans up some messages that didn't depend on verbosity, and fixes some "width" problems for sparse datasets used in train-test experiments. See the changelog for more details.
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| Created by Paul Komarek, komarek.paul@gmail.com |